CME Swiss Franc Future September 2022


Trading Metrics calculated at close of trading on 19-Apr-2022
Day Change Summary
Previous Current
18-Apr-2022 19-Apr-2022 Change Change % Previous Week
Open 1.0696 1.0670 -0.0026 -0.2% 1.0810
High 1.0696 1.0690 -0.0006 -0.1% 1.0860
Low 1.0683 1.0600 -0.0083 -0.8% 1.0700
Close 1.0683 1.0606 -0.0077 -0.7% 1.0703
Range 0.0013 0.0090 0.0077 592.3% 0.0160
ATR 0.0049 0.0052 0.0003 5.9% 0.0000
Volume 1 35 34 3,400.0% 26
Daily Pivots for day following 19-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.0902 1.0844 1.0656
R3 1.0812 1.0754 1.0631
R2 1.0722 1.0722 1.0623
R1 1.0664 1.0664 1.0614 1.0648
PP 1.0632 1.0632 1.0632 1.0624
S1 1.0574 1.0574 1.0598 1.0558
S2 1.0542 1.0542 1.0590
S3 1.0452 1.0484 1.0581
S4 1.0362 1.0394 1.0557
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 1.0600 0.0260 2.5% 0.0058 0.5% 2% False True 11
10 1.0920 1.0600 0.0320 3.0% 0.0046 0.4% 2% False True 8
20 1.0970 1.0600 0.0370 3.5% 0.0044 0.4% 2% False True 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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1073
2.618 1.0926
1.618 1.0836
1.000 1.0780
0.618 1.0746
HIGH 1.0690
0.618 1.0656
0.500 1.0645
0.382 1.0634
LOW 1.0600
0.618 1.0544
1.000 1.0510
1.618 1.0454
2.618 1.0364
4.250 1.0218
Fisher Pivots for day following 19-Apr-2022
Pivot 1 day 3 day
R1 1.0645 1.0708
PP 1.0632 1.0674
S1 1.0619 1.0640

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

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