CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 15-Jun-2022
Day Change Summary
Previous Current
14-Jun-2022 15-Jun-2022 Change Change % Previous Week
Open 1.0130 1.0146 0.0016 0.2% 1.0535
High 1.0130 1.0174 0.0044 0.4% 1.0540
Low 1.0130 1.0134 0.0004 0.0% 1.0247
Close 1.0130 1.0174 0.0044 0.4% 1.0260
Range 0.0000 0.0040 0.0040 0.0294
ATR 0.0069 0.0067 -0.0002 -2.6% 0.0000
Volume 0 3 3 96
Daily Pivots for day following 15-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.0281 1.0267 1.0196
R3 1.0241 1.0227 1.0185
R2 1.0201 1.0201 1.0181
R1 1.0187 1.0187 1.0178 1.0194
PP 1.0161 1.0161 1.0161 1.0164
S1 1.0147 1.0147 1.0170 1.0154
S2 1.0121 1.0121 1.0167
S3 1.0081 1.0107 1.0163
S4 1.0041 1.0067 1.0152
Weekly Pivots for week ending 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.1229 1.1038 1.0421
R3 1.0936 1.0744 1.0340
R2 1.0642 1.0642 1.0313
R1 1.0451 1.0451 1.0286 1.0400
PP 1.0349 1.0349 1.0349 1.0323
S1 1.0157 1.0157 1.0233 1.0106
S2 1.0055 1.0055 1.0206
S3 0.9762 0.9864 1.0179
S4 0.9468 0.9570 1.0098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0420 1.0130 0.0290 2.9% 0.0050 0.5% 15% False False 9
10 1.0602 1.0130 0.0472 4.6% 0.0050 0.5% 9% False False 15
20 1.0620 1.0130 0.0490 4.8% 0.0045 0.4% 9% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0344
2.618 1.0279
1.618 1.0239
1.000 1.0214
0.618 1.0199
HIGH 1.0174
0.618 1.0159
0.500 1.0154
0.382 1.0149
LOW 1.0134
0.618 1.0109
1.000 1.0094
1.618 1.0069
2.618 1.0029
4.250 0.9964
Fisher Pivots for day following 15-Jun-2022
Pivot 1 day 3 day
R1 1.0167 1.0167
PP 1.0161 1.0159
S1 1.0154 1.0152

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

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