CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 10-Mar-2022
Day Change Summary
Previous Current
09-Mar-2022 10-Mar-2022 Change Change % Previous Week
Open 1.0800 1.0830 0.0030 0.3% 1.0840
High 1.0851 1.0845 -0.0006 -0.1% 1.0967
Low 1.0793 1.0781 -0.0012 -0.1% 1.0829
Close 1.0836 1.0791 -0.0045 -0.4% 1.0935
Range 0.0058 0.0064 0.0006 10.3% 0.0138
ATR 0.0063 0.0063 0.0000 0.1% 0.0000
Volume 28,776 33,992 5,216 18.1% 3,446
Daily Pivots for day following 10-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.0998 1.0958 1.0826
R3 1.0934 1.0894 1.0809
R2 1.0870 1.0870 1.0803
R1 1.0830 1.0830 1.0797 1.0818
PP 1.0806 1.0806 1.0806 1.0800
S1 1.0766 1.0766 1.0785 1.0754
S2 1.0742 1.0742 1.0779
S3 1.0678 1.0702 1.0773
S4 1.0614 1.0638 1.0756
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 1.0781 0.0180 1.7% 0.0068 0.6% 6% False True 16,283
10 1.0967 1.0781 0.0186 1.7% 0.0071 0.7% 5% False True 8,406
20 1.0972 1.0781 0.0191 1.8% 0.0063 0.6% 5% False True 4,250
40 1.1045 1.0762 0.0283 2.6% 0.0055 0.5% 10% False False 2,131
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 1.1117
2.618 1.1013
1.618 1.0949
1.000 1.0909
0.618 1.0885
HIGH 1.0845
0.618 1.0821
0.500 1.0813
0.382 1.0805
LOW 1.0781
0.618 1.0741
1.000 1.0717
1.618 1.0677
2.618 1.0613
4.250 1.0509
Fisher Pivots for day following 10-Mar-2022
Pivot 1 day 3 day
R1 1.0813 1.0818
PP 1.0806 1.0809
S1 1.0798 1.0800

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

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