CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 08-Feb-2022
Day Change Summary
Previous Current
07-Feb-2022 08-Feb-2022 Change Change % Previous Week
Open 1.0854 1.0872 0.0018 0.2% 1.0782
High 1.0888 1.0881 -0.0007 -0.1% 1.0940
Low 1.0854 1.0852 -0.0002 0.0% 1.0782
Close 1.0878 1.0852 -0.0026 -0.2% 1.0853
Range 0.0034 0.0029 -0.0005 -14.7% 0.0158
ATR 0.0054 0.0052 -0.0002 -3.3% 0.0000
Volume 13 11 -2 -15.4% 63
Daily Pivots for day following 08-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.0949 1.0929 1.0868
R3 1.0920 1.0900 1.0860
R2 1.0891 1.0891 1.0857
R1 1.0871 1.0871 1.0855 1.0867
PP 1.0862 1.0862 1.0862 1.0859
S1 1.0842 1.0842 1.0849 1.0838
S2 1.0833 1.0833 1.0847
S3 1.0804 1.0813 1.0844
S4 1.0775 1.0784 1.0836
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% 0.0041 0.4% 3% False False 12
10 1.0940 1.0762 0.0178 1.6% 0.0052 0.5% 51% False False 11
20 1.1045 1.0762 0.0283 2.6% 0.0046 0.4% 32% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.1004
2.618 1.0957
1.618 1.0928
1.000 1.0910
0.618 1.0899
HIGH 1.0881
0.618 1.0870
0.500 1.0867
0.382 1.0863
LOW 1.0852
0.618 1.0834
1.000 1.0823
1.618 1.0805
2.618 1.0776
4.250 1.0729
Fisher Pivots for day following 08-Feb-2022
Pivot 1 day 3 day
R1 1.0867 1.0886
PP 1.0862 1.0874
S1 1.0857 1.0863

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

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