CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 10-Aug-2022
Day Change Summary
Previous Current
09-Aug-2022 10-Aug-2022 Change Change % Previous Week
Open 1.0620 1.0610 -0.0011 -0.1% 1.0614
High 1.0620 1.0751 0.0131 1.2% 1.0678
Low 1.0602 1.0610 0.0008 0.1% 1.0476
Close 1.0602 1.0732 0.0130 1.2% 1.0514
Range 0.0018 0.0141 0.0123 683.3% 0.0202
ATR 0.0075 0.0080 0.0005 7.0% 0.0000
Volume 6 63 57 950.0% 309
Daily Pivots for day following 10-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.1120 1.1067 1.0809
R3 1.0979 1.0926 1.0770
R2 1.0838 1.0838 1.0757
R1 1.0785 1.0785 1.0744 1.0812
PP 1.0697 1.0697 1.0697 1.0711
S1 1.0644 1.0644 1.0719 1.0671
S2 1.0556 1.0556 1.0706
S3 1.0415 1.0503 1.0693
S4 1.0274 1.0362 1.0654
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 1.0751 1.0487 0.0264 2.5% 0.0084 0.8% 93% True False 120
10 1.0751 1.0476 0.0275 2.6% 0.0083 0.8% 93% True False 80
20 1.0751 1.0272 0.0479 4.5% 0.0071 0.7% 96% True False 54
40 1.0751 1.0130 0.0621 5.8% 0.0070 0.7% 97% True False 47
60 1.0751 1.0130 0.0621 5.8% 0.0061 0.6% 97% True False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 26 trading days
Fibonacci Retracements and Extensions
4.250 1.1350
2.618 1.1120
1.618 1.0979
1.000 1.0892
0.618 1.0838
HIGH 1.0751
0.618 1.0697
0.500 1.0680
0.382 1.0663
LOW 1.0610
0.618 1.0522
1.000 1.0469
1.618 1.0381
2.618 1.0240
4.250 1.0010
Fisher Pivots for day following 10-Aug-2022
Pivot 1 day 3 day
R1 1.0714 1.0698
PP 1.0697 1.0665
S1 1.0680 1.0632

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

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