CME Swiss Franc Future September 2022

Trading Metrics calculated at close of trading on 27-Apr-2022

Day Change Summary
	Previous	Current
	26-Apr-2022	27-Apr-2022	Change	Change %	Previous Week
Open	1.0528	1.0472	-0.0056	-0.5%	1.0696
High	1.0540	1.0477	-0.0063	-0.6%	1.0696
Low	1.0485	1.0416	-0.0069	-0.7%	1.0524
Close	1.0485	1.0416	-0.0069	-0.7%	1.0545
Range	0.0055	0.0061	0.0006	10.9%	0.0172
ATR	0.0056	0.0057	0.0001	1.6%	0.0000
Volume	9	7	-2	-22.2%	223

Daily Pivots for day following 27-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0619	1.0579	1.0450
R3	1.0558	1.0518	1.0433
R2	1.0497	1.0497	1.0427
R1	1.0457	1.0457	1.0422	1.0447
PP	1.0436	1.0436	1.0436	1.0431
S1	1.0396	1.0396	1.0410	1.0386
S2	1.0375	1.0375	1.0405
S3	1.0314	1.0335	1.0399
S4	1.0253	1.0274	1.0382

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	1.0660	1.0416	0.0244	2.3%	0.0063	0.6%	0%	False	True	38
10	1.0817	1.0416	0.0401	3.8%	0.0064	0.6%	0%	False	True	25
20	1.0970	1.0416	0.0554	5.3%	0.0053	0.5%	0%	False	True	18
40	1.1007	1.0416	0.0591	5.7%	0.0044	0.4%	0%	False	True	15

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	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0736
2.618	1.0637
1.618	1.0576
1.000	1.0538
0.618	1.0515
HIGH	1.0477
0.618	1.0454
0.500	1.0447
0.382	1.0439
LOW	1.0416
0.618	1.0378
1.000	1.0355
1.618	1.0317
2.618	1.0256
4.250	1.0157

Fisher Pivots for day following 27-Apr-2022
Pivot	1 day	3 day
R1	1.0447	1.0491
PP	1.0436	1.0466
S1	1.0426	1.0441

Download as Excel Spreadsheet

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

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