CME Swiss Franc Future December 2022

Trading Metrics calculated at close of trading on 18-Jul-2022

Day Change Summary
	Previous	Current
	15-Jul-2022	18-Jul-2022	Change	Change %	Previous Week
Open	1.0310	1.0380	0.0070	0.7%	1.0342
High	1.0373	1.0400	0.0028	0.3%	1.0380
Low	1.0299	1.0355	0.0056	0.5%	1.0272
Close	1.0359	1.0366	0.0007	0.1%	1.0359
Range	0.0074	0.0045	-0.0029	-38.8%	0.0108
ATR	0.0074	0.0072	-0.0002	-2.8%	0.0000
Volume	9	17	8	88.9%	25

Daily Pivots for day following 18-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0509	1.0482	1.0390
R3	1.0464	1.0437	1.0378
R2	1.0419	1.0419	1.0374
R1	1.0392	1.0392	1.0370	1.0383
PP	1.0374	1.0374	1.0374	1.0369
S1	1.0347	1.0347	1.0361	1.0338
S2	1.0329	1.0329	1.0357
S3	1.0284	1.0302	1.0353
S4	1.0239	1.0257	1.0341

Weekly Pivots for week ending 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0661	1.0618	1.0418
R3	1.0553	1.0510	1.0389
R2	1.0445	1.0445	1.0379
R1	1.0402	1.0402	1.0369	1.0424
PP	1.0337	1.0337	1.0337	1.0348
S1	1.0294	1.0294	1.0349	1.0316
S2	1.0229	1.0229	1.0339
S3	1.0121	1.0186	1.0329
S4	1.0013	1.0078	1.0300

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0400	1.0272	0.0128	1.2%	0.0044	0.4%	73%	True	False	8
10	1.0590	1.0272	0.0318	3.1%	0.0052	0.5%	29%	False	False	26
20	1.0650	1.0272	0.0378	3.6%	0.0059	0.6%	25%	False	False	40
40	1.0650	1.0130	0.0520	5.0%	0.0060	0.6%	45%	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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0591
2.618	1.0518
1.618	1.0473
1.000	1.0445
0.618	1.0428
HIGH	1.0400
0.618	1.0383
0.500	1.0378
0.382	1.0372
LOW	1.0355
0.618	1.0327
1.000	1.0310
1.618	1.0282
2.618	1.0237
4.250	1.0164

Fisher Pivots for day following 18-Jul-2022
Pivot	1 day	3 day
R1	1.0378	1.0356
PP	1.0374	1.0346
S1	1.0370	1.0336

Download as Excel Spreadsheet

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

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