CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 07-Mar-2022
Day Change Summary
Previous Current
04-Mar-2022 07-Mar-2022 Change Change % Previous Week
Open 1.0936 1.0924 -0.0012 -0.1% 1.0840
High 1.0961 1.0924 -0.0037 -0.3% 1.0967
Low 1.0901 1.0830 -0.0071 -0.7% 1.0829
Close 1.0935 1.0846 -0.0089 -0.8% 1.0935
Range 0.0060 0.0094 0.0034 56.7% 0.0138
ATR 0.0060 0.0063 0.0003 5.3% 0.0000
Volume 876 6,303 5,427 619.5% 3,446
Daily Pivots for day following 07-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1149 1.1091 1.0898
R3 1.1055 1.0997 1.0872
R2 1.0961 1.0961 1.0863
R1 1.0903 1.0903 1.0855 1.0885
PP 1.0867 1.0867 1.0867 1.0858
S1 1.0809 1.0809 1.0837 1.0791
S2 1.0773 1.0773 1.0829
S3 1.0679 1.0715 1.0820
S4 1.0585 1.0621 1.0794
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 1.0830 0.0137 1.3% 0.0067 0.6% 12% False True 1,841
10 1.0972 1.0817 0.0155 1.4% 0.0079 0.7% 19% False False 998
20 1.0972 1.0817 0.0155 1.4% 0.0057 0.5% 19% False False 540
40 1.1045 1.0762 0.0283 2.6% 0.0052 0.5% 30% False False 276
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1324
2.618 1.1170
1.618 1.1076
1.000 1.1018
0.618 1.0982
HIGH 1.0924
0.618 1.0888
0.500 1.0877
0.382 1.0866
LOW 1.0830
0.618 1.0772
1.000 1.0736
1.618 1.0678
2.618 1.0584
4.250 1.0431
Fisher Pivots for day following 07-Mar-2022
Pivot 1 day 3 day
R1 1.0877 1.0896
PP 1.0867 1.0879
S1 1.0856 1.0863

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

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