CME Swiss Franc Future June 2022

Trading Metrics calculated at close of trading on 10-Feb-2022

Day Change Summary
	Previous	Current
	09-Feb-2022	10-Feb-2022	Change	Change %	Previous Week
Open	1.0860	1.0868	0.0008	0.1%	1.0782
High	1.0877	1.0885	0.0008	0.1%	1.0940
Low	1.0860	1.0853	-0.0007	-0.1%	1.0782
Close	1.0873	1.0853	-0.0020	-0.2%	1.0853
Range	0.0017	0.0032	0.0015	88.2%	0.0158
ATR	0.0050	0.0049	-0.0001	-2.6%	0.0000
Volume	3	4	1	33.3%	63

Daily Pivots for day following 10-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0960	1.0938	1.0871
R3	1.0928	1.0906	1.0862
R2	1.0896	1.0896	1.0859
R1	1.0874	1.0874	1.0856	1.0869
PP	1.0864	1.0864	1.0864	1.0861
S1	1.0842	1.0842	1.0850	1.0837
S2	1.0832	1.0832	1.0847
S3	1.0800	1.0810	1.0844
S4	1.0768	1.0778	1.0835

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	1.0922	1.0849	0.0073	0.7%	0.0037	0.3%	5%	False	False	9
10	1.0940	1.0768	0.0172	1.6%	0.0041	0.4%	49%	False	False	9
20	1.1045	1.0762	0.0283	2.6%	0.0044	0.4%	32%	False	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1021
2.618	1.0969
1.618	1.0937
1.000	1.0917
0.618	1.0905
HIGH	1.0885
0.618	1.0873
0.500	1.0869
0.382	1.0865
LOW	1.0853
0.618	1.0833
1.000	1.0821
1.618	1.0801
2.618	1.0769
4.250	1.0717

Fisher Pivots for day following 10-Feb-2022
Pivot	1 day	3 day
R1	1.0869	1.0869
PP	1.0864	1.0863
S1	1.0858	1.0858

Download as Excel Spreadsheet

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

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