CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 09-Feb-2022
Day Change Summary
Previous Current
08-Feb-2022 09-Feb-2022 Change Change % Previous Week
Open 1.0872 1.0860 -0.0012 -0.1% 1.0782
High 1.0881 1.0877 -0.0004 0.0% 1.0940
Low 1.0852 1.0860 0.0008 0.1% 1.0782
Close 1.0852 1.0873 0.0021 0.2% 1.0853
Range 0.0029 0.0017 -0.0012 -41.4% 0.0158
ATR 0.0052 0.0050 -0.0002 -3.7% 0.0000
Volume 11 3 -8 -72.7% 63
Daily Pivots for day following 09-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.0921 1.0914 1.0882
R3 1.0904 1.0897 1.0878
R2 1.0887 1.0887 1.0876
R1 1.0880 1.0880 1.0875 1.0884
PP 1.0870 1.0870 1.0870 1.0872
S1 1.0863 1.0863 1.0871 1.0867
S2 1.0853 1.0853 1.0870
S3 1.0836 1.0846 1.0868
S4 1.0819 1.0829 1.0864
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 1.0929 1.0849 0.0080 0.7% 0.0039 0.4% 30% False False 10
10 1.0940 1.0762 0.0178 1.6% 0.0049 0.4% 62% False False 10
20 1.1045 1.0762 0.0283 2.6% 0.0046 0.4% 39% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0949
2.618 1.0922
1.618 1.0905
1.000 1.0894
0.618 1.0888
HIGH 1.0877
0.618 1.0871
0.500 1.0869
0.382 1.0866
LOW 1.0860
0.618 1.0849
1.000 1.0843
1.618 1.0832
2.618 1.0815
4.250 1.0788
Fisher Pivots for day following 09-Feb-2022
Pivot 1 day 3 day
R1 1.0872 1.0872
PP 1.0870 1.0871
S1 1.0869 1.0870

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

View Archives - Comment on this page... - Back to Index of Symbols