CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 12-Jul-2022
Day Change Summary
Previous Current
11-Jul-2022 12-Jul-2022 Change Change % Previous Week
Open 1.0342 1.0297 -0.0045 -0.4% 1.0570
High 1.0342 1.0319 -0.0023 -0.2% 1.0590
Low 1.0338 1.0297 -0.0041 -0.4% 1.0338
Close 1.0338 1.0319 -0.0019 -0.2% 1.0366
Range 0.0004 0.0023 0.0019 462.5% 0.0252
ATR 0.0077 0.0074 -0.0003 -3.3% 0.0000
Volume 1 2 1 100.0% 221
Daily Pivots for day following 12-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0379 1.0372 1.0331
R3 1.0357 1.0349 1.0325
R2 1.0334 1.0334 1.0323
R1 1.0327 1.0327 1.0321 1.0330
PP 1.0312 1.0312 1.0312 1.0313
S1 1.0304 1.0304 1.0317 1.0308
S2 1.0289 1.0289 1.0315
S3 1.0267 1.0282 1.0313
S4 1.0244 1.0259 1.0307
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 1.0460 1.0297 0.0164 1.6% 0.0034 0.3% 14% False True 37
10 1.0650 1.0297 0.0354 3.4% 0.0048 0.5% 6% False True 52
20 1.0650 1.0130 0.0520 5.0% 0.0067 0.7% 36% False False 38
40 1.0650 1.0130 0.0520 5.0% 0.0056 0.5% 36% False False 25
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0415
2.618 1.0378
1.618 1.0355
1.000 1.0342
0.618 1.0333
HIGH 1.0319
0.618 1.0310
0.500 1.0308
0.382 1.0305
LOW 1.0297
0.618 1.0283
1.000 1.0274
1.618 1.0260
2.618 1.0238
4.250 1.0201
Fisher Pivots for day following 12-Jul-2022
Pivot 1 day 3 day
R1 1.0315 1.0356
PP 1.0312 1.0344
S1 1.0308 1.0331

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

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