CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 18-Aug-2022
Day Change Summary
Previous Current
17-Aug-2022 18-Aug-2022 Change Change % Previous Week
Open 1.0596 1.0565 -0.0032 -0.3% 1.0513
High 1.0624 1.0565 -0.0060 -0.6% 1.0755
Low 1.0596 1.0565 -0.0032 -0.3% 1.0513
Close 1.0624 1.0565 -0.0060 -0.6% 1.0736
Range 0.0028 0.0000 -0.0028 -100.0% 0.0243
ATR 0.0069 0.0068 -0.0001 -1.0% 0.0000
Volume 2 0 -2 -100.0% 555
Daily Pivots for day following 18-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0565 1.0565 1.0565
R3 1.0565 1.0565 1.0565
R2 1.0565 1.0565 1.0565
R1 1.0565 1.0565 1.0565 1.0565
PP 1.0565 1.0565 1.0565 1.0565
S1 1.0565 1.0565 1.0565 1.0565
S2 1.0565 1.0565 1.0565
S3 1.0565 1.0565 1.0565
S4 1.0565 1.0565 1.0565
Weekly Pivots for week ending 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.1395 1.1308 1.0869
R3 1.1153 1.1066 1.0803
R2 1.0910 1.0910 1.0780
R1 1.0823 1.0823 1.0758 1.0867
PP 1.0668 1.0668 1.0668 1.0690
S1 1.0581 1.0581 1.0714 1.0624
S2 1.0425 1.0425 1.0692
S3 1.0183 1.0338 1.0669
S4 0.9940 1.0096 1.0603
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0738 1.0565 0.0174 1.6% 0.0034 0.3% 0% False True 51
10 1.0755 1.0487 0.0268 2.5% 0.0056 0.5% 29% False False 86
20 1.0755 1.0433 0.0323 3.1% 0.0061 0.6% 41% False False 64
40 1.0755 1.0272 0.0483 4.6% 0.0060 0.6% 61% False False 49
60 1.0755 1.0130 0.0625 5.9% 0.0060 0.6% 70% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 1.0565
2.618 1.0565
1.618 1.0565
1.000 1.0565
0.618 1.0565
HIGH 1.0565
0.618 1.0565
0.500 1.0565
0.382 1.0565
LOW 1.0565
0.618 1.0565
1.000 1.0565
1.618 1.0565
2.618 1.0565
4.250 1.0565
Fisher Pivots for day following 18-Aug-2022
Pivot 1 day 3 day
R1 1.0565 1.0622
PP 1.0565 1.0603
S1 1.0565 1.0584

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

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