CME Swiss Franc Future June 2022

Trading Metrics calculated at close of trading on 02-Mar-2022

Day Change Summary
	Previous	Current
	01-Mar-2022	02-Mar-2022	Change	Change %	Previous Week
Open	1.0936	1.0932	-0.0004	0.0%	1.0906
High	1.0967	1.0953	-0.0014	-0.1%	1.0972
Low	1.0910	1.0869	-0.0041	-0.4%	1.0817
Close	1.0927	1.0905	-0.0022	-0.2%	1.0839
Range	0.0057	0.0084	0.0027	47.4%	0.0155
ATR	0.0060	0.0062	0.0002	2.8%	0.0000
Volume	653	825	172	26.3%	231

Daily Pivots for day following 02-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1161	1.1117	1.0951
R3	1.1077	1.1033	1.0928
R2	1.0993	1.0993	1.0920
R1	1.0949	1.0949	1.0913	1.0929
PP	1.0909	1.0909	1.0909	1.0899
S1	1.0865	1.0865	1.0897	1.0845
S2	1.0825	1.0825	1.0890
S3	1.0741	1.0781	1.0882
S4	1.0657	1.0697	1.0859

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%	0.0091	0.8%	59%	False	False	433
10	1.0972	1.0817	0.0155	1.4%	0.0072	0.7%	57%	False	False	257
20	1.0972	1.0817	0.0155	1.4%	0.0055	0.5%	57%	False	False	155
40	1.1045	1.0762	0.0283	2.6%	0.0048	0.4%	51%	False	False	83

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1310
2.618	1.1173
1.618	1.1089
1.000	1.1037
0.618	1.1005
HIGH	1.0953
0.618	1.0921
0.500	1.0911
0.382	1.0901
LOW	1.0869
0.618	1.0817
1.000	1.0785
1.618	1.0733
2.618	1.0649
4.250	1.0512

Fisher Pivots for day following 02-Mar-2022
Pivot	1 day	3 day
R1	1.0911	1.0903
PP	1.0909	1.0900
S1	1.0907	1.0898

Download as Excel Spreadsheet

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

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