CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 15-Feb-2022
Day Change Summary
Previous Current
14-Feb-2022 15-Feb-2022 Change Change % Previous Week
Open 1.0852 1.0870 0.0018 0.2% 1.0854
High 1.0862 1.0885 0.0023 0.2% 1.0888
Low 1.0852 1.0833 -0.0019 -0.2% 1.0819
Close 1.0853 1.0852 -0.0001 0.0% 1.0857
Range 0.0010 0.0052 0.0042 420.0% 0.0069
ATR 0.0047 0.0047 0.0000 0.8% 0.0000
Volume 4 433 429 10,725.0% 65
Daily Pivots for day following 15-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1013 1.0984 1.0881
R3 1.0961 1.0932 1.0866
R2 1.0909 1.0909 1.0862
R1 1.0880 1.0880 1.0857 1.0869
PP 1.0857 1.0857 1.0857 1.0851
S1 1.0828 1.0828 1.0847 1.0817
S2 1.0805 1.0805 1.0842
S3 1.0753 1.0776 1.0838
S4 1.0701 1.0724 1.0823
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% 0.0033 0.3% 50% True False 95
10 1.0940 1.0819 0.0121 1.1% 0.0037 0.3% 27% False False 54
20 1.1027 1.0762 0.0265 2.4% 0.0044 0.4% 34% False False 32
40 1.1045 1.0762 0.0283 2.6% 0.0038 0.3% 32% False False 21
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1106
2.618 1.1021
1.618 1.0969
1.000 1.0937
0.618 1.0917
HIGH 1.0885
0.618 1.0865
0.500 1.0859
0.382 1.0853
LOW 1.0833
0.618 1.0801
1.000 1.0781
1.618 1.0749
2.618 1.0697
4.250 1.0612
Fisher Pivots for day following 15-Feb-2022
Pivot 1 day 3 day
R1 1.0859 1.0852
PP 1.0857 1.0852
S1 1.0854 1.0852

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

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