CME Swiss Franc Future September 2022


Trading Metrics calculated at close of trading on 08-Apr-2022
Day Change Summary
Previous Current
07-Apr-2022 08-Apr-2022 Change Change % Previous Week
Open 1.0820 1.0810 -0.0010 -0.1% 1.0895
High 1.0820 1.0816 -0.0004 0.0% 1.0920
Low 1.0807 1.0770 -0.0037 -0.3% 1.0770
Close 1.0807 1.0809 0.0002 0.0% 1.0809
Range 0.0013 0.0046 0.0033 253.8% 0.0150
ATR 0.0049 0.0049 0.0000 -0.4% 0.0000
Volume 3 1 -2 -66.7% 30
Daily Pivots for day following 08-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.0936 1.0919 1.0834
R3 1.0890 1.0873 1.0822
R2 1.0844 1.0844 1.0817
R1 1.0827 1.0827 1.0813 1.0813
PP 1.0798 1.0798 1.0798 1.0791
S1 1.0781 1.0781 1.0805 1.0767
S2 1.0752 1.0752 1.0801
S3 1.0706 1.0735 1.0796
S4 1.0660 1.0689 1.0784
Weekly Pivots for week ending 08-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1283 1.1196 1.0892
R3 1.1133 1.1046 1.0850
R2 1.0983 1.0983 1.0837
R1 1.0896 1.0896 1.0823 1.0865
PP 1.0833 1.0833 1.0833 1.0817
S1 1.0746 1.0746 1.0795 1.0715
S2 1.0683 1.0683 1.0782
S3 1.0533 1.0596 1.0768
S4 1.0383 1.0446 1.0727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0920 1.0770 0.0150 1.4% 0.0028 0.3% 26% False True 6
10 1.0970 1.0770 0.0200 1.9% 0.0042 0.4% 20% False True 17
20 1.0970 1.0711 0.0259 2.4% 0.0042 0.4% 38% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1012
2.618 1.0936
1.618 1.0890
1.000 1.0862
0.618 1.0844
HIGH 1.0816
0.618 1.0798
0.500 1.0793
0.382 1.0788
LOW 1.0770
0.618 1.0742
1.000 1.0724
1.618 1.0696
2.618 1.0650
4.250 1.0575
Fisher Pivots for day following 08-Apr-2022
Pivot 1 day 3 day
R1 1.0804 1.0806
PP 1.0798 1.0802
S1 1.0793 1.0799

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

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