CME Swiss Franc Future September 2022

Trading Metrics calculated at close of trading on 05-May-2022

Day Change Summary
	Previous	Current
	04-May-2022	05-May-2022	Change	Change %	Previous Week
Open	1.0295	1.0380	0.0086	0.8%	1.0560
High	1.0370	1.0380	0.0010	0.1%	1.0565
Low	1.0260	1.0209	-0.0051	-0.5%	1.0339
Close	1.0352	1.0210	-0.0142	-1.4%	1.0391
Range	0.0110	0.0171	0.0061	55.5%	0.0226
ATR	0.0066	0.0073	0.0008	11.5%	0.0000
Volume	33	25	-8	-24.2%	69

Daily Pivots for day following 05-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0779	1.0665	1.0304
R3	1.0608	1.0494	1.0257
R2	1.0437	1.0437	1.0241
R1	1.0323	1.0323	1.0225	1.0295
PP	1.0266	1.0266	1.0266	1.0252
S1	1.0152	1.0152	1.0194	1.0124
S2	1.0095	1.0095	1.0178
S3	0.9924	0.9981	1.0162
S4	0.9753	0.9810	1.0115

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	1.0209	0.0223	2.2%	0.0099	1.0%	0%	False	True	21
10	1.0587	1.0209	0.0378	3.7%	0.0079	0.8%	0%	False	True	17
20	1.0860	1.0209	0.0651	6.4%	0.0067	0.7%	0%	False	True	20
40	1.0970	1.0209	0.0761	7.5%	0.0055	0.5%	0%	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	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	1.1107
2.618	1.0828
1.618	1.0657
1.000	1.0551
0.618	1.0486
HIGH	1.0380
0.618	1.0315
0.500	1.0295
0.382	1.0274
LOW	1.0209
0.618	1.0103
1.000	1.0038
1.618	0.9932
2.618	0.9761
4.250	0.9482

Fisher Pivots for day following 05-May-2022
Pivot	1 day	3 day
R1	1.0295	1.0295
PP	1.0266	1.0266
S1	1.0238	1.0238

Download as Excel Spreadsheet

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

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