CME Swiss Franc Future June 2022

Trading Metrics calculated at close of trading on 03-Mar-2022

Day Change Summary
	Previous	Current
	02-Mar-2022	03-Mar-2022	Change	Change %	Previous Week
Open	1.0932	1.0901	-0.0031	-0.3%	1.0906
High	1.0953	1.0935	-0.0018	-0.2%	1.0972
Low	1.0869	1.0895	0.0026	0.2%	1.0817
Close	1.0905	1.0924	0.0019	0.2%	1.0839
Range	0.0084	0.0040	-0.0044	-52.4%	0.0155
ATR	0.0062	0.0060	-0.0002	-2.5%	0.0000
Volume	825	550	-275	-33.3%	231

Daily Pivots for day following 03-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1038	1.1021	1.0946
R3	1.0998	1.0981	1.0935
R2	1.0958	1.0958	1.0931
R1	1.0941	1.0941	1.0928	1.0950
PP	1.0918	1.0918	1.0918	1.0922
S1	1.0901	1.0901	1.0920	1.0910
S2	1.0878	1.0878	1.0917
S3	1.0838	1.0861	1.0913
S4	1.0798	1.0821	1.0902

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%	0.0074	0.7%	71%	False	False	529
10	1.0972	1.0817	0.0155	1.4%	0.0071	0.6%	69%	False	False	306
20	1.0972	1.0817	0.0155	1.4%	0.0055	0.5%	69%	False	False	182
40	1.1045	1.0762	0.0283	2.6%	0.0049	0.4%	57%	False	False	96

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.1105
2.618	1.1040
1.618	1.1000
1.000	1.0975
0.618	1.0960
HIGH	1.0935
0.618	1.0920
0.500	1.0915
0.382	1.0910
LOW	1.0895
0.618	1.0870
1.000	1.0855
1.618	1.0830
2.618	1.0790
4.250	1.0725

Fisher Pivots for day following 03-Mar-2022
Pivot	1 day	3 day
R1	1.0921	1.0922
PP	1.0918	1.0920
S1	1.0915	1.0918

Download as Excel Spreadsheet

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

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