CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 20-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2022 |
20-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0972 |
1.0975 |
0.0003 |
0.0% |
1.0872 |
| High |
1.0977 |
1.0985 |
0.0008 |
0.1% |
1.1045 |
| Low |
1.0972 |
1.0945 |
-0.0027 |
-0.2% |
1.0835 |
| Close |
1.0977 |
1.0950 |
-0.0027 |
-0.2% |
1.0992 |
| Range |
0.0005 |
0.0040 |
0.0035 |
700.0% |
0.0210 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
3 |
18 |
15 |
500.0% |
79 |
|
| Daily Pivots for day following 20-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1080 |
1.1055 |
1.0972 |
|
| R3 |
1.1040 |
1.1015 |
1.0961 |
|
| R2 |
1.1000 |
1.1000 |
1.0957 |
|
| R1 |
1.0975 |
1.0975 |
1.0954 |
1.0968 |
| PP |
1.0960 |
1.0960 |
1.0960 |
1.0956 |
| S1 |
1.0935 |
1.0935 |
1.0946 |
1.0928 |
| S2 |
1.0920 |
1.0920 |
1.0943 |
|
| S3 |
1.0880 |
1.0895 |
1.0939 |
|
| S4 |
1.0840 |
1.0855 |
1.0928 |
|
|
| Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1587 |
1.1500 |
1.1108 |
|
| R3 |
1.1377 |
1.1290 |
1.1050 |
|
| R2 |
1.1167 |
1.1167 |
1.1031 |
|
| R1 |
1.1080 |
1.1080 |
1.1011 |
1.1124 |
| PP |
1.0957 |
1.0957 |
1.0957 |
1.0979 |
| S1 |
1.0870 |
1.0870 |
1.0973 |
1.0914 |
| S2 |
1.0747 |
1.0747 |
1.0954 |
|
| S3 |
1.0537 |
1.0660 |
1.0934 |
|
| S4 |
1.0327 |
1.0450 |
1.0877 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1155 |
|
2.618 |
1.1090 |
|
1.618 |
1.1050 |
|
1.000 |
1.1025 |
|
0.618 |
1.1010 |
|
HIGH |
1.0985 |
|
0.618 |
1.0970 |
|
0.500 |
1.0965 |
|
0.382 |
1.0960 |
|
LOW |
1.0945 |
|
0.618 |
1.0920 |
|
1.000 |
1.0905 |
|
1.618 |
1.0880 |
|
2.618 |
1.0840 |
|
4.250 |
1.0775 |
|
|
| Fisher Pivots for day following 20-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0965 |
1.0965 |
| PP |
1.0960 |
1.0960 |
| S1 |
1.0955 |
1.0955 |
|