CME Swiss Franc Future September 2022


Trading Metrics calculated at close of trading on 29-Apr-2022
Day Change Summary
Previous Current
28-Apr-2022 29-Apr-2022 Change Change % Previous Week
Open 1.0398 1.0400 0.0002 0.0% 1.0560
High 1.0414 1.0432 0.0018 0.2% 1.0565
Low 1.0339 1.0365 0.0026 0.3% 1.0339
Close 1.0381 1.0391 0.0010 0.1% 1.0391
Range 0.0075 0.0067 -0.0008 -10.7% 0.0226
ATR 0.0059 0.0059 0.0001 1.0% 0.0000
Volume 24 25 1 4.2% 69
Daily Pivots for day following 29-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.0597 1.0561 1.0428
R3 1.0530 1.0494 1.0409
R2 1.0463 1.0463 1.0403
R1 1.0427 1.0427 1.0397 1.0412
PP 1.0396 1.0396 1.0396 1.0388
S1 1.0360 1.0360 1.0385 1.0345
S2 1.0329 1.0329 1.0379
S3 1.0262 1.0293 1.0373
S4 1.0195 1.0226 1.0354
Weekly Pivots for week ending 29-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1110 1.0976 1.0515
R3 1.0884 1.0750 1.0453
R2 1.0658 1.0658 1.0432
R1 1.0524 1.0524 1.0412 1.0478
PP 1.0432 1.0432 1.0432 1.0409
S1 1.0298 1.0298 1.0370 1.0252
S2 1.0206 1.0206 1.0350
S3 0.9980 1.0072 1.0329
S4 0.9754 0.9846 1.0267
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0565 1.0339 0.0226 2.2% 0.0061 0.6% 23% False False 13
10 1.0696 1.0339 0.0357 3.4% 0.0064 0.6% 15% False False 29
20 1.0942 1.0339 0.0603 5.8% 0.0053 0.5% 9% False False 18
40 1.1007 1.0339 0.0668 6.4% 0.0047 0.5% 8% False False 16
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 False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0717
2.618 1.0607
1.618 1.0540
1.000 1.0499
0.618 1.0473
HIGH 1.0432
0.618 1.0406
0.500 1.0399
0.382 1.0391
LOW 1.0365
0.618 1.0324
1.000 1.0298
1.618 1.0257
2.618 1.0190
4.250 1.0080
Fisher Pivots for day following 29-Apr-2022
Pivot 1 day 3 day
R1 1.0399 1.0408
PP 1.0396 1.0402
S1 1.0394 1.0397

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

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