CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 17-Aug-2022
Day Change Summary
Previous Current
16-Aug-2022 17-Aug-2022 Change Change % Previous Week
Open 1.0680 1.0596 -0.0084 -0.8% 1.0513
High 1.0680 1.0624 -0.0056 -0.5% 1.0755
Low 1.0625 1.0596 -0.0029 -0.3% 1.0513
Close 1.0639 1.0624 -0.0015 -0.1% 1.0736
Range 0.0055 0.0028 -0.0027 -49.1% 0.0243
ATR 0.0071 0.0069 -0.0002 -2.8% 0.0000
Volume 234 2 -232 -99.1% 555
Daily Pivots for day following 17-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0699 1.0689 1.0639
R3 1.0671 1.0661 1.0632
R2 1.0643 1.0643 1.0629
R1 1.0633 1.0633 1.0627 1.0638
PP 1.0615 1.0615 1.0615 1.0617
S1 1.0605 1.0605 1.0621 1.0610
S2 1.0587 1.0587 1.0619
S3 1.0559 1.0577 1.0616
S4 1.0531 1.0549 1.0609
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 1.0596 0.0159 1.5% 0.0038 0.4% 18% False True 66
10 1.0755 1.0487 0.0268 2.5% 0.0061 0.6% 51% False False 93
20 1.0755 1.0392 0.0363 3.4% 0.0064 0.6% 64% False False 65
40 1.0755 1.0272 0.0483 4.5% 0.0062 0.6% 73% False False 54
60 1.0755 1.0130 0.0625 5.9% 0.0061 0.6% 79% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0743
2.618 1.0697
1.618 1.0669
1.000 1.0652
0.618 1.0641
HIGH 1.0624
0.618 1.0613
0.500 1.0610
0.382 1.0607
LOW 1.0596
0.618 1.0579
1.000 1.0568
1.618 1.0551
2.618 1.0523
4.250 1.0477
Fisher Pivots for day following 17-Aug-2022
Pivot 1 day 3 day
R1 1.0619 1.0660
PP 1.0615 1.0648
S1 1.0610 1.0636

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

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