CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 14-Jun-2022
Day Change Summary
Previous Current
13-Jun-2022 14-Jun-2022 Change Change % Previous Week
Open 1.0167 1.0130 -0.0037 -0.4% 1.0535
High 1.0167 1.0130 -0.0037 -0.4% 1.0540
Low 1.0167 1.0130 -0.0037 -0.4% 1.0247
Close 1.0167 1.0130 -0.0037 -0.4% 1.0260
Range
ATR 0.0072 0.0069 -0.0002 -3.5% 0.0000
Volume
Daily Pivots for day following 14-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.0130 1.0130 1.0130
R3 1.0130 1.0130 1.0130
R2 1.0130 1.0130 1.0130
R1 1.0130 1.0130 1.0130 1.0130
PP 1.0130 1.0130 1.0130 1.0130
S1 1.0130 1.0130 1.0130 1.0130
S2 1.0130 1.0130 1.0130
S3 1.0130 1.0130 1.0130
S4 1.0130 1.0130 1.0130
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 1.0420 1.0130 0.0290 2.9% 0.0044 0.4% 0% False True 9
10 1.0602 1.0130 0.0472 4.7% 0.0046 0.5% 0% False True 14
20 1.0620 1.0130 0.0490 4.8% 0.0044 0.4% 0% False True 11
Crabel Price Patterns
NR False
NR4 False
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 0.0010
Fibonacci Retracements and Extensions
4.250 1.0130
2.618 1.0130
1.618 1.0130
1.000 1.0130
0.618 1.0130
HIGH 1.0130
0.618 1.0130
0.500 1.0130
0.382 1.0130
LOW 1.0130
0.618 1.0130
1.000 1.0130
1.618 1.0130
2.618 1.0130
4.250 1.0130
Fisher Pivots for day following 14-Jun-2022
Pivot 1 day 3 day
R1 1.0130 1.0252
PP 1.0130 1.0211
S1 1.0130 1.0171

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

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