CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 19-Dec-2022
Day Change Summary
Previous Current
16-Dec-2022 19-Dec-2022 Change Change % Previous Week
Open 1.0774 1.0705 -0.0069 -0.6% 1.0709
High 1.0807 1.0770 -0.0037 -0.3% 1.0859
Low 1.0707 1.0700 -0.0007 -0.1% 1.0670
Close 1.0719 1.0737 0.0018 0.2% 1.0719
Range 0.0101 0.0070 -0.0031 -30.3% 0.0189
ATR 0.0110 0.0107 -0.0003 -2.6% 0.0000
Volume 5,014 347 -4,667 -93.1% 110,562
Daily Pivots for day following 19-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.0946 1.0911 1.0775
R3 1.0876 1.0841 1.0756
R2 1.0806 1.0806 1.0749
R1 1.0771 1.0771 1.0743 1.0788
PP 1.0736 1.0736 1.0736 1.0744
S1 1.0701 1.0701 1.0730 1.0718
S2 1.0666 1.0666 1.0724
S3 1.0596 1.0631 1.0717
S4 1.0526 1.0561 1.0698
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1316 1.1207 1.0823
R3 1.1127 1.1018 1.0771
R2 1.0938 1.0938 1.0754
R1 1.0829 1.0829 1.0736 1.0883
PP 1.0749 1.0749 1.0749 1.0776
S1 1.0640 1.0640 1.0702 1.0694
S2 1.0560 1.0560 1.0684
S3 1.0371 1.0451 1.0667
S4 1.0182 1.0262 1.0615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0859 1.0674 0.0185 1.7% 0.0107 1.0% 34% False False 19,034
10 1.0859 1.0590 0.0269 2.5% 0.0095 0.9% 55% False False 17,611
20 1.0859 1.0450 0.0409 3.8% 0.0103 1.0% 70% False False 17,746
40 1.0859 0.9901 0.0958 8.9% 0.0115 1.1% 87% False False 20,421
60 1.0859 0.9901 0.0958 8.9% 0.0117 1.1% 87% False False 21,879
80 1.0859 0.9901 0.0958 8.9% 0.0113 1.1% 87% False False 19,972
100 1.0859 0.9901 0.0958 8.9% 0.0103 1.0% 87% False False 15,993
120 1.0859 0.9901 0.0958 8.9% 0.0095 0.9% 87% False False 13,334
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 True
Bull Hook False
Stretch 0.0023
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.1068
2.618 1.0953
1.618 1.0883
1.000 1.0840
0.618 1.0813
HIGH 1.0770
0.618 1.0743
0.500 1.0735
0.382 1.0727
LOW 1.0700
0.618 1.0657
1.000 1.0630
1.618 1.0587
2.618 1.0517
4.250 1.0403
Fisher Pivots for day following 19-Dec-2022
Pivot 1 day 3 day
R1 1.0736 1.0768
PP 1.0736 1.0757
S1 1.0735 1.0747

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

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