CME Swiss Franc Future September 2022


Trading Metrics calculated at close of trading on 02-May-2022
Day Change Summary
Previous Current
29-Apr-2022 02-May-2022 Change Change % Previous Week
Open 1.0400 1.0375 -0.0026 -0.2% 1.0560
High 1.0432 1.0375 -0.0058 -0.6% 1.0565
Low 1.0365 1.0308 -0.0058 -0.6% 1.0339
Close 1.0391 1.0308 -0.0084 -0.8% 1.0391
Range 0.0067 0.0067 0.0000 0.0% 0.0226
ATR 0.0059 0.0061 0.0002 2.9% 0.0000
Volume 25 9 -16 -64.0% 69
Daily Pivots for day following 02-May-2022
Classic Woodie Camarilla DeMark
R4 1.0531 1.0486 1.0344
R3 1.0464 1.0419 1.0326
R2 1.0397 1.0397 1.0320
R1 1.0352 1.0352 1.0314 1.0341
PP 1.0330 1.0330 1.0330 1.0324
S1 1.0285 1.0285 1.0301 1.0274
S2 1.0263 1.0263 1.0295
S3 1.0196 1.0218 1.0289
S4 1.0129 1.0151 1.0271
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 1.0540 1.0308 0.0233 2.3% 0.0065 0.6% 0% False True 14
10 1.0690 1.0308 0.0383 3.7% 0.0069 0.7% 0% False True 30
20 1.0920 1.0308 0.0613 5.9% 0.0053 0.5% 0% False True 17
40 1.0970 1.0308 0.0663 6.4% 0.0048 0.5% 0% False True 17
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.0659
2.618 1.0550
1.618 1.0483
1.000 1.0442
0.618 1.0416
HIGH 1.0375
0.618 1.0349
0.500 1.0341
0.382 1.0333
LOW 1.0308
0.618 1.0266
1.000 1.0241
1.618 1.0199
2.618 1.0132
4.250 1.0023
Fisher Pivots for day following 02-May-2022
Pivot 1 day 3 day
R1 1.0341 1.0370
PP 1.0330 1.0349
S1 1.0319 1.0328

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

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