CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 26-Jul-2022
Day Change Summary
Previous Current
25-Jul-2022 26-Jul-2022 Change Change % Previous Week
Open 1.0512 1.0477 -0.0035 -0.3% 1.0380
High 1.0515 1.0512 -0.0004 0.0% 1.0542
Low 1.0494 1.0476 -0.0019 -0.2% 1.0352
Close 1.0494 1.0512 0.0018 0.2% 1.0506
Range 0.0021 0.0036 0.0015 71.4% 0.0190
ATR 0.0071 0.0069 -0.0003 -3.5% 0.0000
Volume 29 19 -10 -34.5% 193
Daily Pivots for day following 26-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0608 1.0596 1.0531
R3 1.0572 1.0560 1.0521
R2 1.0536 1.0536 1.0518
R1 1.0524 1.0524 1.0515 1.0530
PP 1.0500 1.0500 1.0500 1.0503
S1 1.0488 1.0488 1.0508 1.0494
S2 1.0464 1.0464 1.0505
S3 1.0428 1.0452 1.0502
S4 1.0392 1.0416 1.0492
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 1.0392 0.0150 1.4% 0.0053 0.5% 80% False False 28
10 1.0542 1.0272 0.0270 2.6% 0.0059 0.6% 89% False False 26
20 1.0650 1.0272 0.0378 3.6% 0.0054 0.5% 63% False False 39
40 1.0650 1.0130 0.0520 4.9% 0.0062 0.6% 73% False False 29
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0665
2.618 1.0606
1.618 1.0570
1.000 1.0548
0.618 1.0534
HIGH 1.0512
0.618 1.0498
0.500 1.0494
0.382 1.0489
LOW 1.0476
0.618 1.0453
1.000 1.0440
1.618 1.0417
2.618 1.0381
4.250 1.0323
Fisher Pivots for day following 26-Jul-2022
Pivot 1 day 3 day
R1 1.0506 1.0503
PP 1.0500 1.0495
S1 1.0494 1.0487

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

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