CME Swiss Franc Future June 2022

Trading Metrics calculated at close of trading on 25-Jan-2022

Day Change Summary
	Previous	Current
	24-Jan-2022	25-Jan-2022	Change	Change %	Previous Week
Open	1.0993	1.0959	-0.0034	-0.3%	1.0980
High	1.1011	1.0959	-0.0052	-0.5%	1.1027
Low	1.0976	1.0917	-0.0059	-0.5%	1.0945
Close	1.0987	1.0938	-0.0049	-0.4%	1.1019
Range	0.0035	0.0042	0.0007	20.0%	0.0082
ATR	0.0049	0.0050	0.0002	3.1%	0.0000
Volume	8	12	4	50.0%	53

Daily Pivots for day following 25-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1064	1.1043	1.0961
R3	1.1022	1.1001	1.0950
R2	1.0980	1.0980	1.0946
R1	1.0959	1.0959	1.0942	1.0949
PP	1.0938	1.0938	1.0938	1.0933
S1	1.0917	1.0917	1.0934	1.0907
S2	1.0896	1.0896	1.0930
S3	1.0854	1.0875	1.0926
S4	1.0812	1.0833	1.0915

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	1.0917	0.0110	1.0%	0.0037	0.3%	19%	False	True	10
10	1.1045	1.0868	0.0177	1.6%	0.0040	0.4%	40%	False	False	14
20	1.1045	1.0835	0.0210	1.9%	0.0037	0.3%	49%	False	False	9

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1138
2.618	1.1069
1.618	1.1027
1.000	1.1001
0.618	1.0985
HIGH	1.0959
0.618	1.0943
0.500	1.0938
0.382	1.0933
LOW	1.0917
0.618	1.0891
1.000	1.0875
1.618	1.0849
2.618	1.0807
4.250	1.0739

Fisher Pivots for day following 25-Jan-2022
Pivot	1 day	3 day
R1	1.0938	1.0972
PP	1.0938	1.0961
S1	1.0938	1.0949

Download as Excel Spreadsheet

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

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