CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 01-Jul-2022
Day Change Summary
Previous Current
30-Jun-2022 01-Jul-2022 Change Change % Previous Week
Open 1.0576 1.0572 -0.0005 0.0% 1.0560
High 1.0629 1.0572 -0.0058 -0.5% 1.0650
Low 1.0576 1.0510 -0.0066 -0.6% 1.0510
Close 1.0629 1.0560 -0.0069 -0.6% 1.0560
Range 0.0053 0.0062 0.0009 16.0% 0.0140
ATR 0.0078 0.0081 0.0003 3.7% 0.0000
Volume 7 287 280 4,000.0% 307
Daily Pivots for day following 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0732 1.0707 1.0594
R3 1.0670 1.0646 1.0577
R2 1.0609 1.0609 1.0571
R1 1.0584 1.0584 1.0566 1.0566
PP 1.0547 1.0547 1.0547 1.0538
S1 1.0523 1.0523 1.0554 1.0504
S2 1.0486 1.0486 1.0549
S3 1.0424 1.0461 1.0543
S4 1.0363 1.0400 1.0526
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0993 1.0917 1.0637
R3 1.0853 1.0777 1.0599
R2 1.0713 1.0713 1.0586
R1 1.0637 1.0637 1.0573 1.0630
PP 1.0573 1.0573 1.0573 1.0570
S1 1.0497 1.0497 1.0547 1.0490
S2 1.0433 1.0433 1.0534
S3 1.0293 1.0357 1.0522
S4 1.0153 1.0217 1.0483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0650 1.0510 0.0140 1.3% 0.0048 0.5% 36% False True 61
10 1.0650 1.0424 0.0226 2.1% 0.0065 0.6% 60% False False 53
20 1.0650 1.0130 0.0520 4.9% 0.0073 0.7% 83% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0833
2.618 1.0733
1.618 1.0671
1.000 1.0633
0.618 1.0610
HIGH 1.0572
0.618 1.0548
0.500 1.0541
0.382 1.0533
LOW 1.0510
0.618 1.0472
1.000 1.0449
1.618 1.0410
2.618 1.0349
4.250 1.0249
Fisher Pivots for day following 01-Jul-2022
Pivot 1 day 3 day
R1 1.0554 1.0580
PP 1.0547 1.0573
S1 1.0541 1.0567

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

View Archives - Comment on this page... - Back to Index of Symbols