CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 26-Jan-2022
Day Change Summary
Previous Current
25-Jan-2022 26-Jan-2022 Change Change % Previous Week
Open 1.0959 1.0926 -0.0033 -0.3% 1.0980
High 1.0959 1.0926 -0.0033 -0.3% 1.1027
Low 1.0917 1.0876 -0.0041 -0.4% 1.0945
Close 1.0938 1.0876 -0.0062 -0.6% 1.1019
Range 0.0042 0.0050 0.0008 19.0% 0.0082
ATR 0.0050 0.0051 0.0001 1.7% 0.0000
Volume 12 4 -8 -66.7% 53
Daily Pivots for day following 26-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1043 1.1009 1.0904
R3 1.0993 1.0959 1.0890
R2 1.0943 1.0943 1.0885
R1 1.0909 1.0909 1.0881 1.0901
PP 1.0893 1.0893 1.0893 1.0889
S1 1.0859 1.0859 1.0871 1.0851
S2 1.0843 1.0843 1.0867
S3 1.0793 1.0809 1.0862
S4 1.0743 1.0759 1.0849
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 1.0876 0.0151 1.4% 0.0046 0.4% 0% False True 10
10 1.1045 1.0876 0.0169 1.6% 0.0044 0.4% 0% False True 14
20 1.1045 1.0835 0.0210 1.9% 0.0038 0.4% 20% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1139
2.618 1.1057
1.618 1.1007
1.000 1.0976
0.618 1.0957
HIGH 1.0926
0.618 1.0907
0.500 1.0901
0.382 1.0895
LOW 1.0876
0.618 1.0845
1.000 1.0826
1.618 1.0795
2.618 1.0745
4.250 1.0664
Fisher Pivots for day following 26-Jan-2022
Pivot 1 day 3 day
R1 1.0901 1.0944
PP 1.0893 1.0921
S1 1.0884 1.0899

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

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