CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 16-Feb-2022
Day Change Summary
Previous Current
15-Feb-2022 16-Feb-2022 Change Change % Previous Week
Open 1.0870 1.0854 -0.0016 -0.1% 1.0854
High 1.0885 1.0905 0.0020 0.2% 1.0888
Low 1.0833 1.0852 0.0019 0.2% 1.0819
Close 1.0852 1.0905 0.0053 0.5% 1.0857
Range 0.0052 0.0053 0.0001 1.9% 0.0069
ATR 0.0047 0.0048 0.0000 0.9% 0.0000
Volume 433 57 -376 -86.8% 65
Daily Pivots for day following 16-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1046 1.1029 1.0934
R3 1.0993 1.0976 1.0920
R2 1.0940 1.0940 1.0915
R1 1.0923 1.0923 1.0910 1.0932
PP 1.0887 1.0887 1.0887 1.0892
S1 1.0870 1.0870 1.0900 1.0879
S2 1.0834 1.0834 1.0895
S3 1.0781 1.0817 1.0890
S4 1.0728 1.0764 1.0876
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 1.0905 1.0819 0.0086 0.8% 0.0041 0.4% 100% True False 106
10 1.0929 1.0819 0.0110 1.0% 0.0040 0.4% 78% False False 58
20 1.1027 1.0762 0.0265 2.4% 0.0046 0.4% 54% False False 34
40 1.1045 1.0762 0.0283 2.6% 0.0039 0.4% 51% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1130
2.618 1.1044
1.618 1.0991
1.000 1.0958
0.618 1.0938
HIGH 1.0905
0.618 1.0885
0.500 1.0879
0.382 1.0872
LOW 1.0852
0.618 1.0819
1.000 1.0799
1.618 1.0766
2.618 1.0713
4.250 1.0627
Fisher Pivots for day following 16-Feb-2022
Pivot 1 day 3 day
R1 1.0896 1.0893
PP 1.0887 1.0881
S1 1.0879 1.0869

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

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