CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 03-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2022 |
03-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0915 |
1.0922 |
0.0007 |
0.1% |
1.0993 |
| High |
1.0940 |
1.0929 |
-0.0011 |
-0.1% |
1.1011 |
| Low |
1.0910 |
1.0889 |
-0.0021 |
-0.2% |
1.0762 |
| Close |
1.0933 |
1.0910 |
-0.0023 |
-0.2% |
1.0789 |
| Range |
0.0030 |
0.0040 |
0.0010 |
33.3% |
0.0249 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
16 |
5 |
-11 |
-68.8% |
43 |
|
| Daily Pivots for day following 03-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1029 |
1.1010 |
1.0932 |
|
| R3 |
1.0989 |
1.0970 |
1.0921 |
|
| R2 |
1.0949 |
1.0949 |
1.0917 |
|
| R1 |
1.0930 |
1.0930 |
1.0914 |
1.0920 |
| PP |
1.0909 |
1.0909 |
1.0909 |
1.0904 |
| S1 |
1.0890 |
1.0890 |
1.0906 |
1.0880 |
| S2 |
1.0869 |
1.0869 |
1.0903 |
|
| S3 |
1.0829 |
1.0850 |
1.0899 |
|
| S4 |
1.0789 |
1.0810 |
1.0888 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1099 |
|
2.618 |
1.1034 |
|
1.618 |
1.0994 |
|
1.000 |
1.0969 |
|
0.618 |
1.0954 |
|
HIGH |
1.0929 |
|
0.618 |
1.0914 |
|
0.500 |
1.0909 |
|
0.382 |
1.0904 |
|
LOW |
1.0889 |
|
0.618 |
1.0864 |
|
1.000 |
1.0849 |
|
1.618 |
1.0824 |
|
2.618 |
1.0784 |
|
4.250 |
1.0719 |
|
|
| Fisher Pivots for day following 03-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0910 |
1.0908 |
| PP |
1.0909 |
1.0905 |
| S1 |
1.0909 |
1.0903 |
|