CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 07-Jun-2022
Day Change Summary
Previous Current
06-Jun-2022 07-Jun-2022 Change Change % Previous Week
Open 1.0535 1.0411 -0.0124 -1.2% 1.0601
High 1.0540 1.0421 -0.0119 -1.1% 1.0602
Low 1.0435 1.0410 -0.0025 -0.2% 1.0512
Close 1.0435 1.0421 -0.0014 -0.1% 1.0529
Range 0.0106 0.0012 -0.0094 -89.1% 0.0090
ATR 0.0068 0.0065 -0.0003 -4.5% 0.0000
Volume 44 3 -41 -93.2% 54
Daily Pivots for day following 07-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.0452 1.0448 1.0427
R3 1.0440 1.0436 1.0424
R2 1.0429 1.0429 1.0423
R1 1.0425 1.0425 1.0422 1.0427
PP 1.0417 1.0417 1.0417 1.0418
S1 1.0413 1.0413 1.0420 1.0415
S2 1.0406 1.0406 1.0419
S3 1.0394 1.0402 1.0418
S4 1.0383 1.0390 1.0415
Weekly Pivots for week ending 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.0816 1.0762 1.0578
R3 1.0726 1.0672 1.0553
R2 1.0637 1.0637 1.0545
R1 1.0583 1.0583 1.0537 1.0565
PP 1.0547 1.0547 1.0547 1.0539
S1 1.0493 1.0493 1.0520 1.0476
S2 1.0458 1.0458 1.0512
S3 1.0368 1.0404 1.0504
S4 1.0279 1.0314 1.0479
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0602 1.0410 0.0192 1.8% 0.0048 0.5% 6% False True 19
10 1.0620 1.0410 0.0211 2.0% 0.0037 0.4% 5% False True 12
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0470
2.618 1.0451
1.618 1.0440
1.000 1.0433
0.618 1.0428
HIGH 1.0421
0.618 1.0417
0.500 1.0415
0.382 1.0414
LOW 1.0410
0.618 1.0402
1.000 1.0398
1.618 1.0391
2.618 1.0379
4.250 1.0361
Fisher Pivots for day following 07-Jun-2022
Pivot 1 day 3 day
R1 1.0419 1.0506
PP 1.0417 1.0477
S1 1.0415 1.0449

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

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