CME Swiss Franc Future September 2022


Trading Metrics calculated at close of trading on 11-Apr-2022
Day Change Summary
Previous Current
08-Apr-2022 11-Apr-2022 Change Change % Previous Week
Open 1.0810 1.0810 0.0000 0.0% 1.0895
High 1.0816 1.0840 0.0024 0.2% 1.0920
Low 1.0770 1.0810 0.0040 0.4% 1.0770
Close 1.0809 1.0838 0.0029 0.3% 1.0809
Range 0.0046 0.0030 -0.0016 -34.8% 0.0150
ATR 0.0049 0.0047 -0.0001 -2.6% 0.0000
Volume 1 6 5 500.0% 30
Daily Pivots for day following 11-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.0919 1.0909 1.0855
R3 1.0889 1.0879 1.0846
R2 1.0859 1.0859 1.0844
R1 1.0849 1.0849 1.0841 1.0854
PP 1.0829 1.0829 1.0829 1.0832
S1 1.0819 1.0819 1.0835 1.0824
S2 1.0799 1.0799 1.0833
S3 1.0769 1.0789 1.0830
S4 1.0739 1.0759 1.0822
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% 0.0034 0.3% 45% False False 5
10 1.0970 1.0770 0.0200 1.8% 0.0044 0.4% 34% False False 17
20 1.0970 1.0711 0.0259 2.4% 0.0042 0.4% 49% 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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0968
2.618 1.0919
1.618 1.0889
1.000 1.0870
0.618 1.0859
HIGH 1.0840
0.618 1.0829
0.500 1.0825
0.382 1.0821
LOW 1.0810
0.618 1.0791
1.000 1.0780
1.618 1.0761
2.618 1.0731
4.250 1.0683
Fisher Pivots for day following 11-Apr-2022
Pivot 1 day 3 day
R1 1.0834 1.0827
PP 1.0829 1.0816
S1 1.0825 1.0805

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

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