CME Swiss Franc Future September 2022


Trading Metrics calculated at close of trading on 06-Apr-2022
Day Change Summary
Previous Current
05-Apr-2022 06-Apr-2022 Change Change % Previous Week
Open 1.0899 1.0825 -0.0074 -0.7% 1.0810
High 1.0920 1.0827 -0.0093 -0.9% 1.0970
Low 1.0861 1.0806 -0.0055 -0.5% 1.0785
Close 1.0861 1.0818 -0.0043 -0.4% 1.0903
Range 0.0059 0.0021 -0.0038 -64.4% 0.0185
ATR 0.0051 0.0052 0.0000 0.5% 0.0000
Volume 2 16 14 700.0% 140
Daily Pivots for day following 06-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.0880 1.0870 1.0830
R3 1.0859 1.0849 1.0824
R2 1.0838 1.0838 1.0822
R1 1.0828 1.0828 1.0820 1.0823
PP 1.0817 1.0817 1.0817 1.0814
S1 1.0807 1.0807 1.0816 1.0802
S2 1.0796 1.0796 1.0814
S3 1.0775 1.0786 1.0812
S4 1.0754 1.0765 1.0806
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 1.0806 0.0164 1.5% 0.0042 0.4% 7% False True 15
10 1.0970 1.0785 0.0185 1.7% 0.0046 0.4% 18% False False 18
20 1.0970 1.0711 0.0259 2.4% 0.0042 0.4% 41% False False 14
Crabel Price Patterns
NR True
NR4 False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0916
2.618 1.0882
1.618 1.0861
1.000 1.0848
0.618 1.0840
HIGH 1.0827
0.618 1.0819
0.500 1.0817
0.382 1.0814
LOW 1.0806
0.618 1.0793
1.000 1.0785
1.618 1.0772
2.618 1.0751
4.250 1.0717
Fisher Pivots for day following 06-Apr-2022
Pivot 1 day 3 day
R1 1.0818 1.0863
PP 1.0817 1.0848
S1 1.0817 1.0833

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

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