CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 29-Jul-2022
Day Change Summary
Previous Current
28-Jul-2022 29-Jul-2022 Change Change % Previous Week
Open 1.0560 1.0600 0.0040 0.4% 1.0512
High 1.0590 1.0640 0.0050 0.5% 1.0640
Low 1.0517 1.0544 0.0028 0.3% 1.0476
Close 1.0590 1.0624 0.0035 0.3% 1.0624
Range 0.0074 0.0096 0.0022 29.9% 0.0164
ATR 0.0067 0.0069 0.0002 3.0% 0.0000
Volume 17 8 -9 -52.9% 113
Daily Pivots for day following 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0889 1.0852 1.0677
R3 1.0794 1.0757 1.0650
R2 1.0698 1.0698 1.0642
R1 1.0661 1.0661 1.0633 1.0680
PP 1.0603 1.0603 1.0603 1.0612
S1 1.0566 1.0566 1.0615 1.0584
S2 1.0507 1.0507 1.0606
S3 1.0412 1.0470 1.0598
S4 1.0316 1.0375 1.0571
Weekly Pivots for week ending 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.1072 1.1012 1.0714
R3 1.0908 1.0848 1.0669
R2 1.0744 1.0744 1.0654
R1 1.0684 1.0684 1.0639 1.0714
PP 1.0580 1.0580 1.0580 1.0595
S1 1.0520 1.0520 1.0609 1.0550
S2 1.0416 1.0416 1.0594
S3 1.0252 1.0356 1.0579
S4 1.0088 1.0192 1.0534
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0640 1.0476 0.0164 1.5% 0.0052 0.5% 91% True False 22
10 1.0640 1.0352 0.0288 2.7% 0.0064 0.6% 95% True False 30
20 1.0640 1.0272 0.0368 3.5% 0.0059 0.6% 96% True False 41
40 1.0650 1.0130 0.0520 4.9% 0.0065 0.6% 95% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1045
2.618 1.0890
1.618 1.0794
1.000 1.0735
0.618 1.0699
HIGH 1.0640
0.618 1.0603
0.500 1.0592
0.382 1.0580
LOW 1.0544
0.618 1.0485
1.000 1.0449
1.618 1.0389
2.618 1.0294
4.250 1.0138
Fisher Pivots for day following 29-Jul-2022
Pivot 1 day 3 day
R1 1.0613 1.0609
PP 1.0603 1.0593
S1 1.0592 1.0578

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

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