CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 07-Jul-2022
Day Change Summary
Previous Current
06-Jul-2022 07-Jul-2022 Change Change % Previous Week
Open 1.0436 1.0460 0.0025 0.2% 1.0560
High 1.0436 1.0460 0.0025 0.2% 1.0650
Low 1.0433 1.0395 -0.0038 -0.4% 1.0510
Close 1.0433 1.0395 -0.0038 -0.4% 1.0560
Range 0.0003 0.0065 0.0062 2,066.7% 0.0140
ATR 0.0082 0.0081 -0.0001 -1.5% 0.0000
Volume 1 168 167 16,700.0% 307
Daily Pivots for day following 07-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0612 1.0568 1.0431
R3 1.0547 1.0503 1.0413
R2 1.0482 1.0482 1.0407
R1 1.0438 1.0438 1.0401 1.0428
PP 1.0417 1.0417 1.0417 1.0411
S1 1.0373 1.0373 1.0389 1.0363
S2 1.0352 1.0352 1.0383
S3 1.0287 1.0308 1.0377
S4 1.0222 1.0243 1.0359
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 1.0629 1.0395 0.0234 2.3% 0.0067 0.6% 0% False True 100
10 1.0650 1.0395 0.0255 2.5% 0.0065 0.6% 0% False True 53
20 1.0650 1.0130 0.0520 5.0% 0.0073 0.7% 51% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0736
2.618 1.0630
1.618 1.0565
1.000 1.0525
0.618 1.0500
HIGH 1.0460
0.618 1.0435
0.500 1.0428
0.382 1.0420
LOW 1.0395
0.618 1.0355
1.000 1.0330
1.618 1.0290
2.618 1.0225
4.250 1.0119
Fisher Pivots for day following 07-Jul-2022
Pivot 1 day 3 day
R1 1.0428 1.0493
PP 1.0417 1.0460
S1 1.0406 1.0428

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

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