CME Swiss Franc Future December 2022

Trading Metrics calculated at close of trading on 16-Jun-2022

Day Change Summary
	Previous	Current
	15-Jun-2022	16-Jun-2022	Change	Change %	Previous Week
Open	1.0146	1.0190	0.0045	0.4%	1.0535
High	1.0174	1.0521	0.0347	3.4%	1.0540
Low	1.0134	1.0190	0.0056	0.6%	1.0247
Close	1.0174	1.0521	0.0347	3.4%	1.0260
Range	0.0040	0.0331	0.0291	726.3%	0.0294
ATR	0.0067	0.0087	0.0020	29.5%	0.0000
Volume	3	5	2	66.7%	96

Daily Pivots for day following 16-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1402	1.1292	1.0702
R3	1.1071	1.0961	1.0611
R2	1.0741	1.0741	1.0581
R1	1.0631	1.0631	1.0551	1.0686
PP	1.0410	1.0410	1.0410	1.0438
S1	1.0300	1.0300	1.0490	1.0355
S2	1.0080	1.0080	1.0460
S3	0.9749	0.9970	1.0430
S4	0.9419	0.9639	1.0339

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	1.0521	1.0130	0.0391	3.7%	0.0100	0.9%	100%	True	False	7
10	1.0602	1.0130	0.0472	4.5%	0.0080	0.8%	83%	False	False	12
20	1.0620	1.0130	0.0490	4.7%	0.0061	0.6%	80%	False	False	10

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	0.0011
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	1.1925
2.618	1.1386
1.618	1.1055
1.000	1.0851
0.618	1.0725
HIGH	1.0521
0.618	1.0394
0.500	1.0355
0.382	1.0316
LOW	1.0190
0.618	0.9986
1.000	0.9860
1.618	0.9655
2.618	0.9325
4.250	0.8785

Fisher Pivots for day following 16-Jun-2022
Pivot	1 day	3 day
R1	1.0465	1.0455
PP	1.0410	1.0390
S1	1.0355	1.0325

Download as Excel Spreadsheet

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

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