CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 09-Mar-2022
Day Change Summary
Previous Current
08-Mar-2022 09-Mar-2022 Change Change % Previous Week
Open 1.0844 1.0800 -0.0044 -0.4% 1.0840
High 1.0855 1.0851 -0.0004 0.0% 1.0967
Low 1.0789 1.0793 0.0004 0.0% 1.0829
Close 1.0805 1.0836 0.0031 0.3% 1.0935
Range 0.0066 0.0058 -0.0008 -12.1% 0.0138
ATR 0.0064 0.0063 0.0000 -0.6% 0.0000
Volume 11,471 28,776 17,305 150.9% 3,446
Daily Pivots for day following 09-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1001 1.0976 1.0868
R3 1.0943 1.0918 1.0852
R2 1.0885 1.0885 1.0847
R1 1.0860 1.0860 1.0841 1.0873
PP 1.0827 1.0827 1.0827 1.0833
S1 1.0802 1.0802 1.0831 1.0815
S2 1.0769 1.0769 1.0825
S3 1.0711 1.0744 1.0820
S4 1.0653 1.0686 1.0804
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 1.0961 1.0789 0.0172 1.6% 0.0064 0.6% 27% False False 9,595
10 1.0967 1.0789 0.0178 1.6% 0.0077 0.7% 26% False False 5,014
20 1.0972 1.0789 0.0183 1.7% 0.0060 0.6% 26% False False 2,551
40 1.1045 1.0762 0.0283 2.6% 0.0053 0.5% 26% False False 1,282
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1098
2.618 1.1003
1.618 1.0945
1.000 1.0909
0.618 1.0887
HIGH 1.0851
0.618 1.0829
0.500 1.0822
0.382 1.0815
LOW 1.0793
0.618 1.0757
1.000 1.0735
1.618 1.0699
2.618 1.0641
4.250 1.0547
Fisher Pivots for day following 09-Mar-2022
Pivot 1 day 3 day
R1 1.0831 1.0857
PP 1.0827 1.0850
S1 1.0822 1.0843

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

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