CME Swiss Franc Future September 2022


Trading Metrics calculated at close of trading on 07-Apr-2022
Day Change Summary
Previous Current
06-Apr-2022 07-Apr-2022 Change Change % Previous Week
Open 1.0825 1.0820 -0.0005 0.0% 1.0810
High 1.0827 1.0820 -0.0007 -0.1% 1.0970
Low 1.0806 1.0807 0.0001 0.0% 1.0785
Close 1.0818 1.0807 -0.0011 -0.1% 1.0903
Range 0.0021 0.0013 -0.0008 -38.1% 0.0185
ATR 0.0052 0.0049 -0.0003 -5.3% 0.0000
Volume 16 3 -13 -81.3% 140
Daily Pivots for day following 07-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.0850 1.0842 1.0814
R3 1.0837 1.0829 1.0811
R2 1.0824 1.0824 1.0809
R1 1.0816 1.0816 1.0808 1.0814
PP 1.0811 1.0811 1.0811 1.0810
S1 1.0803 1.0803 1.0806 1.0801
S2 1.0798 1.0798 1.0805
S3 1.0785 1.0790 1.0803
S4 1.0772 1.0777 1.0800
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 1.0942 1.0806 0.0136 1.3% 0.0032 0.3% 1% False False 11
10 1.0970 1.0785 0.0185 1.7% 0.0044 0.4% 12% False False 18
20 1.0970 1.0711 0.0259 2.4% 0.0042 0.4% 37% False False 14
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0875
2.618 1.0854
1.618 1.0841
1.000 1.0833
0.618 1.0828
HIGH 1.0820
0.618 1.0815
0.500 1.0814
0.382 1.0812
LOW 1.0807
0.618 1.0799
1.000 1.0794
1.618 1.0786
2.618 1.0773
4.250 1.0752
Fisher Pivots for day following 07-Apr-2022
Pivot 1 day 3 day
R1 1.0814 1.0863
PP 1.0811 1.0844
S1 1.0809 1.0826

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

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