CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 25-Feb-2022
Day Change Summary
Previous Current
24-Feb-2022 25-Feb-2022 Change Change % Previous Week
Open 1.0940 1.0853 -0.0087 -0.8% 1.0906
High 1.0946 1.0879 -0.0067 -0.6% 1.0972
Low 1.0820 1.0817 -0.0003 0.0% 1.0817
Close 1.0842 1.0839 -0.0003 0.0% 1.0839
Range 0.0126 0.0062 -0.0064 -50.8% 0.0155
ATR 0.0055 0.0055 0.0001 0.9% 0.0000
Volume 68 78 10 14.7% 231
Daily Pivots for day following 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1031 1.0997 1.0873
R3 1.0969 1.0935 1.0856
R2 1.0907 1.0907 1.0850
R1 1.0873 1.0873 1.0845 1.0859
PP 1.0845 1.0845 1.0845 1.0838
S1 1.0811 1.0811 1.0833 1.0797
S2 1.0783 1.0783 1.0828
S3 1.0721 1.0749 1.0822
S4 1.0659 1.0687 1.0805
Weekly Pivots for week ending 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1341 1.1245 1.0924
R3 1.1186 1.1090 1.0882
R2 1.1031 1.1031 1.0867
R1 1.0935 1.0935 1.0853 1.0906
PP 1.0876 1.0876 1.0876 1.0861
S1 1.0780 1.0780 1.0825 1.0751
S2 1.0721 1.0721 1.0811
S3 1.0566 1.0625 1.0796
S4 1.0411 1.0470 1.0754
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0972 1.0817 0.0155 1.4% 0.0072 0.7% 14% False True 61
10 1.0972 1.0817 0.0155 1.4% 0.0057 0.5% 14% False True 102
20 1.0972 1.0768 0.0204 1.9% 0.0049 0.5% 35% False False 56
40 1.1045 1.0762 0.0283 2.6% 0.0045 0.4% 27% False False 32
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1143
2.618 1.1041
1.618 1.0979
1.000 1.0941
0.618 1.0917
HIGH 1.0879
0.618 1.0855
0.500 1.0848
0.382 1.0841
LOW 1.0817
0.618 1.0779
1.000 1.0755
1.618 1.0717
2.618 1.0655
4.250 1.0554
Fisher Pivots for day following 25-Feb-2022
Pivot 1 day 3 day
R1 1.0848 1.0884
PP 1.0845 1.0869
S1 1.0842 1.0854

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

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