CME Swiss Franc Future June 2022

Trading Metrics calculated at close of trading on 18-Feb-2022

Day Change Summary
	Previous	Current
	17-Feb-2022	18-Feb-2022	Change	Change %	Previous Week
Open	1.0902	1.0914	0.0012	0.1%	1.0852
High	1.0925	1.0925	0.0000	0.0%	1.0925
Low	1.0883	1.0892	0.0009	0.1%	1.0833
Close	1.0915	1.0904	-0.0011	-0.1%	1.0904
Range	0.0042	0.0033	-0.0009	-21.4%	0.0092
ATR	0.0047	0.0046	-0.0001	-2.1%	0.0000
Volume	192	76	-116	-60.4%	762

Daily Pivots for day following 18-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1006	1.0988	1.0922
R3	1.0973	1.0955	1.0913
R2	1.0940	1.0940	1.0910
R1	1.0922	1.0922	1.0907	1.0915
PP	1.0907	1.0907	1.0907	1.0903
S1	1.0889	1.0889	1.0901	1.0882
S2	1.0874	1.0874	1.0898
S3	1.0841	1.0856	1.0895
S4	1.0808	1.0823	1.0886

Weekly Pivots for week ending 18-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1163	1.1126	1.0955
R3	1.1071	1.1034	1.0929
R2	1.0979	1.0979	1.0921
R1	1.0942	1.0942	1.0912	1.0961
PP	1.0887	1.0887	1.0887	1.0897
S1	1.0850	1.0850	1.0896	1.0869
S2	1.0795	1.0795	1.0887
S3	1.0703	1.0758	1.0879
S4	1.0611	1.0666	1.0853

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0925	1.0833	0.0092	0.8%	0.0038	0.3%	77%	True	False	152
10	1.0925	1.0819	0.0106	1.0%	0.0036	0.3%	80%	True	False	82
20	1.1011	1.0762	0.0249	2.3%	0.0045	0.4%	57%	False	False	46
40	1.1045	1.0762	0.0283	2.6%	0.0040	0.4%	50%	False	False	27

Crabel Price Patterns
NR	True
NR4	True
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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1065
2.618	1.1011
1.618	1.0978
1.000	1.0958
0.618	1.0945
HIGH	1.0925
0.618	1.0912
0.500	1.0909
0.382	1.0905
LOW	1.0892
0.618	1.0872
1.000	1.0859
1.618	1.0839
2.618	1.0806
4.250	1.0752

Fisher Pivots for day following 18-Feb-2022
Pivot	1 day	3 day
R1	1.0909	1.0899
PP	1.0907	1.0894
S1	1.0906	1.0889

Download as Excel Spreadsheet

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

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