CME Swiss Franc Future September 2022


Trading Metrics calculated at close of trading on 14-Apr-2022
Day Change Summary
Previous Current
13-Apr-2022 14-Apr-2022 Change Change % Previous Week
Open 1.0817 1.0795 -0.0022 -0.2% 1.0895
High 1.0817 1.0816 -0.0001 0.0% 1.0920
Low 1.0790 1.0700 -0.0090 -0.8% 1.0770
Close 1.0799 1.0703 -0.0096 -0.9% 1.0809
Range 0.0027 0.0116 0.0089 329.6% 0.0150
ATR 0.0046 0.0051 0.0005 10.7% 0.0000
Volume 5 4 -1 -20.0% 30
Daily Pivots for day following 14-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1088 1.1011 1.0767
R3 1.0972 1.0895 1.0735
R2 1.0856 1.0856 1.0724
R1 1.0779 1.0779 1.0714 1.0760
PP 1.0740 1.0740 1.0740 1.0730
S1 1.0663 1.0663 1.0692 1.0644
S2 1.0624 1.0624 1.0682
S3 1.0508 1.0547 1.0671
S4 1.0392 1.0431 1.0639
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 1.0700 0.0160 1.5% 0.0053 0.5% 2% False True 5
10 1.0942 1.0700 0.0242 2.3% 0.0042 0.4% 1% False True 8
20 1.0970 1.0700 0.0270 2.5% 0.0045 0.4% 1% False True 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1.1309
2.618 1.1120
1.618 1.1004
1.000 1.0932
0.618 1.0888
HIGH 1.0816
0.618 1.0772
0.500 1.0758
0.382 1.0744
LOW 1.0700
0.618 1.0628
1.000 1.0584
1.618 1.0512
2.618 1.0396
4.250 1.0207
Fisher Pivots for day following 14-Apr-2022
Pivot 1 day 3 day
R1 1.0758 1.0780
PP 1.0740 1.0754
S1 1.0721 1.0729

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

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