CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 30-Sep-2022
Day Change Summary
Previous Current
29-Sep-2022 30-Sep-2022 Change Change % Previous Week
Open 1.0327 1.0328 0.0001 0.0% 1.0261
High 1.0330 1.0344 0.0014 0.1% 1.0344
Low 1.0221 1.0199 -0.0022 -0.2% 1.0111
Close 1.0300 1.0214 -0.0086 -0.8% 1.0214
Range 0.0110 0.0145 0.0035 32.0% 0.0233
ATR 0.0112 0.0114 0.0002 2.1% 0.0000
Volume 28,139 38,346 10,207 36.3% 165,529
Daily Pivots for day following 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0686 1.0594 1.0293
R3 1.0541 1.0450 1.0254
R2 1.0397 1.0397 1.0240
R1 1.0305 1.0305 1.0227 1.0279
PP 1.0252 1.0252 1.0252 1.0239
S1 1.0161 1.0161 1.0201 1.0134
S2 1.0108 1.0108 1.0188
S3 0.9963 1.0016 1.0174
S4 0.9819 0.9872 1.0135
Weekly Pivots for week ending 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0922 1.0801 1.0342
R3 1.0689 1.0568 1.0278
R2 1.0456 1.0456 1.0257
R1 1.0335 1.0335 1.0235 1.0279
PP 1.0223 1.0223 1.0223 1.0195
S1 1.0102 1.0102 1.0193 1.0046
S2 0.9990 0.9990 1.0171
S3 0.9757 0.9869 1.0150
S4 0.9524 0.9636 1.0086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0344 1.0111 0.0233 2.3% 0.0152 1.5% 44% True False 33,105
10 1.0476 1.0111 0.0365 3.6% 0.0132 1.3% 28% False False 31,299
20 1.0633 1.0111 0.0522 5.1% 0.0116 1.1% 20% False False 22,289
40 1.0755 1.0111 0.0645 6.3% 0.0091 0.9% 16% False False 11,295
60 1.0755 1.0111 0.0645 6.3% 0.0081 0.8% 16% False False 7,540
80 1.0755 1.0111 0.0645 6.3% 0.0079 0.8% 16% False False 5,665
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0958
2.618 1.0722
1.618 1.0577
1.000 1.0488
0.618 1.0433
HIGH 1.0344
0.618 1.0288
0.500 1.0271
0.382 1.0254
LOW 1.0199
0.618 1.0110
1.000 1.0055
1.618 0.9965
2.618 0.9821
4.250 0.9585
Fisher Pivots for day following 30-Sep-2022
Pivot 1 day 3 day
R1 1.0271 1.0227
PP 1.0252 1.0223
S1 1.0233 1.0218

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

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