CME Swiss Franc Future September 2022


Trading Metrics calculated at close of trading on 01-Jul-2022
Day Change Summary
Previous Current
30-Jun-2022 01-Jul-2022 Change Change % Previous Week
Open 1.0533 1.0528 -0.0005 0.0% 1.0490
High 1.0550 1.0532 -0.0018 -0.2% 1.0591
Low 1.0467 1.0426 -0.0042 -0.4% 1.0426
Close 1.0544 1.0475 -0.0069 -0.7% 1.0475
Range 0.0083 0.0107 0.0024 28.3% 0.0166
ATR 0.0106 0.0107 0.0001 0.8% 0.0000
Volume 38,000 34,008 -3,992 -10.5% 153,164
Daily Pivots for day following 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0797 1.0742 1.0533
R3 1.0690 1.0636 1.0504
R2 1.0584 1.0584 1.0494
R1 1.0529 1.0529 1.0484 1.0503
PP 1.0477 1.0477 1.0477 1.0464
S1 1.0423 1.0423 1.0465 1.0397
S2 1.0371 1.0371 1.0455
S3 1.0264 1.0316 1.0445
S4 1.0158 1.0210 1.0416
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0994 1.0900 1.0566
R3 1.0828 1.0734 1.0520
R2 1.0663 1.0663 1.0505
R1 1.0569 1.0569 1.0490 1.0533
PP 1.0497 1.0497 1.0497 1.0479
S1 1.0403 1.0403 1.0459 1.0367
S2 1.0332 1.0332 1.0444
S3 1.0166 1.0238 1.0429
S4 1.0001 1.0072 1.0383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0591 1.0426 0.0166 1.6% 0.0085 0.8% 30% False True 30,632
10 1.0591 1.0339 0.0253 2.4% 0.0101 1.0% 54% False False 30,087
20 1.0591 1.0024 0.0568 5.4% 0.0119 1.1% 79% False False 28,008
40 1.0591 1.0017 0.0574 5.5% 0.0099 0.9% 80% False False 14,184
60 1.0860 1.0017 0.0843 8.0% 0.0086 0.8% 54% False False 9,463
80 1.0970 1.0017 0.0953 9.1% 0.0075 0.7% 48% False False 7,101
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 0.0025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0985
2.618 1.0811
1.618 1.0704
1.000 1.0639
0.618 1.0598
HIGH 1.0532
0.618 1.0491
0.500 1.0479
0.382 1.0466
LOW 1.0426
0.618 1.0360
1.000 1.0319
1.618 1.0253
2.618 1.0147
4.250 0.9973
Fisher Pivots for day following 01-Jul-2022
Pivot 1 day 3 day
R1 1.0479 1.0508
PP 1.0477 1.0497
S1 1.0476 1.0486

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

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