CME Swiss Franc Future June 2022

Trading Metrics calculated at close of trading on 17-Feb-2022

Day Change Summary
	Previous	Current
	16-Feb-2022	17-Feb-2022	Change	Change %	Previous Week
Open	1.0854	1.0902	0.0048	0.4%	1.0854
High	1.0905	1.0925	0.0020	0.2%	1.0888
Low	1.0852	1.0883	0.0031	0.3%	1.0819
Close	1.0905	1.0915	0.0010	0.1%	1.0857
Range	0.0053	0.0042	-0.0011	-20.8%	0.0069
ATR	0.0048	0.0047	0.0000	-0.8%	0.0000
Volume	57	192	135	236.8%	65

Daily Pivots for day following 17-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1034	1.1016	1.0938
R3	1.0992	1.0974	1.0927
R2	1.0950	1.0950	1.0923
R1	1.0932	1.0932	1.0919	1.0941
PP	1.0908	1.0908	1.0908	1.0912
S1	1.0890	1.0890	1.0911	1.0899
S2	1.0866	1.0866	1.0907
S3	1.0824	1.0848	1.0903
S4	1.0782	1.0806	1.0892

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	1.0925	1.0819	0.0106	1.0%	0.0043	0.4%	91%	True	False	144
10	1.0925	1.0819	0.0106	1.0%	0.0040	0.4%	91%	True	False	76
20	1.1027	1.0762	0.0265	2.4%	0.0046	0.4%	58%	False	False	43
40	1.1045	1.0762	0.0283	2.6%	0.0039	0.4%	54%	False	False	25

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1104
2.618	1.1035
1.618	1.0993
1.000	1.0967
0.618	1.0951
HIGH	1.0925
0.618	1.0909
0.500	1.0904
0.382	1.0899
LOW	1.0883
0.618	1.0857
1.000	1.0841
1.618	1.0815
2.618	1.0773
4.250	1.0705

Fisher Pivots for day following 17-Feb-2022
Pivot	1 day	3 day
R1	1.0911	1.0903
PP	1.0908	1.0891
S1	1.0904	1.0879

Download as Excel Spreadsheet

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

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