CME Swiss Franc Future September 2022


Trading Metrics calculated at close of trading on 18-Apr-2022
Day Change Summary
Previous Current
14-Apr-2022 18-Apr-2022 Change Change % Previous Week
Open 1.0795 1.0696 -0.0099 -0.9% 1.0810
High 1.0816 1.0696 -0.0120 -1.1% 1.0860
Low 1.0700 1.0683 -0.0017 -0.2% 1.0700
Close 1.0703 1.0683 -0.0020 -0.2% 1.0703
Range 0.0116 0.0013 -0.0103 -88.8% 0.0160
ATR 0.0051 0.0049 -0.0002 -4.4% 0.0000
Volume 4 1 -3 -75.0% 26
Daily Pivots for day following 18-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.0726 1.0718 1.0690
R3 1.0713 1.0705 1.0687
R2 1.0700 1.0700 1.0685
R1 1.0692 1.0692 1.0684 1.0690
PP 1.0687 1.0687 1.0687 1.0686
S1 1.0679 1.0679 1.0682 1.0677
S2 1.0674 1.0674 1.0681
S3 1.0661 1.0666 1.0679
S4 1.0648 1.0653 1.0676
Weekly Pivots for week ending 15-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1234 1.1129 1.0791
R3 1.1074 1.0969 1.0747
R2 1.0914 1.0914 1.0732
R1 1.0809 1.0809 1.0718 1.0782
PP 1.0754 1.0754 1.0754 1.0741
S1 1.0649 1.0649 1.0688 1.0622
S2 1.0594 1.0594 1.0674
S3 1.0434 1.0489 1.0659
S4 1.0274 1.0329 1.0615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0860 1.0683 0.0177 1.7% 0.0046 0.4% 0% False True 5
10 1.0920 1.0683 0.0237 2.2% 0.0037 0.3% 0% False True 5
20 1.0970 1.0683 0.0287 2.7% 0.0042 0.4% 0% False True 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0007
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0751
2.618 1.0730
1.618 1.0717
1.000 1.0709
0.618 1.0704
HIGH 1.0696
0.618 1.0691
0.500 1.0690
0.382 1.0688
LOW 1.0683
0.618 1.0675
1.000 1.0670
1.618 1.0662
2.618 1.0649
4.250 1.0628
Fisher Pivots for day following 18-Apr-2022
Pivot 1 day 3 day
R1 1.0690 1.0750
PP 1.0687 1.0728
S1 1.0685 1.0705

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

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