CME Swiss Franc Future June 2022

Trading Metrics calculated at close of trading on 01-Mar-2022

Day Change Summary
	Previous	Current
	28-Feb-2022	01-Mar-2022	Change	Change %	Previous Week
Open	1.0840	1.0936	0.0096	0.9%	1.0906
High	1.0956	1.0967	0.0011	0.1%	1.0972
Low	1.0829	1.0910	0.0081	0.7%	1.0817
Close	1.0954	1.0927	-0.0027	-0.2%	1.0839
Range	0.0127	0.0057	-0.0070	-55.1%	0.0155
ATR	0.0060	0.0060	0.0000	-0.4%	0.0000
Volume	542	653	111	20.5%	231

Daily Pivots for day following 01-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1106	1.1073	1.0958
R3	1.1049	1.1016	1.0943
R2	1.0992	1.0992	1.0937
R1	1.0959	1.0959	1.0932	1.0947
PP	1.0935	1.0935	1.0935	1.0929
S1	1.0902	1.0902	1.0922	1.0890
S2	1.0878	1.0878	1.0917
S3	1.0821	1.0845	1.0911
S4	1.0764	1.0788	1.0896

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	1.0967	1.0817	0.0150	1.4%	0.0085	0.8%	73%	True	False	270
10	1.0972	1.0817	0.0155	1.4%	0.0069	0.6%	71%	False	False	218
20	1.0972	1.0817	0.0155	1.4%	0.0053	0.5%	71%	False	False	115
40	1.1045	1.0762	0.0283	2.6%	0.0048	0.4%	58%	False	False	62

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	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1209
2.618	1.1116
1.618	1.1059
1.000	1.1024
0.618	1.1002
HIGH	1.0967
0.618	1.0945
0.500	1.0939
0.382	1.0932
LOW	1.0910
0.618	1.0875
1.000	1.0853
1.618	1.0818
2.618	1.0761
4.250	1.0668

Fisher Pivots for day following 01-Mar-2022
Pivot	1 day	3 day
R1	1.0939	1.0915
PP	1.0935	1.0904
S1	1.0931	1.0892

Download as Excel Spreadsheet

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

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