CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 24-Jan-2022
Day Change Summary
Previous Current
21-Jan-2022 24-Jan-2022 Change Change % Previous Week
Open 1.0962 1.0993 0.0031 0.3% 1.0980
High 1.1027 1.1011 -0.0016 -0.1% 1.1027
Low 1.0962 1.0976 0.0014 0.1% 1.0945
Close 1.1019 1.0987 -0.0032 -0.3% 1.1019
Range 0.0065 0.0035 -0.0030 -46.2% 0.0082
ATR 0.0049 0.0049 0.0000 -0.9% 0.0000
Volume 11 8 -3 -27.3% 53
Daily Pivots for day following 24-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1096 1.1077 1.1006
R3 1.1061 1.1042 1.0997
R2 1.1026 1.1026 1.0993
R1 1.1007 1.1007 1.0990 1.0999
PP 1.0991 1.0991 1.0991 1.0988
S1 1.0972 1.0972 1.0984 1.0964
S2 1.0956 1.0956 1.0981
S3 1.0921 1.0937 1.0977
S4 1.0886 1.0902 1.0968
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% 0.0035 0.3% 51% False False 12
10 1.1045 1.0835 0.0210 1.9% 0.0039 0.4% 72% False False 14
20 1.1045 1.0835 0.0210 1.9% 0.0035 0.3% 72% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1160
2.618 1.1103
1.618 1.1068
1.000 1.1046
0.618 1.1033
HIGH 1.1011
0.618 1.0998
0.500 1.0994
0.382 1.0989
LOW 1.0976
0.618 1.0954
1.000 1.0941
1.618 1.0919
2.618 1.0884
4.250 1.0827
Fisher Pivots for day following 24-Jan-2022
Pivot 1 day 3 day
R1 1.0994 1.0987
PP 1.0991 1.0986
S1 1.0989 1.0986

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

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