CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 31-May-2022
Day Change Summary
Previous Current
27-May-2022 31-May-2022 Change Change % Previous Week
Open 1.0590 1.0601 0.0011 0.1% 1.0480
High 1.0620 1.0601 -0.0019 -0.2% 1.0620
Low 1.0563 1.0575 0.0012 0.1% 1.0480
Close 1.0586 1.0575 -0.0011 -0.1% 1.0586
Range 0.0057 0.0026 -0.0031 -54.4% 0.0140
ATR 0.0070 0.0067 -0.0003 -4.5% 0.0000
Volume 8 2 -6 -75.0% 30
Daily Pivots for day following 31-May-2022
Classic Woodie Camarilla DeMark
R4 1.0662 1.0644 1.0589
R3 1.0636 1.0618 1.0582
R2 1.0610 1.0610 1.0580
R1 1.0592 1.0592 1.0577 1.0588
PP 1.0584 1.0584 1.0584 1.0582
S1 1.0566 1.0566 1.0573 1.0562
S2 1.0558 1.0558 1.0570
S3 1.0532 1.0540 1.0568
S4 1.0506 1.0514 1.0561
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 1.0982 1.0924 1.0663
R3 1.0842 1.0784 1.0625
R2 1.0702 1.0702 1.0612
R1 1.0644 1.0644 1.0599 1.0673
PP 1.0562 1.0562 1.0562 1.0577
S1 1.0504 1.0504 1.0573 1.0533
S2 1.0422 1.0422 1.0560
S3 1.0282 1.0364 1.0548
S4 1.0142 1.0224 1.0509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0620 1.0548 0.0073 0.7% 0.0027 0.3% 38% False False 4
10 1.0620 1.0200 0.0420 4.0% 0.0041 0.4% 89% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0712
2.618 1.0669
1.618 1.0643
1.000 1.0627
0.618 1.0617
HIGH 1.0601
0.618 1.0591
0.500 1.0588
0.382 1.0585
LOW 1.0575
0.618 1.0559
1.000 1.0549
1.618 1.0533
2.618 1.0507
4.250 1.0465
Fisher Pivots for day following 31-May-2022
Pivot 1 day 3 day
R1 1.0588 1.0592
PP 1.0584 1.0586
S1 1.0579 1.0581

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

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