CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 17-Jun-2022
Day Change Summary
Previous Current
16-Jun-2022 17-Jun-2022 Change Change % Previous Week
Open 1.0190 1.0505 0.0315 3.1% 1.0167
High 1.0521 1.0535 0.0015 0.1% 1.0535
Low 1.0190 1.0424 0.0234 2.3% 1.0130
Close 1.0521 1.0448 -0.0073 -0.7% 1.0448
Range 0.0331 0.0111 -0.0220 -66.4% 0.0405
ATR 0.0087 0.0089 0.0002 1.9% 0.0000
Volume 5 1 -4 -80.0% 9
Daily Pivots for day following 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.0802 1.0736 1.0509
R3 1.0691 1.0625 1.0479
R2 1.0580 1.0580 1.0468
R1 1.0514 1.0514 1.0458 1.0492
PP 1.0469 1.0469 1.0469 1.0458
S1 1.0403 1.0403 1.0438 1.0381
S2 1.0358 1.0358 1.0428
S3 1.0247 1.0292 1.0417
S4 1.0136 1.0181 1.0387
Weekly Pivots for week ending 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.1586 1.1422 1.0671
R3 1.1181 1.1017 1.0559
R2 1.0776 1.0776 1.0522
R1 1.0612 1.0612 1.0485 1.0694
PP 1.0371 1.0371 1.0371 1.0412
S1 1.0207 1.0207 1.0411 1.0289
S2 0.9966 0.9966 1.0374
S3 0.9561 0.9802 1.0337
S4 0.9156 0.9397 1.0225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0535 1.0130 0.0405 3.9% 0.0096 0.9% 79% True False 1
10 1.0540 1.0130 0.0410 3.9% 0.0082 0.8% 78% False False 10
20 1.0620 1.0130 0.0490 4.7% 0.0060 0.6% 65% False False 9
Crabel Price Patterns
NR True
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1007
2.618 1.0826
1.618 1.0715
1.000 1.0646
0.618 1.0604
HIGH 1.0535
0.618 1.0493
0.500 1.0480
0.382 1.0466
LOW 1.0424
0.618 1.0355
1.000 1.0313
1.618 1.0244
2.618 1.0133
4.250 0.9952
Fisher Pivots for day following 17-Jun-2022
Pivot 1 day 3 day
R1 1.0480 1.0410
PP 1.0469 1.0372
S1 1.0459 1.0335

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

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