CME Swiss Franc Future December 2022

Trading Metrics calculated at close of trading on 11-Jul-2022

Day Change Summary
	Previous	Current
	08-Jul-2022	11-Jul-2022	Change	Change %	Previous Week
Open	1.0372	1.0342	-0.0030	-0.3%	1.0570
High	1.0415	1.0342	-0.0074	-0.7%	1.0590
Low	1.0338	1.0338	-0.0001	0.0%	1.0338
Close	1.0366	1.0338	-0.0028	-0.3%	1.0366
Range	0.0077	0.0004	-0.0073	-94.8%	0.0252
ATR	0.0081	0.0077	-0.0004	-4.7%	0.0000
Volume	15	1	-14	-93.3%	221

Daily Pivots for day following 11-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0351	1.0348	1.0340
R3	1.0347	1.0344	1.0339
R2	1.0343	1.0343	1.0338
R1	1.0340	1.0340	1.0338	1.0340
PP	1.0339	1.0339	1.0339	1.0339
S1	1.0336	1.0336	1.0337	1.0336
S2	1.0335	1.0335	1.0337
S3	1.0331	1.0332	1.0336
S4	1.0327	1.0328	1.0335

Weekly Pivots for week ending 08-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1187	1.1028	1.0504
R3	1.0935	1.0776	1.0435
R2	1.0683	1.0683	1.0412
R1	1.0524	1.0524	1.0389	1.0478
PP	1.0431	1.0431	1.0431	1.0408
S1	1.0272	1.0272	1.0342	1.0226
S2	1.0179	1.0179	1.0319
S3	0.9927	1.0020	1.0296
S4	0.9675	0.9768	1.0227

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0590	1.0338	0.0253	2.4%	0.0060	0.6%	0%	False	True	44
10	1.0650	1.0338	0.0313	3.0%	0.0054	0.5%	0%	False	True	52
20	1.0650	1.0130	0.0520	5.0%	0.0073	0.7%	40%	False	False	39
40	1.0650	1.0114	0.0537	5.2%	0.0055	0.5%	42%	False	False	25

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0359
2.618	1.0352
1.618	1.0348
1.000	1.0346
0.618	1.0344
HIGH	1.0342
0.618	1.0340
0.500	1.0340
0.382	1.0339
LOW	1.0338
0.618	1.0335
1.000	1.0334
1.618	1.0331
2.618	1.0327
4.250	1.0321

Fisher Pivots for day following 11-Jul-2022
Pivot	1 day	3 day
R1	1.0340	1.0399
PP	1.0339	1.0378
S1	1.0338	1.0358

Download as Excel Spreadsheet

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

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