CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 14-Feb-2022
Day Change Summary
Previous Current
11-Feb-2022 14-Feb-2022 Change Change % Previous Week
Open 1.0848 1.0852 0.0004 0.0% 1.0854
High 1.0875 1.0862 -0.0013 -0.1% 1.0888
Low 1.0819 1.0852 0.0033 0.3% 1.0819
Close 1.0857 1.0853 -0.0004 0.0% 1.0857
Range 0.0056 0.0010 -0.0046 -82.1% 0.0069
ATR 0.0050 0.0047 -0.0003 -5.7% 0.0000
Volume 34 4 -30 -88.2% 65
Daily Pivots for day following 14-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.0886 1.0879 1.0859
R3 1.0876 1.0869 1.0856
R2 1.0866 1.0866 1.0855
R1 1.0859 1.0859 1.0854 1.0863
PP 1.0856 1.0856 1.0856 1.0857
S1 1.0849 1.0849 1.0852 1.0853
S2 1.0846 1.0846 1.0851
S3 1.0836 1.0839 1.0850
S4 1.0826 1.0829 1.0848
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 1.0885 1.0819 0.0066 0.6% 0.0029 0.3% 52% False False 11
10 1.0940 1.0819 0.0121 1.1% 0.0037 0.3% 28% False False 12
20 1.1027 1.0762 0.0265 2.4% 0.0043 0.4% 34% False False 11
40 1.1045 1.0762 0.0283 2.6% 0.0038 0.4% 32% False False 11
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.0905
2.618 1.0888
1.618 1.0878
1.000 1.0872
0.618 1.0868
HIGH 1.0862
0.618 1.0858
0.500 1.0857
0.382 1.0856
LOW 1.0852
0.618 1.0846
1.000 1.0842
1.618 1.0836
2.618 1.0826
4.250 1.0810
Fisher Pivots for day following 14-Feb-2022
Pivot 1 day 3 day
R1 1.0857 1.0853
PP 1.0856 1.0852
S1 1.0854 1.0852

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

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