CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 24-May-2022
Day Change Summary
Previous Current
23-May-2022 24-May-2022 Change Change % Previous Week
Open 1.0480 1.0550 0.0070 0.7% 1.0144
High 1.0540 1.0590 0.0050 0.5% 1.0472
Low 1.0480 1.0550 0.0070 0.7% 1.0144
Close 1.0514 1.0561 0.0047 0.4% 1.0402
Range 0.0060 0.0040 -0.0020 -33.3% 0.0329
ATR
Volume 8 11 3 37.5% 53
Daily Pivots for day following 24-May-2022
Classic Woodie Camarilla DeMark
R4 1.0687 1.0664 1.0583
R3 1.0647 1.0624 1.0572
R2 1.0607 1.0607 1.0568
R1 1.0584 1.0584 1.0564 1.0595
PP 1.0567 1.0567 1.0567 1.0573
S1 1.0544 1.0544 1.0557 1.0555
S2 1.0527 1.0527 1.0553
S3 1.0487 1.0504 1.0550
S4 1.0447 1.0464 1.0539
Weekly Pivots for week ending 20-May-2022
Classic Woodie Camarilla DeMark
R4 1.1325 1.1192 1.0582
R3 1.0996 1.0863 1.0492
R2 1.0668 1.0668 1.0462
R1 1.0535 1.0535 1.0432 1.0601
PP 1.0339 1.0339 1.0339 1.0372
S1 1.0206 1.0206 1.0371 1.0273
S2 1.0011 1.0011 1.0341
S3 0.9682 0.9878 1.0311
S4 0.9354 0.9549 1.0221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0590 1.0283 0.0308 2.9% 0.0060 0.6% 90% True False 11
10 1.0590 1.0114 0.0477 4.5% 0.0033 0.3% 94% True False 8
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0760
2.618 1.0695
1.618 1.0655
1.000 1.0630
0.618 1.0615
HIGH 1.0590
0.618 1.0575
0.500 1.0570
0.382 1.0565
LOW 1.0550
0.618 1.0525
1.000 1.0510
1.618 1.0485
2.618 1.0445
4.250 1.0380
Fisher Pivots for day following 24-May-2022
Pivot 1 day 3 day
R1 1.0570 1.0539
PP 1.0567 1.0517
S1 1.0564 1.0495

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

View Archives - Comment on this page... - Back to Index of Symbols