CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 14-Mar-2022
Day Change Summary
Previous Current
11-Mar-2022 14-Mar-2022 Change Change % Previous Week
Open 1.0788 1.0741 -0.0047 -0.4% 1.0924
High 1.0803 1.0768 -0.0035 -0.3% 1.0924
Low 1.0721 1.0691 -0.0030 -0.3% 1.0721
Close 1.0736 1.0701 -0.0035 -0.3% 1.0736
Range 0.0082 0.0077 -0.0005 -6.1% 0.0203
ATR 0.0065 0.0066 0.0001 1.4% 0.0000
Volume 26,052 25,173 -879 -3.4% 106,594
Daily Pivots for day following 14-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.0951 1.0903 1.0743
R3 1.0874 1.0826 1.0722
R2 1.0797 1.0797 1.0715
R1 1.0749 1.0749 1.0708 1.0735
PP 1.0720 1.0720 1.0720 1.0713
S1 1.0672 1.0672 1.0694 1.0658
S2 1.0643 1.0643 1.0687
S3 1.0566 1.0595 1.0680
S4 1.0489 1.0518 1.0659
Weekly Pivots for week ending 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1403 1.1272 1.0848
R3 1.1200 1.1069 1.0792
R2 1.0997 1.0997 1.0773
R1 1.0866 1.0866 1.0755 1.0830
PP 1.0794 1.0794 1.0794 1.0776
S1 1.0663 1.0663 1.0717 1.0627
S2 1.0591 1.0591 1.0699
S3 1.0388 1.0460 1.0680
S4 1.0185 1.0257 1.0624
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0855 1.0691 0.0164 1.5% 0.0069 0.6% 6% False True 25,092
10 1.0967 1.0691 0.0276 2.6% 0.0068 0.6% 4% False True 13,467
20 1.0972 1.0691 0.0281 2.6% 0.0066 0.6% 4% False True 6,810
40 1.1027 1.0691 0.0336 3.1% 0.0055 0.5% 3% False True 3,411
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1095
2.618 1.0970
1.618 1.0893
1.000 1.0845
0.618 1.0816
HIGH 1.0768
0.618 1.0739
0.500 1.0730
0.382 1.0720
LOW 1.0691
0.618 1.0643
1.000 1.0614
1.618 1.0566
2.618 1.0489
4.250 1.0364
Fisher Pivots for day following 14-Mar-2022
Pivot 1 day 3 day
R1 1.0730 1.0768
PP 1.0720 1.0746
S1 1.0711 1.0723

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

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