CME Swiss Franc Future September 2022


Trading Metrics calculated at close of trading on 28-Apr-2022
Day Change Summary
Previous Current
27-Apr-2022 28-Apr-2022 Change Change % Previous Week
Open 1.0472 1.0398 -0.0074 -0.7% 1.0696
High 1.0477 1.0414 -0.0063 -0.6% 1.0696
Low 1.0416 1.0339 -0.0077 -0.7% 1.0524
Close 1.0416 1.0381 -0.0035 -0.3% 1.0545
Range 0.0061 0.0075 0.0014 23.0% 0.0172
ATR 0.0057 0.0059 0.0001 2.5% 0.0000
Volume 7 24 17 242.9% 223
Daily Pivots for day following 28-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.0603 1.0567 1.0422
R3 1.0528 1.0492 1.0402
R2 1.0453 1.0453 1.0395
R1 1.0417 1.0417 1.0388 1.0398
PP 1.0378 1.0378 1.0378 1.0368
S1 1.0342 1.0342 1.0374 1.0323
S2 1.0303 1.0303 1.0367
S3 1.0228 1.0267 1.0360
S4 1.0153 1.0192 1.0340
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 1.0587 1.0339 0.0248 2.4% 0.0060 0.6% 17% False True 13
10 1.0816 1.0339 0.0477 4.6% 0.0069 0.7% 9% False True 27
20 1.0970 1.0339 0.0631 6.1% 0.0053 0.5% 7% False True 18
40 1.1007 1.0339 0.0668 6.4% 0.0046 0.4% 6% False True 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0733
2.618 1.0610
1.618 1.0535
1.000 1.0489
0.618 1.0460
HIGH 1.0414
0.618 1.0385
0.500 1.0377
0.382 1.0368
LOW 1.0339
0.618 1.0293
1.000 1.0264
1.618 1.0218
2.618 1.0143
4.250 1.0020
Fisher Pivots for day following 28-Apr-2022
Pivot 1 day 3 day
R1 1.0380 1.0440
PP 1.0378 1.0420
S1 1.0377 1.0401

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

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