CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 19-Jul-2022
Day Change Summary
Previous Current
18-Jul-2022 19-Jul-2022 Change Change % Previous Week
Open 1.0380 1.0352 -0.0028 -0.3% 1.0342
High 1.0400 1.0480 0.0080 0.8% 1.0380
Low 1.0355 1.0352 -0.0003 0.0% 1.0272
Close 1.0366 1.0452 0.0087 0.8% 1.0359
Range 0.0045 0.0128 0.0083 184.4% 0.0108
ATR 0.0072 0.0076 0.0004 5.6% 0.0000
Volume 17 83 66 388.2% 25
Daily Pivots for day following 19-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0812 1.0760 1.0522
R3 1.0684 1.0632 1.0487
R2 1.0556 1.0556 1.0475
R1 1.0504 1.0504 1.0464 1.0530
PP 1.0428 1.0428 1.0428 1.0441
S1 1.0376 1.0376 1.0440 1.0402
S2 1.0300 1.0300 1.0429
S3 1.0172 1.0248 1.0417
S4 1.0044 1.0120 1.0382
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 1.0480 1.0272 0.0208 2.0% 0.0065 0.6% 87% True False 24
10 1.0480 1.0272 0.0208 2.0% 0.0050 0.5% 87% True False 30
20 1.0650 1.0272 0.0378 3.6% 0.0060 0.6% 48% False False 44
40 1.0650 1.0130 0.0520 5.0% 0.0060 0.6% 62% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1024
2.618 1.0815
1.618 1.0687
1.000 1.0608
0.618 1.0559
HIGH 1.0480
0.618 1.0431
0.500 1.0416
0.382 1.0401
LOW 1.0352
0.618 1.0273
1.000 1.0224
1.618 1.0145
2.618 1.0017
4.250 0.9808
Fisher Pivots for day following 19-Jul-2022
Pivot 1 day 3 day
R1 1.0440 1.0431
PP 1.0428 1.0410
S1 1.0416 1.0390

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

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