CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 20-Jul-2022
Day Change Summary
Previous Current
19-Jul-2022 20-Jul-2022 Change Change % Previous Week
Open 1.0352 1.0448 0.0096 0.9% 1.0342
High 1.0480 1.0454 -0.0026 -0.2% 1.0380
Low 1.0352 1.0417 0.0065 0.6% 1.0272
Close 1.0452 1.0417 -0.0035 -0.3% 1.0359
Range 0.0128 0.0037 -0.0091 -71.1% 0.0108
ATR 0.0076 0.0073 -0.0003 -3.7% 0.0000
Volume 83 10 -73 -88.0% 25
Daily Pivots for day following 20-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0540 1.0516 1.0437
R3 1.0503 1.0479 1.0427
R2 1.0466 1.0466 1.0424
R1 1.0442 1.0442 1.0420 1.0436
PP 1.0429 1.0429 1.0429 1.0426
S1 1.0405 1.0405 1.0414 1.0399
S2 1.0392 1.0392 1.0410
S3 1.0355 1.0368 1.0407
S4 1.0318 1.0331 1.0397
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% 0.0064 0.6% 70% False False 24
10 1.0480 1.0272 0.0208 2.0% 0.0053 0.5% 70% False False 31
20 1.0650 1.0272 0.0378 3.6% 0.0061 0.6% 38% False False 44
40 1.0650 1.0130 0.0520 5.0% 0.0059 0.6% 55% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0611
2.618 1.0551
1.618 1.0514
1.000 1.0491
0.618 1.0477
HIGH 1.0454
0.618 1.0440
0.500 1.0436
0.382 1.0431
LOW 1.0417
0.618 1.0394
1.000 1.0380
1.618 1.0357
2.618 1.0320
4.250 1.0260
Fisher Pivots for day following 20-Jul-2022
Pivot 1 day 3 day
R1 1.0436 1.0417
PP 1.0429 1.0416
S1 1.0423 1.0416

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

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