CME Swiss Franc Future September 2022


Trading Metrics calculated at close of trading on 20-Apr-2022
Day Change Summary
Previous Current
19-Apr-2022 20-Apr-2022 Change Change % Previous Week
Open 1.0670 1.0590 -0.0080 -0.7% 1.0810
High 1.0690 1.0670 -0.0020 -0.2% 1.0860
Low 1.0600 1.0590 -0.0010 -0.1% 1.0700
Close 1.0606 1.0633 0.0027 0.3% 1.0703
Range 0.0090 0.0080 -0.0010 -11.1% 0.0160
ATR 0.0052 0.0054 0.0002 3.8% 0.0000
Volume 35 16 -19 -54.3% 26
Daily Pivots for day following 20-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.0871 1.0832 1.0677
R3 1.0791 1.0752 1.0655
R2 1.0711 1.0711 1.0648
R1 1.0672 1.0672 1.0640 1.0692
PP 1.0631 1.0631 1.0631 1.0641
S1 1.0592 1.0592 1.0626 1.0612
S2 1.0551 1.0551 1.0618
S3 1.0471 1.0512 1.0611
S4 1.0391 1.0432 1.0589
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 1.0817 1.0590 0.0227 2.1% 0.0065 0.6% 19% False True 12
10 1.0860 1.0590 0.0270 2.5% 0.0048 0.5% 16% False True 9
20 1.0970 1.0590 0.0380 3.6% 0.0047 0.4% 11% False True 13
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 True
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1010
2.618 1.0879
1.618 1.0799
1.000 1.0750
0.618 1.0719
HIGH 1.0670
0.618 1.0639
0.500 1.0630
0.382 1.0621
LOW 1.0590
0.618 1.0541
1.000 1.0510
1.618 1.0461
2.618 1.0381
4.250 1.0250
Fisher Pivots for day following 20-Apr-2022
Pivot 1 day 3 day
R1 1.0632 1.0643
PP 1.0631 1.0640
S1 1.0630 1.0636

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

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