CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 04-Mar-2022
Day Change Summary
Previous Current
03-Mar-2022 04-Mar-2022 Change Change % Previous Week
Open 1.0901 1.0936 0.0035 0.3% 1.0840
High 1.0935 1.0961 0.0026 0.2% 1.0967
Low 1.0895 1.0901 0.0006 0.1% 1.0829
Close 1.0924 1.0935 0.0011 0.1% 1.0935
Range 0.0040 0.0060 0.0020 50.0% 0.0138
ATR 0.0060 0.0060 0.0000 0.0% 0.0000
Volume 550 876 326 59.3% 3,446
Daily Pivots for day following 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1112 1.1084 1.0968
R3 1.1052 1.1024 1.0952
R2 1.0992 1.0992 1.0946
R1 1.0964 1.0964 1.0941 1.0948
PP 1.0932 1.0932 1.0932 1.0925
S1 1.0904 1.0904 1.0930 1.0888
S2 1.0872 1.0872 1.0924
S3 1.0812 1.0844 1.0919
S4 1.0752 1.0784 1.0902
Weekly Pivots for week ending 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1324 1.1268 1.1011
R3 1.1186 1.1130 1.0973
R2 1.1048 1.1048 1.0960
R1 1.0992 1.0992 1.0948 1.1020
PP 1.0910 1.0910 1.0910 1.0925
S1 1.0854 1.0854 1.0922 1.0882
S2 1.0772 1.0772 1.0910
S3 1.0634 1.0716 1.0897
S4 1.0496 1.0578 1.0859
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0967 1.0829 0.0138 1.3% 0.0074 0.7% 77% False False 689
10 1.0972 1.0817 0.0155 1.4% 0.0073 0.7% 76% False False 375
20 1.0972 1.0817 0.0155 1.4% 0.0056 0.5% 76% False False 226
40 1.1045 1.0762 0.0283 2.6% 0.0050 0.5% 61% False False 118
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1216
2.618 1.1118
1.618 1.1058
1.000 1.1021
0.618 1.0998
HIGH 1.0961
0.618 1.0938
0.500 1.0931
0.382 1.0924
LOW 1.0901
0.618 1.0864
1.000 1.0841
1.618 1.0804
2.618 1.0744
4.250 1.0646
Fisher Pivots for day following 04-Mar-2022
Pivot 1 day 3 day
R1 1.0934 1.0928
PP 1.0932 1.0922
S1 1.0931 1.0915

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

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