CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 24-Jun-2022
Day Change Summary
Previous Current
23-Jun-2022 24-Jun-2022 Change Change % Previous Week
Open 1.0540 1.0588 0.0048 0.5% 1.0487
High 1.0552 1.0644 0.0093 0.9% 1.0644
Low 1.0480 1.0529 0.0049 0.5% 1.0474
Close 1.0549 1.0575 0.0026 0.2% 1.0575
Range 0.0072 0.0116 0.0044 61.5% 0.0170
ATR 0.0086 0.0088 0.0002 2.5% 0.0000
Volume 13 5 -8 -61.5% 229
Daily Pivots for day following 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.0929 1.0868 1.0639
R3 1.0814 1.0752 1.0607
R2 1.0698 1.0698 1.0596
R1 1.0637 1.0637 1.0586 1.0610
PP 1.0583 1.0583 1.0583 1.0569
S1 1.0521 1.0521 1.0564 1.0494
S2 1.0467 1.0467 1.0554
S3 1.0352 1.0406 1.0543
S4 1.0236 1.0290 1.0511
Weekly Pivots for week ending 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.1074 1.0995 1.0669
R3 1.0904 1.0825 1.0622
R2 1.0734 1.0734 1.0606
R1 1.0655 1.0655 1.0591 1.0695
PP 1.0564 1.0564 1.0564 1.0584
S1 1.0485 1.0485 1.0559 1.0525
S2 1.0394 1.0394 1.0544
S3 1.0224 1.0315 1.0528
S4 1.0054 1.0145 1.0482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0644 1.0424 0.0220 2.1% 0.0083 0.8% 69% True False 46
10 1.0644 1.0130 0.0514 4.9% 0.0091 0.9% 87% True False 26
20 1.0644 1.0130 0.0514 4.9% 0.0067 0.6% 87% True False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1135
2.618 1.0946
1.618 1.0831
1.000 1.0760
0.618 1.0715
HIGH 1.0644
0.618 1.0600
0.500 1.0586
0.382 1.0573
LOW 1.0529
0.618 1.0457
1.000 1.0413
1.618 1.0342
2.618 1.0226
4.250 1.0038
Fisher Pivots for day following 24-Jun-2022
Pivot 1 day 3 day
R1 1.0586 1.0571
PP 1.0583 1.0566
S1 1.0579 1.0562

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

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