CME Swiss Franc Future September 2022

Trading Metrics calculated at close of trading on 25-Apr-2022

Day Change Summary
	Previous	Current
	22-Apr-2022	25-Apr-2022	Change	Change %	Previous Week
Open	1.0568	1.0560	-0.0008	-0.1%	1.0696
High	1.0587	1.0565	-0.0022	-0.2%	1.0696
Low	1.0524	1.0520	-0.0004	0.0%	1.0524
Close	1.0545	1.0520	-0.0025	-0.2%	1.0545
Range	0.0063	0.0045	-0.0018	-28.6%	0.0172
ATR	0.0057	0.0056	-0.0001	-1.5%	0.0000
Volume	21	4	-17	-81.0%	223

Daily Pivots for day following 25-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0670	1.0640	1.0545
R3	1.0625	1.0595	1.0532
R2	1.0580	1.0580	1.0528
R1	1.0550	1.0550	1.0524	1.0543
PP	1.0535	1.0535	1.0535	1.0531
S1	1.0505	1.0505	1.0516	1.0498
S2	1.0490	1.0490	1.0512
S3	1.0445	1.0460	1.0508
S4	1.0400	1.0415	1.0495

Weekly Pivots for week ending 22-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1104	1.0997	1.0640
R3	1.0932	1.0825	1.0592
R2	1.0760	1.0760	1.0577
R1	1.0653	1.0653	1.0561	1.0621
PP	1.0588	1.0588	1.0588	1.0572
S1	1.0481	1.0481	1.0529	1.0449
S2	1.0416	1.0416	1.0513
S3	1.0244	1.0309	1.0498
S4	1.0072	1.0137	1.0450

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0690	1.0520	0.0170	1.6%	0.0074	0.7%	0%	False	True	45
10	1.0860	1.0520	0.0340	3.2%	0.0060	0.6%	0%	False	True	25
20	1.0970	1.0520	0.0450	4.3%	0.0051	0.5%	0%	False	True	21
40	1.1020	1.0520	0.0500	4.8%	0.0044	0.4%	0%	False	True	15

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	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0756
2.618	1.0683
1.618	1.0638
1.000	1.0610
0.618	1.0593
HIGH	1.0565
0.618	1.0548
0.500	1.0543
0.382	1.0537
LOW	1.0520
0.618	1.0492
1.000	1.0475
1.618	1.0447
2.618	1.0402
4.250	1.0329

Fisher Pivots for day following 25-Apr-2022
Pivot	1 day	3 day
R1	1.0543	1.0590
PP	1.0535	1.0567
S1	1.0528	1.0543

Download as Excel Spreadsheet

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

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