CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 01-Aug-2022
Day Change Summary
Previous Current
29-Jul-2022 01-Aug-2022 Change Change % Previous Week
Open 1.0600 1.0614 0.0014 0.1% 1.0512
High 1.0640 1.0660 0.0021 0.2% 1.0640
Low 1.0544 1.0614 0.0070 0.7% 1.0476
Close 1.0624 1.0642 0.0018 0.2% 1.0624
Range 0.0096 0.0046 -0.0050 -51.8% 0.0164
ATR 0.0069 0.0068 -0.0002 -2.4% 0.0000
Volume 8 76 68 850.0% 113
Daily Pivots for day following 01-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0777 1.0755 1.0667
R3 1.0731 1.0709 1.0655
R2 1.0685 1.0685 1.0650
R1 1.0663 1.0663 1.0646 1.0674
PP 1.0639 1.0639 1.0639 1.0644
S1 1.0617 1.0617 1.0638 1.0628
S2 1.0593 1.0593 1.0634
S3 1.0547 1.0571 1.0629
S4 1.0501 1.0525 1.0617
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 1.0660 1.0476 0.0185 1.7% 0.0057 0.5% 90% True False 32
10 1.0660 1.0352 0.0308 2.9% 0.0064 0.6% 94% True False 36
20 1.0660 1.0272 0.0388 3.6% 0.0058 0.5% 95% True False 31
40 1.0660 1.0130 0.0530 5.0% 0.0065 0.6% 97% True False 32
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0856
2.618 1.0780
1.618 1.0734
1.000 1.0706
0.618 1.0688
HIGH 1.0660
0.618 1.0642
0.500 1.0637
0.382 1.0632
LOW 1.0614
0.618 1.0586
1.000 1.0568
1.618 1.0540
2.618 1.0494
4.250 1.0419
Fisher Pivots for day following 01-Aug-2022
Pivot 1 day 3 day
R1 1.0640 1.0624
PP 1.0639 1.0606
S1 1.0637 1.0588

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

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