CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 31-Jan-2022
Day Change Summary
Previous Current
28-Jan-2022 31-Jan-2022 Change Change % Previous Week
Open 1.0799 1.0782 -0.0017 -0.2% 1.0993
High 1.0809 1.0855 0.0046 0.4% 1.1011
Low 1.0768 1.0782 0.0014 0.1% 1.0762
Close 1.0789 1.0855 0.0066 0.6% 1.0789
Range 0.0041 0.0073 0.0032 78.0% 0.0249
ATR 0.0055 0.0056 0.0001 2.4% 0.0000
Volume 2 9 7 350.0% 43
Daily Pivots for day following 31-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1050 1.1025 1.0895
R3 1.0977 1.0952 1.0875
R2 1.0904 1.0904 1.0868
R1 1.0879 1.0879 1.0862 1.0892
PP 1.0831 1.0831 1.0831 1.0837
S1 1.0806 1.0806 1.0848 1.0819
S2 1.0758 1.0758 1.0842
S3 1.0685 1.0733 1.0835
S4 1.0612 1.0660 1.0815
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 1.0959 1.0762 0.0197 1.8% 0.0063 0.6% 47% False False 8
10 1.1027 1.0762 0.0265 2.4% 0.0049 0.5% 35% False False 10
20 1.1045 1.0762 0.0283 2.6% 0.0043 0.4% 33% 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 1.1165
2.618 1.1046
1.618 1.0973
1.000 1.0928
0.618 1.0900
HIGH 1.0855
0.618 1.0827
0.500 1.0819
0.382 1.0810
LOW 1.0782
0.618 1.0737
1.000 1.0709
1.618 1.0664
2.618 1.0591
4.250 1.0472
Fisher Pivots for day following 31-Jan-2022
Pivot 1 day 3 day
R1 1.0843 1.0842
PP 1.0831 1.0829
S1 1.0819 1.0816

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

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