CME Swiss Franc Future September 2022


Trading Metrics calculated at close of trading on 12-Apr-2022
Day Change Summary
Previous Current
11-Apr-2022 12-Apr-2022 Change Change % Previous Week
Open 1.0810 1.0837 0.0027 0.2% 1.0895
High 1.0840 1.0860 0.0020 0.2% 1.0920
Low 1.0810 1.0815 0.0005 0.0% 1.0770
Close 1.0838 1.0825 -0.0013 -0.1% 1.0809
Range 0.0030 0.0045 0.0015 50.0% 0.0150
ATR 0.0047 0.0047 0.0000 -0.4% 0.0000
Volume 6 11 5 83.3% 30
Daily Pivots for day following 12-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.0968 1.0942 1.0850
R3 1.0923 1.0897 1.0837
R2 1.0878 1.0878 1.0833
R1 1.0852 1.0852 1.0829 1.0843
PP 1.0833 1.0833 1.0833 1.0829
S1 1.0807 1.0807 1.0821 1.0798
S2 1.0788 1.0788 1.0817
S3 1.0743 1.0762 1.0813
S4 1.0698 1.0717 1.0800
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 1.0860 1.0770 0.0090 0.8% 0.0031 0.3% 61% True False 7
10 1.0970 1.0770 0.0200 1.8% 0.0042 0.4% 28% False False 11
20 1.0970 1.0711 0.0259 2.4% 0.0042 0.4% 44% False False 14
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1051
2.618 1.0978
1.618 1.0933
1.000 1.0905
0.618 1.0888
HIGH 1.0860
0.618 1.0843
0.500 1.0838
0.382 1.0832
LOW 1.0815
0.618 1.0787
1.000 1.0770
1.618 1.0742
2.618 1.0697
4.250 1.0624
Fisher Pivots for day following 12-Apr-2022
Pivot 1 day 3 day
R1 1.0838 1.0822
PP 1.0833 1.0818
S1 1.0829 1.0815

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

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