CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 08-Jun-2022
Day Change Summary
Previous Current
07-Jun-2022 08-Jun-2022 Change Change % Previous Week
Open 1.0411 1.0379 -0.0033 -0.3% 1.0601
High 1.0421 1.0379 -0.0043 -0.4% 1.0602
Low 1.0410 1.0365 -0.0045 -0.4% 1.0512
Close 1.0421 1.0365 -0.0056 -0.5% 1.0529
Range 0.0012 0.0014 0.0002 17.4% 0.0090
ATR 0.0065 0.0065 -0.0001 -1.0% 0.0000
Volume 3 3 0 0.0% 54
Daily Pivots for day following 08-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.0410 1.0401 1.0372
R3 1.0397 1.0388 1.0369
R2 1.0383 1.0383 1.0367
R1 1.0374 1.0374 1.0366 1.0372
PP 1.0370 1.0370 1.0370 1.0368
S1 1.0361 1.0361 1.0364 1.0358
S2 1.0356 1.0356 1.0363
S3 1.0343 1.0347 1.0361
S4 1.0329 1.0334 1.0358
Weekly Pivots for week ending 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.0816 1.0762 1.0578
R3 1.0726 1.0672 1.0553
R2 1.0637 1.0637 1.0545
R1 1.0583 1.0583 1.0537 1.0565
PP 1.0547 1.0547 1.0547 1.0539
S1 1.0493 1.0493 1.0520 1.0476
S2 1.0458 1.0458 1.0512
S3 1.0368 1.0404 1.0504
S4 1.0279 1.0314 1.0479
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0602 1.0365 0.0237 2.3% 0.0050 0.5% 0% False True 20
10 1.0620 1.0365 0.0255 2.5% 0.0035 0.3% 0% False True 11
20 1.0620 1.0114 0.0507 4.9% 0.0034 0.3% 50% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0436
2.618 1.0414
1.618 1.0400
1.000 1.0392
0.618 1.0387
HIGH 1.0379
0.618 1.0373
0.500 1.0372
0.382 1.0370
LOW 1.0365
0.618 1.0357
1.000 1.0352
1.618 1.0343
2.618 1.0330
4.250 1.0308
Fisher Pivots for day following 08-Jun-2022
Pivot 1 day 3 day
R1 1.0372 1.0453
PP 1.0370 1.0423
S1 1.0367 1.0394

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

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