CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 10-Jun-2022
Day Change Summary
Previous Current
09-Jun-2022 10-Jun-2022 Change Change % Previous Week
Open 1.0358 1.0321 -0.0037 -0.4% 1.0535
High 1.0420 1.0374 -0.0046 -0.4% 1.0540
Low 1.0340 1.0247 -0.0094 -0.9% 1.0247
Close 1.0340 1.0260 -0.0081 -0.8% 1.0260
Range 0.0080 0.0128 0.0048 59.4% 0.0294
ATR 0.0066 0.0070 0.0004 6.7% 0.0000
Volume 19 27 8 42.1% 96
Daily Pivots for day following 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.0676 1.0595 1.0330
R3 1.0548 1.0468 1.0295
R2 1.0421 1.0421 1.0283
R1 1.0340 1.0340 1.0271 1.0317
PP 1.0293 1.0293 1.0293 1.0282
S1 1.0213 1.0213 1.0248 1.0189
S2 1.0166 1.0166 1.0236
S3 1.0038 1.0085 1.0224
S4 0.9911 0.9958 1.0189
Weekly Pivots for week ending 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.1229 1.1038 1.0421
R3 1.0936 1.0744 1.0340
R2 1.0642 1.0642 1.0313
R1 1.0451 1.0451 1.0286 1.0400
PP 1.0349 1.0349 1.0349 1.0323
S1 1.0157 1.0157 1.0233 1.0106
S2 1.0055 1.0055 1.0206
S3 0.9762 0.9864 1.0179
S4 0.9468 0.9570 1.0098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0540 1.0247 0.0294 2.9% 0.0068 0.7% 4% False True 19
10 1.0620 1.0247 0.0374 3.6% 0.0054 0.5% 3% False True 15
20 1.0620 1.0144 0.0477 4.6% 0.0044 0.4% 24% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.0916
2.618 1.0708
1.618 1.0580
1.000 1.0502
0.618 1.0453
HIGH 1.0374
0.618 1.0325
0.500 1.0310
0.382 1.0295
LOW 1.0247
0.618 1.0168
1.000 1.0119
1.618 1.0040
2.618 0.9913
4.250 0.9705
Fisher Pivots for day following 10-Jun-2022
Pivot 1 day 3 day
R1 1.0310 1.0333
PP 1.0293 1.0309
S1 1.0276 1.0284

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

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