CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 13-Jun-2022
Day Change Summary
Previous Current
10-Jun-2022 13-Jun-2022 Change Change % Previous Week
Open 1.0321 1.0167 -0.0154 -1.5% 1.0535
High 1.0374 1.0167 -0.0207 -2.0% 1.0540
Low 1.0247 1.0167 -0.0080 -0.8% 1.0247
Close 1.0260 1.0167 -0.0093 -0.9% 1.0260
Range 0.0128 0.0000 -0.0128 -100.0% 0.0294
ATR 0.0070 0.0072 0.0002 2.3% 0.0000
Volume 27 0 -27 -100.0% 96
Daily Pivots for day following 13-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.0167 1.0167 1.0167
R3 1.0167 1.0167 1.0167
R2 1.0167 1.0167 1.0167
R1 1.0167 1.0167 1.0167 1.0167
PP 1.0167 1.0167 1.0167 1.0167
S1 1.0167 1.0167 1.0167 1.0167
S2 1.0167 1.0167 1.0167
S3 1.0167 1.0167 1.0167
S4 1.0167 1.0167 1.0167
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 1.0421 1.0167 0.0254 2.5% 0.0047 0.5% 0% False True 10
10 1.0602 1.0167 0.0435 4.3% 0.0049 0.5% 0% False True 15
20 1.0620 1.0144 0.0477 4.7% 0.0044 0.4% 5% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0167
2.618 1.0167
1.618 1.0167
1.000 1.0167
0.618 1.0167
HIGH 1.0167
0.618 1.0167
0.500 1.0167
0.382 1.0167
LOW 1.0167
0.618 1.0167
1.000 1.0167
1.618 1.0167
2.618 1.0167
4.250 1.0167
Fisher Pivots for day following 13-Jun-2022
Pivot 1 day 3 day
R1 1.0167 1.0294
PP 1.0167 1.0251
S1 1.0167 1.0209

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

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