CME Swiss Franc Future December 2022

Trading Metrics calculated at close of trading on 25-Jul-2022

Day Change Summary
	Previous	Current
	22-Jul-2022	25-Jul-2022	Change	Change %	Previous Week
Open	1.0492	1.0512	0.0021	0.2%	1.0380
High	1.0542	1.0515	-0.0027	-0.3%	1.0542
Low	1.0433	1.0494	0.0062	0.6%	1.0352
Close	1.0506	1.0494	-0.0012	-0.1%	1.0506
Range	0.0110	0.0021	-0.0089	-80.8%	0.0190
ATR	0.0075	0.0071	-0.0004	-5.1%	0.0000
Volume	52	29	-23	-44.2%	193

Daily Pivots for day following 25-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0564	1.0550	1.0506
R3	1.0543	1.0529	1.0500
R2	1.0522	1.0522	1.0498
R1	1.0508	1.0508	1.0496	1.0505
PP	1.0501	1.0501	1.0501	1.0499
S1	1.0487	1.0487	1.0492	1.0484
S2	1.0480	1.0480	1.0490
S3	1.0459	1.0466	1.0488
S4	1.0438	1.0445	1.0482

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%	0.0071	0.7%	75%	False	False	41
10	1.0542	1.0272	0.0270	2.6%	0.0057	0.5%	82%	False	False	24
20	1.0650	1.0272	0.0378	3.6%	0.0056	0.5%	59%	False	False	38
40	1.0650	1.0130	0.0520	5.0%	0.0061	0.6%	70%	False	False	29

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0010
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.0604
2.618	1.0570
1.618	1.0549
1.000	1.0536
0.618	1.0528
HIGH	1.0515
0.618	1.0507
0.500	1.0505
0.382	1.0502
LOW	1.0494
0.618	1.0481
1.000	1.0473
1.618	1.0460
2.618	1.0439
4.250	1.0405

Fisher Pivots for day following 25-Jul-2022
Pivot	1 day	3 day
R1	1.0505	1.0485
PP	1.0501	1.0476
S1	1.0498	1.0467

Download as Excel Spreadsheet

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

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