CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 06-Jul-2022
Day Change Summary
Previous Current
05-Jul-2022 06-Jul-2022 Change Change % Previous Week
Open 1.0570 1.0436 -0.0135 -1.3% 1.0560
High 1.0590 1.0436 -0.0155 -1.5% 1.0650
Low 1.0438 1.0433 -0.0006 -0.1% 1.0510
Close 1.0462 1.0433 -0.0029 -0.3% 1.0560
Range 0.0152 0.0003 -0.0149 -98.0% 0.0140
ATR 0.0086 0.0082 -0.0004 -4.7% 0.0000
Volume 37 1 -36 -97.3% 307
Daily Pivots for day following 06-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0443 1.0441 1.0434
R3 1.0440 1.0438 1.0433
R2 1.0437 1.0437 1.0433
R1 1.0435 1.0435 1.0433 1.0434
PP 1.0434 1.0434 1.0434 1.0433
S1 1.0432 1.0432 1.0432 1.0431
S2 1.0431 1.0431 1.0432
S3 1.0428 1.0429 1.0432
S4 1.0425 1.0426 1.0431
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 1.0433 0.0218 2.1% 0.0061 0.6% 0% False True 67
10 1.0650 1.0433 0.0218 2.1% 0.0068 0.7% 0% False True 56
20 1.0650 1.0130 0.0520 5.0% 0.0071 0.7% 58% False False 31
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0011
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0448
2.618 1.0443
1.618 1.0440
1.000 1.0439
0.618 1.0437
HIGH 1.0436
0.618 1.0434
0.500 1.0434
0.382 1.0434
LOW 1.0433
0.618 1.0431
1.000 1.0430
1.618 1.0428
2.618 1.0425
4.250 1.0420
Fisher Pivots for day following 06-Jul-2022
Pivot 1 day 3 day
R1 1.0434 1.0511
PP 1.0434 1.0485
S1 1.0433 1.0459

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

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