CME Swiss Franc Future December 2022

Trading Metrics calculated at close of trading on 15-Jun-2022

Day Change Summary
	Previous	Current
	14-Jun-2022	15-Jun-2022	Change	Change %	Previous Week
Open	1.0130	1.0146	0.0016	0.2%	1.0535
High	1.0130	1.0174	0.0044	0.4%	1.0540
Low	1.0130	1.0134	0.0004	0.0%	1.0247
Close	1.0130	1.0174	0.0044	0.4%	1.0260
Range	0.0000	0.0040	0.0040		0.0294
ATR	0.0069	0.0067	-0.0002	-2.6%	0.0000
Volume	0	3	3		96

Daily Pivots for day following 15-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0281	1.0267	1.0196
R3	1.0241	1.0227	1.0185
R2	1.0201	1.0201	1.0181
R1	1.0187	1.0187	1.0178	1.0194
PP	1.0161	1.0161	1.0161	1.0164
S1	1.0147	1.0147	1.0170	1.0154
S2	1.0121	1.0121	1.0167
S3	1.0081	1.0107	1.0163
S4	1.0041	1.0067	1.0152

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%	0.0050	0.5%	15%	False	False	9
10	1.0602	1.0130	0.0472	4.6%	0.0050	0.5%	9%	False	False	15
20	1.0620	1.0130	0.0490	4.8%	0.0045	0.4%	9%	False	False	11

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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0344
2.618	1.0279
1.618	1.0239
1.000	1.0214
0.618	1.0199
HIGH	1.0174
0.618	1.0159
0.500	1.0154
0.382	1.0149
LOW	1.0134
0.618	1.0109
1.000	1.0094
1.618	1.0069
2.618	1.0029
4.250	0.9964

Fisher Pivots for day following 15-Jun-2022
Pivot	1 day	3 day
R1	1.0167	1.0167
PP	1.0161	1.0159
S1	1.0154	1.0152

Download as Excel Spreadsheet

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

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