CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 12-Aug-2022
Day Change Summary
Previous Current
11-Aug-2022 12-Aug-2022 Change Change % Previous Week
Open 1.0750 1.0715 -0.0035 -0.3% 1.0513
High 1.0755 1.0738 -0.0017 -0.2% 1.0755
Low 1.0733 1.0702 -0.0031 -0.3% 1.0513
Close 1.0733 1.0736 0.0004 0.0% 1.0736
Range 0.0023 0.0037 0.0014 62.2% 0.0243
ATR 0.0076 0.0073 -0.0003 -3.7% 0.0000
Volume 76 5 -71 -93.4% 555
Daily Pivots for day following 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0835 1.0822 1.0756
R3 1.0798 1.0785 1.0746
R2 1.0762 1.0762 1.0743
R1 1.0749 1.0749 1.0739 1.0755
PP 1.0725 1.0725 1.0725 1.0728
S1 1.0712 1.0712 1.0733 1.0719
S2 1.0689 1.0689 1.0729
S3 1.0652 1.0676 1.0726
S4 1.0616 1.0639 1.0716
Weekly Pivots for week ending 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.1395 1.1308 1.0869
R3 1.1153 1.1066 1.0803
R2 1.0910 1.0910 1.0780
R1 1.0823 1.0823 1.0758 1.0867
PP 1.0668 1.0668 1.0668 1.0690
S1 1.0581 1.0581 1.0714 1.0624
S2 1.0425 1.0425 1.0692
S3 1.0183 1.0338 1.0669
S4 0.9940 1.0096 1.0603
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0755 1.0513 0.0243 2.3% 0.0063 0.6% 92% False False 111
10 1.0755 1.0476 0.0279 2.6% 0.0072 0.7% 93% False False 86
20 1.0755 1.0352 0.0403 3.8% 0.0068 0.6% 95% False False 58
40 1.0755 1.0190 0.0565 5.3% 0.0070 0.7% 97% False False 48
60 1.0755 1.0130 0.0625 5.8% 0.0062 0.6% 97% False False 36
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0893
2.618 1.0834
1.618 1.0797
1.000 1.0775
0.618 1.0761
HIGH 1.0738
0.618 1.0724
0.500 1.0720
0.382 1.0715
LOW 1.0702
0.618 1.0679
1.000 1.0665
1.618 1.0642
2.618 1.0606
4.250 1.0546
Fisher Pivots for day following 12-Aug-2022
Pivot 1 day 3 day
R1 1.0731 1.0718
PP 1.0725 1.0700
S1 1.0720 1.0682

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

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