CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 22-Jun-2022
Day Change Summary
Previous Current
21-Jun-2022 22-Jun-2022 Change Change % Previous Week
Open 1.0487 1.0480 -0.0007 -0.1% 1.0167
High 1.0491 1.0580 0.0090 0.9% 1.0535
Low 1.0474 1.0480 0.0006 0.1% 1.0130
Close 1.0491 1.0545 0.0054 0.5% 1.0448
Range 0.0017 0.0100 0.0084 506.1% 0.0405
ATR 0.0086 0.0087 0.0001 1.2% 0.0000
Volume 5 206 201 4,020.0% 9
Daily Pivots for day following 22-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.0835 1.0790 1.0600
R3 1.0735 1.0690 1.0572
R2 1.0635 1.0635 1.0563
R1 1.0590 1.0590 1.0554 1.0612
PP 1.0535 1.0535 1.0535 1.0546
S1 1.0490 1.0490 1.0535 1.0512
S2 1.0435 1.0435 1.0526
S3 1.0335 1.0390 1.0517
S4 1.0235 1.0290 1.0490
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 1.0580 1.0134 0.0446 4.2% 0.0120 1.1% 92% True False 44
10 1.0580 1.0130 0.0450 4.3% 0.0082 0.8% 92% True False 26
20 1.0620 1.0130 0.0490 4.6% 0.0060 0.6% 85% False False 19
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1005
2.618 1.0842
1.618 1.0742
1.000 1.0680
0.618 1.0642
HIGH 1.0580
0.618 1.0542
0.500 1.0530
0.382 1.0518
LOW 1.0480
0.618 1.0418
1.000 1.0380
1.618 1.0318
2.618 1.0218
4.250 1.0055
Fisher Pivots for day following 22-Jun-2022
Pivot 1 day 3 day
R1 1.0540 1.0530
PP 1.0535 1.0516
S1 1.0530 1.0502

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

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