CME Swiss Franc Future December 2022

Trading Metrics calculated at close of trading on 02-Aug-2022

Day Change Summary
	Previous	Current
	01-Aug-2022	02-Aug-2022	Change	Change %	Previous Week
Open	1.0614	1.0670	0.0056	0.5%	1.0512
High	1.0660	1.0678	0.0018	0.2%	1.0640
Low	1.0614	1.0567	-0.0047	-0.4%	1.0476
Close	1.0642	1.0567	-0.0075	-0.7%	1.0624
Range	0.0046	0.0111	0.0065	141.3%	0.0164
ATR	0.0068	0.0071	0.0003	4.6%	0.0000
Volume	76	73	-3	-3.9%	113

Daily Pivots for day following 02-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0937	1.0863	1.0628
R3	1.0826	1.0752	1.0598
R2	1.0715	1.0715	1.0587
R1	1.0641	1.0641	1.0577	1.0623
PP	1.0604	1.0604	1.0604	1.0595
S1	1.0530	1.0530	1.0557	1.0512
S2	1.0493	1.0493	1.0547
S3	1.0382	1.0419	1.0536
S4	1.0271	1.0308	1.0506

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	1.0678	1.0517	0.0162	1.5%	0.0072	0.7%	31%	True	False	42
10	1.0678	1.0392	0.0286	2.7%	0.0062	0.6%	61%	True	False	35
20	1.0678	1.0272	0.0406	3.8%	0.0056	0.5%	73%	True	False	33
40	1.0678	1.0130	0.0548	5.2%	0.0066	0.6%	80%	True	False	33

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.1150
2.618	1.0969
1.618	1.0858
1.000	1.0789
0.618	1.0747
HIGH	1.0678
0.618	1.0636
0.500	1.0623
0.382	1.0609
LOW	1.0567
0.618	1.0498
1.000	1.0456
1.618	1.0387
2.618	1.0276
4.250	1.0095

Fisher Pivots for day following 02-Aug-2022
Pivot	1 day	3 day
R1	1.0623	1.0611
PP	1.0604	1.0596
S1	1.0586	1.0582

Download as Excel Spreadsheet

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

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