CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 22-Jul-2022
Day Change Summary
Previous Current
21-Jul-2022 22-Jul-2022 Change Change % Previous Week
Open 1.0398 1.0492 0.0094 0.9% 1.0380
High 1.0452 1.0542 0.0091 0.9% 1.0542
Low 1.0392 1.0433 0.0041 0.4% 1.0352
Close 1.0452 1.0506 0.0055 0.5% 1.0506
Range 0.0060 0.0110 0.0050 84.0% 0.0190
ATR 0.0072 0.0075 0.0003 3.7% 0.0000
Volume 31 52 21 67.7% 193
Daily Pivots for day following 22-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0822 1.0774 1.0566
R3 1.0713 1.0664 1.0536
R2 1.0603 1.0603 1.0526
R1 1.0555 1.0555 1.0516 1.0579
PP 1.0494 1.0494 1.0494 1.0506
S1 1.0445 1.0445 1.0496 1.0469
S2 1.0384 1.0384 1.0486
S3 1.0275 1.0336 1.0476
S4 1.0165 1.0226 1.0446
Weekly Pivots for week ending 22-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.1037 1.0961 1.0611
R3 1.0847 1.0771 1.0558
R2 1.0657 1.0657 1.0541
R1 1.0581 1.0581 1.0523 1.0619
PP 1.0467 1.0467 1.0467 1.0486
S1 1.0391 1.0391 1.0489 1.0429
S2 1.0277 1.0277 1.0471
S3 1.0087 1.0201 1.0454
S4 0.9897 1.0011 1.0402
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0542 1.0352 0.0190 1.8% 0.0076 0.7% 81% True False 38
10 1.0542 1.0272 0.0270 2.6% 0.0056 0.5% 87% True False 21
20 1.0650 1.0272 0.0378 3.6% 0.0060 0.6% 62% False False 37
40 1.0650 1.0130 0.0520 4.9% 0.0061 0.6% 72% False False 28
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1007
2.618 1.0829
1.618 1.0719
1.000 1.0652
0.618 1.0610
HIGH 1.0542
0.618 1.0500
0.500 1.0487
0.382 1.0474
LOW 1.0433
0.618 1.0365
1.000 1.0323
1.618 1.0255
2.618 1.0146
4.250 0.9967
Fisher Pivots for day following 22-Jul-2022
Pivot 1 day 3 day
R1 1.0500 1.0493
PP 1.0494 1.0480
S1 1.0487 1.0467

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

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