CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 21-Jun-2022
Day Change Summary
Previous Current
17-Jun-2022 21-Jun-2022 Change Change % Previous Week
Open 1.0505 1.0487 -0.0018 -0.2% 1.0167
High 1.0535 1.0491 -0.0045 -0.4% 1.0535
Low 1.0424 1.0474 0.0050 0.5% 1.0130
Close 1.0448 1.0491 0.0043 0.4% 1.0448
Range 0.0111 0.0017 -0.0095 -85.1% 0.0405
ATR 0.0089 0.0086 -0.0003 -3.7% 0.0000
Volume 1 5 4 400.0% 9
Daily Pivots for day following 21-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.0535 1.0529 1.0500
R3 1.0518 1.0513 1.0495
R2 1.0502 1.0502 1.0494
R1 1.0496 1.0496 1.0492 1.0499
PP 1.0485 1.0485 1.0485 1.0486
S1 1.0480 1.0480 1.0489 1.0482
S2 1.0469 1.0469 1.0487
S3 1.0452 1.0463 1.0486
S4 1.0436 1.0447 1.0481
Weekly Pivots for week ending 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.1586 1.1422 1.0671
R3 1.1181 1.1017 1.0559
R2 1.0776 1.0776 1.0522
R1 1.0612 1.0612 1.0485 1.0694
PP 1.0371 1.0371 1.0371 1.0412
S1 1.0207 1.0207 1.0411 1.0289
S2 0.9966 0.9966 1.0374
S3 0.9561 0.9802 1.0337
S4 0.9156 0.9397 1.0225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0535 1.0130 0.0405 3.9% 0.0100 0.9% 89% False False 2
10 1.0535 1.0130 0.0405 3.9% 0.0073 0.7% 89% False False 6
20 1.0620 1.0130 0.0490 4.7% 0.0058 0.5% 74% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0561
2.618 1.0534
1.618 1.0517
1.000 1.0507
0.618 1.0501
HIGH 1.0491
0.618 1.0484
0.500 1.0482
0.382 1.0480
LOW 1.0474
0.618 1.0464
1.000 1.0458
1.618 1.0447
2.618 1.0431
4.250 1.0404
Fisher Pivots for day following 21-Jun-2022
Pivot 1 day 3 day
R1 1.0488 1.0448
PP 1.0485 1.0405
S1 1.0482 1.0363

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

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