CME Swiss Franc Future June 2022

Trading Metrics calculated at close of trading on 20-Jan-2022

Day Change Summary
	Previous	Current
	19-Jan-2022	20-Jan-2022	Change	Change %	Previous Week
Open	1.0972	1.0975	0.0003	0.0%	1.0872
High	1.0977	1.0985	0.0008	0.1%	1.1045
Low	1.0972	1.0945	-0.0027	-0.2%	1.0835
Close	1.0977	1.0950	-0.0027	-0.2%	1.0992
Range	0.0005	0.0040	0.0035	700.0%	0.0210
ATR	0.0048	0.0047	-0.0001	-1.1%	0.0000
Volume	3	18	15	500.0%	79

Daily Pivots for day following 20-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1080	1.1055	1.0972
R3	1.1040	1.1015	1.0961
R2	1.1000	1.1000	1.0957
R1	1.0975	1.0975	1.0954	1.0968
PP	1.0960	1.0960	1.0960	1.0956
S1	1.0935	1.0935	1.0946	1.0928
S2	1.0920	1.0920	1.0943
S3	1.0880	1.0895	1.0939
S4	1.0840	1.0855	1.0928

Weekly Pivots for week ending 14-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1587	1.1500	1.1108
R3	1.1377	1.1290	1.1050
R2	1.1167	1.1167	1.1031
R1	1.1080	1.1080	1.1011	1.1124
PP	1.0957	1.0957	1.0957	1.0979
S1	1.0870	1.0870	1.0973	1.0914
S2	1.0747	1.0747	1.0954
S3	1.0537	1.0660	1.0934
S4	1.0327	1.0450	1.0877

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1045	1.0945	0.0100	0.9%	0.0032	0.3%	5%	False	True	17
10	1.1045	1.0835	0.0210	1.9%	0.0035	0.3%	55%	False	False	12
20	1.1045	1.0835	0.0210	1.9%	0.0032	0.3%	55%	False	False	7

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1155
2.618	1.1090
1.618	1.1050
1.000	1.1025
0.618	1.1010
HIGH	1.0985
0.618	1.0970
0.500	1.0965
0.382	1.0960
LOW	1.0945
0.618	1.0920
1.000	1.0905
1.618	1.0880
2.618	1.0840
4.250	1.0775

Fisher Pivots for day following 20-Jan-2022
Pivot	1 day	3 day
R1	1.0965	1.0965
PP	1.0960	1.0960
S1	1.0955	1.0955

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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