CME Swiss Franc Future June 2022

Trading Metrics calculated at close of trading on 23-Feb-2022

Day Change Summary
	Previous	Current
	22-Feb-2022	23-Feb-2022	Change	Change %	Previous Week
Open	1.0906	1.0909	0.0003	0.0%	1.0852
High	1.0972	1.0951	-0.0021	-0.2%	1.0925
Low	1.0888	1.0896	0.0008	0.1%	1.0833
Close	1.0901	1.0937	0.0036	0.3%	1.0904
Range	0.0084	0.0055	-0.0029	-34.5%	0.0092
ATR	0.0049	0.0049	0.0000	0.9%	0.0000
Volume	74	11	-63	-85.1%	762

Daily Pivots for day following 23-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1093	1.1070	1.0967
R3	1.1038	1.1015	1.0952
R2	1.0983	1.0983	1.0947
R1	1.0960	1.0960	1.0942	1.0972
PP	1.0928	1.0928	1.0928	1.0934
S1	1.0905	1.0905	1.0932	1.0917
S2	1.0873	1.0873	1.0927
S3	1.0818	1.0850	1.0922
S4	1.0763	1.0795	1.0907

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	1.0852	0.0120	1.1%	0.0053	0.5%	71%	False	False	82
10	1.0972	1.0819	0.0153	1.4%	0.0043	0.4%	77%	False	False	88
20	1.0972	1.0762	0.0210	1.9%	0.0048	0.4%	83%	False	False	49
40	1.1045	1.0762	0.0283	2.6%	0.0042	0.4%	62%	False	False	29

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

Fibonacci Retracements and Extensions
4.250	1.1185
2.618	1.1095
1.618	1.1040
1.000	1.1006
0.618	1.0985
HIGH	1.0951
0.618	1.0930
0.500	1.0924
0.382	1.0917
LOW	1.0896
0.618	1.0862
1.000	1.0841
1.618	1.0807
2.618	1.0752
4.250	1.0662

Fisher Pivots for day following 23-Feb-2022
Pivot	1 day	3 day
R1	1.0933	1.0935
PP	1.0928	1.0932
S1	1.0924	1.0930

Download as Excel Spreadsheet

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

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