CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 13-Jul-2022
Day Change Summary
Previous Current
12-Jul-2022 13-Jul-2022 Change Change % Previous Week
Open 1.0297 1.0340 0.0044 0.4% 1.0570
High 1.0319 1.0380 0.0061 0.6% 1.0590
Low 1.0297 1.0340 0.0044 0.4% 1.0338
Close 1.0319 1.0356 0.0037 0.4% 1.0366
Range 0.0023 0.0040 0.0018 77.8% 0.0252
ATR 0.0074 0.0073 -0.0001 -1.3% 0.0000
Volume 2 12 10 500.0% 221
Daily Pivots for day following 13-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0479 1.0457 1.0378
R3 1.0439 1.0417 1.0367
R2 1.0399 1.0399 1.0363
R1 1.0377 1.0377 1.0360 1.0388
PP 1.0359 1.0359 1.0359 1.0364
S1 1.0337 1.0337 1.0352 1.0348
S2 1.0319 1.0319 1.0349
S3 1.0279 1.0297 1.0345
S4 1.0239 1.0257 1.0334
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% 0.0042 0.4% 36% False False 39
10 1.0650 1.0297 0.0354 3.4% 0.0051 0.5% 17% False False 53
20 1.0650 1.0130 0.0520 5.0% 0.0069 0.7% 43% False False 39
40 1.0650 1.0130 0.0520 5.0% 0.0057 0.5% 43% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0550
2.618 1.0485
1.618 1.0445
1.000 1.0420
0.618 1.0405
HIGH 1.0380
0.618 1.0365
0.500 1.0360
0.382 1.0355
LOW 1.0340
0.618 1.0315
1.000 1.0300
1.618 1.0275
2.618 1.0235
4.250 1.0170
Fisher Pivots for day following 13-Jul-2022
Pivot 1 day 3 day
R1 1.0360 1.0350
PP 1.0359 1.0344
S1 1.0357 1.0338

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

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