CME Swiss Franc Future September 2022


Trading Metrics calculated at close of trading on 04-May-2022
Day Change Summary
Previous Current
03-May-2022 04-May-2022 Change Change % Previous Week
Open 1.0316 1.0295 -0.0022 -0.2% 1.0560
High 1.0377 1.0370 -0.0007 -0.1% 1.0565
Low 1.0298 1.0260 -0.0038 -0.4% 1.0339
Close 1.0308 1.0352 0.0044 0.4% 1.0391
Range 0.0079 0.0110 0.0031 39.2% 0.0226
ATR 0.0062 0.0066 0.0003 5.5% 0.0000
Volume 15 33 18 120.0% 69
Daily Pivots for day following 04-May-2022
Classic Woodie Camarilla DeMark
R4 1.0657 1.0614 1.0412
R3 1.0547 1.0504 1.0382
R2 1.0437 1.0437 1.0372
R1 1.0394 1.0394 1.0362 1.0416
PP 1.0327 1.0327 1.0327 1.0338
S1 1.0284 1.0284 1.0341 1.0306
S2 1.0217 1.0217 1.0331
S3 1.0107 1.0174 1.0321
S4 0.9997 1.0064 1.0291
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 1.0432 1.0260 0.0172 1.7% 0.0080 0.8% 53% False True 21
10 1.0660 1.0260 0.0400 3.9% 0.0071 0.7% 23% False True 29
20 1.0860 1.0260 0.0600 5.8% 0.0060 0.6% 15% False True 19
40 1.0970 1.0260 0.0710 6.9% 0.0051 0.5% 13% False True 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0838
2.618 1.0658
1.618 1.0548
1.000 1.0480
0.618 1.0438
HIGH 1.0370
0.618 1.0328
0.500 1.0315
0.382 1.0302
LOW 1.0260
0.618 1.0192
1.000 1.0150
1.618 1.0082
2.618 0.9972
4.250 0.9793
Fisher Pivots for day following 04-May-2022
Pivot 1 day 3 day
R1 1.0339 1.0340
PP 1.0327 1.0329
S1 1.0315 1.0318

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

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