CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 11-Feb-2022
Day Change Summary
Previous Current
10-Feb-2022 11-Feb-2022 Change Change % Previous Week
Open 1.0868 1.0848 -0.0020 -0.2% 1.0854
High 1.0885 1.0875 -0.0010 -0.1% 1.0888
Low 1.0853 1.0819 -0.0034 -0.3% 1.0819
Close 1.0853 1.0857 0.0004 0.0% 1.0857
Range 0.0032 0.0056 0.0024 75.0% 0.0069
ATR 0.0049 0.0050 0.0000 1.0% 0.0000
Volume 4 34 30 750.0% 65
Daily Pivots for day following 11-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1018 1.0994 1.0888
R3 1.0962 1.0938 1.0872
R2 1.0906 1.0906 1.0867
R1 1.0882 1.0882 1.0862 1.0894
PP 1.0850 1.0850 1.0850 1.0857
S1 1.0826 1.0826 1.0852 1.0838
S2 1.0794 1.0794 1.0847
S3 1.0738 1.0770 1.0842
S4 1.0682 1.0714 1.0826
Weekly Pivots for week ending 11-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1062 1.1028 1.0895
R3 1.0993 1.0959 1.0876
R2 1.0924 1.0924 1.0870
R1 1.0890 1.0890 1.0863 1.0907
PP 1.0855 1.0855 1.0855 1.0863
S1 1.0821 1.0821 1.0851 1.0838
S2 1.0786 1.0786 1.0844
S3 1.0717 1.0752 1.0838
S4 1.0648 1.0683 1.0819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0888 1.0819 0.0069 0.6% 0.0034 0.3% 55% False True 13
10 1.0940 1.0782 0.0158 1.5% 0.0043 0.4% 47% False False 12
20 1.1027 1.0762 0.0265 2.4% 0.0044 0.4% 36% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1113
2.618 1.1022
1.618 1.0966
1.000 1.0931
0.618 1.0910
HIGH 1.0875
0.618 1.0854
0.500 1.0847
0.382 1.0840
LOW 1.0819
0.618 1.0784
1.000 1.0763
1.618 1.0728
2.618 1.0672
4.250 1.0581
Fisher Pivots for day following 11-Feb-2022
Pivot 1 day 3 day
R1 1.0854 1.0855
PP 1.0850 1.0854
S1 1.0847 1.0852

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

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