CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 05-Aug-2022
Day Change Summary
Previous Current
04-Aug-2022 05-Aug-2022 Change Change % Previous Week
Open 1.0540 1.0558 0.0018 0.2% 1.0614
High 1.0596 1.0595 -0.0001 0.0% 1.0678
Low 1.0540 1.0487 -0.0053 -0.5% 1.0476
Close 1.0593 1.0514 -0.0079 -0.7% 1.0514
Range 0.0056 0.0108 0.0052 92.9% 0.0202
ATR 0.0073 0.0076 0.0002 3.4% 0.0000
Volume 71 55 -16 -22.5% 309
Daily Pivots for day following 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0856 1.0793 1.0573
R3 1.0748 1.0685 1.0544
R2 1.0640 1.0640 1.0534
R1 1.0577 1.0577 1.0524 1.0555
PP 1.0532 1.0532 1.0532 1.0521
S1 1.0469 1.0469 1.0504 1.0447
S2 1.0424 1.0424 1.0494
S3 1.0316 1.0361 1.0484
S4 1.0208 1.0253 1.0455
Weekly Pivots for week ending 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.1162 1.1040 1.0625
R3 1.0960 1.0838 1.0570
R2 1.0758 1.0758 1.0551
R1 1.0636 1.0636 1.0533 1.0596
PP 1.0556 1.0556 1.0556 1.0536
S1 1.0434 1.0434 1.0495 1.0394
S2 1.0354 1.0354 1.0477
S3 1.0152 1.0232 1.0458
S4 0.9950 1.0030 1.0403
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0678 1.0476 0.0202 1.9% 0.0081 0.8% 19% False False 61
10 1.0678 1.0476 0.0203 1.9% 0.0066 0.6% 19% False False 42
20 1.0678 1.0272 0.0406 3.9% 0.0061 0.6% 60% False False 32
40 1.0678 1.0130 0.0548 5.2% 0.0069 0.7% 70% False False 36
60 1.0678 1.0114 0.0565 5.4% 0.0057 0.5% 71% False False 27
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1054
2.618 1.0878
1.618 1.0770
1.000 1.0703
0.618 1.0662
HIGH 1.0595
0.618 1.0554
0.500 1.0541
0.382 1.0528
LOW 1.0487
0.618 1.0420
1.000 1.0379
1.618 1.0312
2.618 1.0204
4.250 1.0028
Fisher Pivots for day following 05-Aug-2022
Pivot 1 day 3 day
R1 1.0541 1.0536
PP 1.0532 1.0529
S1 1.0523 1.0521

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

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