CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 29-Jun-2022
Day Change Summary
Previous Current
28-Jun-2022 29-Jun-2022 Change Change % Previous Week
Open 1.0600 1.0650 0.0050 0.5% 1.0487
High 1.0600 1.0650 0.0050 0.5% 1.0644
Low 1.0589 1.0615 0.0026 0.2% 1.0474
Close 1.0589 1.0615 0.0026 0.2% 1.0575
Range 0.0011 0.0036 0.0025 222.7% 0.0170
ATR 0.0082 0.0080 -0.0001 -1.8% 0.0000
Volume 1 4 3 300.0% 229
Daily Pivots for day following 29-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.0733 1.0709 1.0634
R3 1.0697 1.0674 1.0624
R2 1.0662 1.0662 1.0621
R1 1.0638 1.0638 1.0618 1.0632
PP 1.0626 1.0626 1.0626 1.0623
S1 1.0603 1.0603 1.0611 1.0597
S2 1.0591 1.0591 1.0608
S3 1.0555 1.0567 1.0605
S4 1.0520 1.0532 1.0595
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 1.0650 1.0480 0.0170 1.6% 0.0062 0.6% 79% True False 6
10 1.0650 1.0134 0.0516 4.9% 0.0091 0.9% 93% True False 25
20 1.0650 1.0130 0.0520 4.9% 0.0068 0.6% 93% True 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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0801
2.618 1.0743
1.618 1.0707
1.000 1.0686
0.618 1.0672
HIGH 1.0650
0.618 1.0636
0.500 1.0632
0.382 1.0628
LOW 1.0615
0.618 1.0593
1.000 1.0579
1.618 1.0557
2.618 1.0522
4.250 1.0464
Fisher Pivots for day following 29-Jun-2022
Pivot 1 day 3 day
R1 1.0632 1.0608
PP 1.0626 1.0602
S1 1.0620 1.0595

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

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