CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 28-Jan-2022
Day Change Summary
Previous Current
27-Jan-2022 28-Jan-2022 Change Change % Previous Week
Open 1.0869 1.0799 -0.0070 -0.6% 1.0993
High 1.0869 1.0809 -0.0060 -0.6% 1.1011
Low 1.0762 1.0768 0.0006 0.1% 1.0762
Close 1.0782 1.0789 0.0007 0.1% 1.0789
Range 0.0107 0.0041 -0.0066 -61.7% 0.0249
ATR 0.0056 0.0055 -0.0001 -1.9% 0.0000
Volume 17 2 -15 -88.2% 43
Daily Pivots for day following 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.0912 1.0891 1.0812
R3 1.0871 1.0850 1.0800
R2 1.0830 1.0830 1.0797
R1 1.0809 1.0809 1.0793 1.0799
PP 1.0789 1.0789 1.0789 1.0784
S1 1.0768 1.0768 1.0785 1.0758
S2 1.0748 1.0748 1.0781
S3 1.0707 1.0727 1.0778
S4 1.0666 1.0686 1.0766
Weekly Pivots for week ending 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1601 1.1444 1.0926
R3 1.1352 1.1195 1.0857
R2 1.1103 1.1103 1.0835
R1 1.0946 1.0946 1.0812 1.0900
PP 1.0854 1.0854 1.0854 1.0831
S1 1.0697 1.0697 1.0766 1.0651
S2 1.0605 1.0605 1.0743
S3 1.0356 1.0448 1.0721
S4 1.0107 1.0199 1.0652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1011 1.0762 0.0249 2.3% 0.0055 0.5% 11% False False 8
10 1.1027 1.0762 0.0265 2.5% 0.0045 0.4% 10% False False 11
20 1.1045 1.0762 0.0283 2.6% 0.0042 0.4% 10% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0983
2.618 1.0916
1.618 1.0875
1.000 1.0850
0.618 1.0834
HIGH 1.0809
0.618 1.0793
0.500 1.0789
0.382 1.0784
LOW 1.0768
0.618 1.0743
1.000 1.0727
1.618 1.0702
2.618 1.0661
4.250 1.0594
Fisher Pivots for day following 28-Jan-2022
Pivot 1 day 3 day
R1 1.0789 1.0844
PP 1.0789 1.0826
S1 1.0789 1.0807

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

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