CME Swiss Franc Future September 2022


Trading Metrics calculated at close of trading on 05-Apr-2022
Day Change Summary
Previous Current
04-Apr-2022 05-Apr-2022 Change Change % Previous Week
Open 1.0895 1.0899 0.0004 0.0% 1.0810
High 1.0895 1.0920 0.0025 0.2% 1.0970
Low 1.0895 1.0861 -0.0034 -0.3% 1.0785
Close 1.0895 1.0861 -0.0034 -0.3% 1.0903
Range 0.0000 0.0059 0.0059 0.0185
ATR 0.0051 0.0051 0.0001 1.1% 0.0000
Volume 8 2 -6 -75.0% 140
Daily Pivots for day following 05-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1058 1.1018 1.0893
R3 1.0999 1.0959 1.0877
R2 1.0940 1.0940 1.0872
R1 1.0900 1.0900 1.0866 1.0891
PP 1.0881 1.0881 1.0881 1.0876
S1 1.0841 1.0841 1.0856 1.0832
S2 1.0822 1.0822 1.0850
S3 1.0763 1.0782 1.0845
S4 1.0704 1.0723 1.0829
Weekly Pivots for week ending 01-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1441 1.1357 1.1005
R3 1.1256 1.1172 1.0954
R2 1.1071 1.1071 1.0937
R1 1.0987 1.0987 1.0920 1.1029
PP 1.0886 1.0886 1.0886 1.0907
S1 1.0802 1.0802 1.0886 1.0844
S2 1.0701 1.0701 1.0869
S3 1.0516 1.0617 1.0852
S4 1.0331 1.0432 1.0801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0970 1.0860 0.0110 1.0% 0.0053 0.5% 1% False False 16
10 1.0970 1.0785 0.0185 1.7% 0.0045 0.4% 41% False False 17
20 1.0970 1.0711 0.0259 2.4% 0.0042 0.4% 58% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1171
2.618 1.1074
1.618 1.1015
1.000 1.0979
0.618 1.0956
HIGH 1.0920
0.618 1.0897
0.500 1.0891
0.382 1.0884
LOW 1.0861
0.618 1.0825
1.000 1.0802
1.618 1.0766
2.618 1.0707
4.250 1.0610
Fisher Pivots for day following 05-Apr-2022
Pivot 1 day 3 day
R1 1.0891 1.0902
PP 1.0881 1.0888
S1 1.0871 1.0875

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

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