CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 30-Jun-2022
Day Change Summary
Previous Current
29-Jun-2022 30-Jun-2022 Change Change % Previous Week
Open 1.0650 1.0576 -0.0074 -0.7% 1.0487
High 1.0650 1.0629 -0.0021 -0.2% 1.0644
Low 1.0615 1.0576 -0.0039 -0.4% 1.0474
Close 1.0615 1.0629 0.0015 0.1% 1.0575
Range 0.0036 0.0053 0.0018 49.3% 0.0170
ATR 0.0080 0.0078 -0.0002 -2.4% 0.0000
Volume 4 7 3 75.0% 229
Daily Pivots for day following 30-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.0770 1.0753 1.0658
R3 1.0717 1.0700 1.0644
R2 1.0664 1.0664 1.0639
R1 1.0647 1.0647 1.0634 1.0656
PP 1.0611 1.0611 1.0611 1.0616
S1 1.0594 1.0594 1.0624 1.0603
S2 1.0558 1.0558 1.0619
S3 1.0505 1.0541 1.0614
S4 1.0452 1.0488 1.0600
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 1.0529 0.0122 1.1% 0.0059 0.6% 83% False False 5
10 1.0650 1.0190 0.0460 4.3% 0.0092 0.9% 95% False False 25
20 1.0650 1.0130 0.0520 4.9% 0.0071 0.7% 96% False False 20
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0854
2.618 1.0768
1.618 1.0715
1.000 1.0682
0.618 1.0662
HIGH 1.0629
0.618 1.0609
0.500 1.0603
0.382 1.0596
LOW 1.0576
0.618 1.0543
1.000 1.0523
1.618 1.0490
2.618 1.0437
4.250 1.0351
Fisher Pivots for day following 30-Jun-2022
Pivot 1 day 3 day
R1 1.0620 1.0624
PP 1.0611 1.0618
S1 1.0603 1.0613

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

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