CME Swiss Franc Future December 2022


Trading Metrics calculated at close of trading on 22-Aug-2022
Day Change Summary
Previous Current
19-Aug-2022 22-Aug-2022 Change Change % Previous Week
Open 1.0550 1.0529 -0.0021 -0.2% 1.0724
High 1.0574 1.0548 -0.0026 -0.2% 1.0724
Low 1.0526 1.0463 -0.0063 -0.6% 1.0526
Close 1.0533 1.0472 -0.0061 -0.6% 1.0533
Range 0.0048 0.0085 0.0037 77.1% 0.0199
ATR 0.0067 0.0068 0.0001 1.9% 0.0000
Volume 10 172 162 1,620.0% 261
Daily Pivots for day following 22-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0749 1.0696 1.0519
R3 1.0664 1.0611 1.0495
R2 1.0579 1.0579 1.0488
R1 1.0526 1.0526 1.0480 1.0510
PP 1.0494 1.0494 1.0494 1.0487
S1 1.0441 1.0441 1.0464 1.0425
S2 1.0409 1.0409 1.0456
S3 1.0324 1.0356 1.0449
S4 1.0239 1.0271 1.0425
Weekly Pivots for week ending 19-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.1190 1.1060 1.0642
R3 1.0991 1.0861 1.0587
R2 1.0793 1.0793 1.0569
R1 1.0663 1.0663 1.0551 1.0628
PP 1.0594 1.0594 1.0594 1.0577
S1 1.0464 1.0464 1.0514 1.0430
S2 1.0396 1.0396 1.0496
S3 1.0197 1.0266 1.0478
S4 0.9999 1.0067 1.0423
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0680 1.0463 0.0217 2.1% 0.0043 0.4% 4% False True 83
10 1.0755 1.0463 0.0292 2.8% 0.0048 0.5% 3% False True 58
20 1.0755 1.0463 0.0292 2.8% 0.0061 0.6% 3% False True 69
40 1.0755 1.0272 0.0483 4.6% 0.0058 0.6% 41% False False 53
60 1.0755 1.0130 0.0625 6.0% 0.0061 0.6% 55% False False 42
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 0.0006
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0909
2.618 1.0771
1.618 1.0686
1.000 1.0633
0.618 1.0601
HIGH 1.0548
0.618 1.0516
0.500 1.0506
0.382 1.0495
LOW 1.0463
0.618 1.0410
1.000 1.0378
1.618 1.0325
2.618 1.0240
4.250 1.0102
Fisher Pivots for day following 22-Aug-2022
Pivot 1 day 3 day
R1 1.0506 1.0518
PP 1.0494 1.0503
S1 1.0483 1.0487

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

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