CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 09-Jun-2022
Day Change Summary
Previous Current
08-Jun-2022 09-Jun-2022 Change Change % Previous Week
Open 1.0379 1.0358 -0.0021 -0.2% 1.0601
High 1.0379 1.0420 0.0042 0.4% 1.0602
Low 1.0365 1.0340 -0.0025 -0.2% 1.0512
Close 1.0365 1.0340 -0.0025 -0.2% 1.0529
Range 0.0014 0.0080 0.0067 492.6% 0.0090
ATR 0.0065 0.0066 0.0001 1.7% 0.0000
Volume 3 19 16 533.3% 54
Daily Pivots for day following 09-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.0607 1.0553 1.0384
R3 1.0527 1.0473 1.0362
R2 1.0447 1.0447 1.0355
R1 1.0393 1.0393 1.0347 1.0380
PP 1.0367 1.0367 1.0367 1.0360
S1 1.0313 1.0313 1.0333 1.0300
S2 1.0287 1.0287 1.0325
S3 1.0207 1.0233 1.0318
S4 1.0127 1.0153 1.0296
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 1.0340 0.0262 2.5% 0.0060 0.6% 0% False True 17
10 1.0620 1.0340 0.0280 2.7% 0.0043 0.4% 0% False True 13
20 1.0620 1.0114 0.0507 4.9% 0.0038 0.4% 45% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0760
2.618 1.0629
1.618 1.0549
1.000 1.0500
0.618 1.0469
HIGH 1.0420
0.618 1.0389
0.500 1.0380
0.382 1.0371
LOW 1.0340
0.618 1.0291
1.000 1.0260
1.618 1.0211
2.618 1.0131
4.250 1.0000
Fisher Pivots for day following 09-Jun-2022
Pivot 1 day 3 day
R1 1.0380 1.0381
PP 1.0367 1.0367
S1 1.0353 1.0354

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

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