CME Swiss Franc Future June 2022

Trading Metrics calculated at close of trading on 21-Jan-2022

Day Change Summary
	Previous	Current
	20-Jan-2022	21-Jan-2022	Change	Change %	Previous Week
Open	1.0975	1.0962	-0.0013	-0.1%	1.0980
High	1.0985	1.1027	0.0042	0.4%	1.1027
Low	1.0945	1.0962	0.0017	0.2%	1.0945
Close	1.0950	1.1019	0.0069	0.6%	1.1019
Range	0.0040	0.0065	0.0025	62.5%	0.0082
ATR	0.0047	0.0049	0.0002	4.5%	0.0000
Volume	18	11	-7	-38.9%	53

Daily Pivots for day following 21-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1198	1.1173	1.1055
R3	1.1133	1.1108	1.1037
R2	1.1068	1.1068	1.1031
R1	1.1043	1.1043	1.1025	1.1056
PP	1.1003	1.1003	1.1003	1.1009
S1	1.0978	1.0978	1.1013	1.0991
S2	1.0938	1.0938	1.1007
S3	1.0873	1.0913	1.1001
S4	1.0808	1.0848	1.0983

Weekly Pivots for week ending 21-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1243	1.1213	1.1064
R3	1.1161	1.1131	1.1042
R2	1.1079	1.1079	1.1034
R1	1.1049	1.1049	1.1027	1.1064
PP	1.0997	1.0997	1.0997	1.1005
S1	1.0967	1.0967	1.1011	1.0982
S2	1.0915	1.0915	1.1004
S3	1.0833	1.0885	1.0996
S4	1.0751	1.0803	1.0974

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1027	1.0945	0.0082	0.7%	0.0036	0.3%	90%	True	False	14
10	1.1045	1.0835	0.0210	1.9%	0.0041	0.4%	88%	False	False	13
20	1.1045	1.0835	0.0210	1.9%	0.0035	0.3%	88%	False	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1303
2.618	1.1197
1.618	1.1132
1.000	1.1092
0.618	1.1067
HIGH	1.1027
0.618	1.1002
0.500	1.0995
0.382	1.0987
LOW	1.0962
0.618	1.0922
1.000	1.0897
1.618	1.0857
2.618	1.0792
4.250	1.0686

Fisher Pivots for day following 21-Jan-2022
Pivot	1 day	3 day
R1	1.1011	1.1008
PP	1.1003	1.0997
S1	1.0995	1.0986

Download as Excel Spreadsheet

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

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