CME Swiss Franc Future June 2022

Trading Metrics calculated at close of trading on 22-Feb-2022

Day Change Summary
	Previous	Current
	18-Feb-2022	22-Feb-2022	Change	Change %	Previous Week
Open	1.0914	1.0906	-0.0008	-0.1%	1.0852
High	1.0925	1.0972	0.0047	0.4%	1.0925
Low	1.0892	1.0888	-0.0004	0.0%	1.0833
Close	1.0904	1.0901	-0.0003	0.0%	1.0904
Range	0.0033	0.0084	0.0051	154.5%	0.0092
ATR	0.0046	0.0049	0.0003	5.9%	0.0000
Volume	76	74	-2	-2.6%	762

Daily Pivots for day following 22-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1172	1.1121	1.0947
R3	1.1088	1.1037	1.0924
R2	1.1004	1.1004	1.0916
R1	1.0953	1.0953	1.0909	1.0937
PP	1.0920	1.0920	1.0920	1.0912
S1	1.0869	1.0869	1.0893	1.0853
S2	1.0836	1.0836	1.0886
S3	1.0752	1.0785	1.0878
S4	1.0668	1.0701	1.0855

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	1.0972	1.0833	0.0139	1.3%	0.0053	0.5%	49%	True	False	166
10	1.0972	1.0819	0.0153	1.4%	0.0041	0.4%	54%	True	False	88
20	1.0972	1.0762	0.0210	1.9%	0.0047	0.4%	66%	True	False	49
40	1.1045	1.0762	0.0283	2.6%	0.0041	0.4%	49%	False	False	29

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1.1329
2.618	1.1192
1.618	1.1108
1.000	1.1056
0.618	1.1024
HIGH	1.0972
0.618	1.0940
0.500	1.0930
0.382	1.0920
LOW	1.0888
0.618	1.0836
1.000	1.0804
1.618	1.0752
2.618	1.0668
4.250	1.0531

Fisher Pivots for day following 22-Feb-2022
Pivot	1 day	3 day
R1	1.0930	1.0928
PP	1.0920	1.0919
S1	1.0911	1.0910

Download as Excel Spreadsheet

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

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