CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 07-Feb-2022
Day Change Summary
Previous Current
04-Feb-2022 07-Feb-2022 Change Change % Previous Week
Open 1.0917 1.0854 -0.0063 -0.6% 1.0782
High 1.0922 1.0888 -0.0034 -0.3% 1.0940
Low 1.0849 1.0854 0.0005 0.0% 1.0782
Close 1.0853 1.0878 0.0025 0.2% 1.0853
Range 0.0073 0.0034 -0.0039 -53.4% 0.0158
ATR 0.0056 0.0054 -0.0001 -2.6% 0.0000
Volume 18 13 -5 -27.8% 63
Daily Pivots for day following 07-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.0975 1.0961 1.0897
R3 1.0941 1.0927 1.0887
R2 1.0907 1.0907 1.0884
R1 1.0893 1.0893 1.0881 1.0900
PP 1.0873 1.0873 1.0873 1.0877
S1 1.0859 1.0859 1.0875 1.0866
S2 1.0839 1.0839 1.0872
S3 1.0805 1.0825 1.0869
S4 1.0771 1.0791 1.0859
Weekly Pivots for week ending 04-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1332 1.1251 1.0940
R3 1.1174 1.1093 1.0896
R2 1.1016 1.1016 1.0882
R1 1.0935 1.0935 1.0867 1.0976
PP 1.0858 1.0858 1.0858 1.0879
S1 1.0777 1.0777 1.0839 1.0818
S2 1.0700 1.0700 1.0824
S3 1.0542 1.0619 1.0810
S4 1.0384 1.0461 1.0766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0940 1.0849 0.0091 0.8% 0.0044 0.4% 32% False False 13
10 1.0959 1.0762 0.0197 1.8% 0.0054 0.5% 59% False False 11
20 1.1045 1.0762 0.0283 2.6% 0.0046 0.4% 41% False False 12
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1033
2.618 1.0977
1.618 1.0943
1.000 1.0922
0.618 1.0909
HIGH 1.0888
0.618 1.0875
0.500 1.0871
0.382 1.0867
LOW 1.0854
0.618 1.0833
1.000 1.0820
1.618 1.0799
2.618 1.0765
4.250 1.0710
Fisher Pivots for day following 07-Feb-2022
Pivot 1 day 3 day
R1 1.0876 1.0889
PP 1.0873 1.0885
S1 1.0871 1.0882

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

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