CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 01-Jun-2022
Day Change Summary
Previous Current
31-May-2022 01-Jun-2022 Change Change % Previous Week
Open 1.0601 1.0533 -0.0068 -0.6% 1.0480
High 1.0601 1.0535 -0.0066 -0.6% 1.0620
Low 1.0575 1.0533 -0.0042 -0.4% 1.0480
Close 1.0575 1.0535 -0.0040 -0.4% 1.0586
Range 0.0026 0.0002 -0.0024 -92.3% 0.0140
ATR 0.0067 0.0065 -0.0002 -2.7% 0.0000
Volume 2 1 -1 -50.0% 30
Daily Pivots for day following 01-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.0540 1.0540 1.0536
R3 1.0538 1.0538 1.0536
R2 1.0536 1.0536 1.0535
R1 1.0536 1.0536 1.0535 1.0536
PP 1.0534 1.0534 1.0534 1.0535
S1 1.0534 1.0534 1.0535 1.0534
S2 1.0532 1.0532 1.0535
S3 1.0530 1.0532 1.0534
S4 1.0528 1.0530 1.0534
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 1.0533 0.0087 0.8% 0.0019 0.2% 2% False True 2
10 1.0620 1.0283 0.0338 3.2% 0.0040 0.4% 75% False False 7
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 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0544
2.618 1.0540
1.618 1.0538
1.000 1.0537
0.618 1.0536
HIGH 1.0535
0.618 1.0534
0.500 1.0534
0.382 1.0534
LOW 1.0533
0.618 1.0532
1.000 1.0531
1.618 1.0530
2.618 1.0528
4.250 1.0525
Fisher Pivots for day following 01-Jun-2022
Pivot 1 day 3 day
R1 1.0535 1.0577
PP 1.0534 1.0563
S1 1.0534 1.0549

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

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