CME Swiss Franc Future September 2022


Trading Metrics calculated at close of trading on 21-Apr-2022
Day Change Summary
Previous Current
20-Apr-2022 21-Apr-2022 Change Change % Previous Week
Open 1.0590 1.0660 0.0070 0.7% 1.0810
High 1.0670 1.0660 -0.0010 -0.1% 1.0860
Low 1.0590 1.0569 -0.0021 -0.2% 1.0700
Close 1.0633 1.0586 -0.0047 -0.4% 1.0703
Range 0.0080 0.0091 0.0011 13.8% 0.0160
ATR 0.0054 0.0057 0.0003 4.9% 0.0000
Volume 16 150 134 837.5% 26
Daily Pivots for day following 21-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.0878 1.0823 1.0636
R3 1.0787 1.0732 1.0611
R2 1.0696 1.0696 1.0603
R1 1.0641 1.0641 1.0594 1.0623
PP 1.0605 1.0605 1.0605 1.0596
S1 1.0550 1.0550 1.0578 1.0532
S2 1.0514 1.0514 1.0569
S3 1.0423 1.0459 1.0561
S4 1.0332 1.0368 1.0536
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 1.0816 1.0569 0.0247 2.3% 0.0078 0.7% 7% False True 41
10 1.0860 1.0569 0.0291 2.7% 0.0055 0.5% 6% False True 23
20 1.0970 1.0569 0.0401 3.8% 0.0051 0.5% 4% False True 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1047
2.618 1.0898
1.618 1.0807
1.000 1.0751
0.618 1.0716
HIGH 1.0660
0.618 1.0625
0.500 1.0615
0.382 1.0604
LOW 1.0569
0.618 1.0513
1.000 1.0478
1.618 1.0422
2.618 1.0331
4.250 1.0182
Fisher Pivots for day following 21-Apr-2022
Pivot 1 day 3 day
R1 1.0615 1.0630
PP 1.0605 1.0615
S1 1.0596 1.0601

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

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