CME Swiss Franc Future September 2022

Trading Metrics calculated at close of trading on 09-May-2022

Day Change Summary
	Previous	Current
	06-May-2022	09-May-2022	Change	Change %	Previous Week
Open	1.0232	1.0178	-0.0054	-0.5%	1.0375
High	1.0260	1.0190	-0.0070	-0.7%	1.0380
Low	1.0196	1.0152	-0.0044	-0.4%	1.0196
Close	1.0207	1.0156	-0.0052	-0.5%	1.0207
Range	0.0064	0.0038	-0.0026	-40.6%	0.0184
ATR	0.0072	0.0071	-0.0001	-1.7%	0.0000
Volume	44	205	161	365.9%	126

Daily Pivots for day following 09-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0280	1.0256	1.0176
R3	1.0242	1.0218	1.0166
R2	1.0204	1.0204	1.0162
R1	1.0180	1.0180	1.0159	1.0173
PP	1.0166	1.0166	1.0166	1.0162
S1	1.0142	1.0142	1.0152	1.0135
S2	1.0128	1.0128	1.0149
S3	1.0090	1.0104	1.0145
S4	1.0052	1.0066	1.0135

Weekly Pivots for week ending 06-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0813	1.0694	1.0308
R3	1.0629	1.0510	1.0258
R2	1.0445	1.0445	1.0241
R1	1.0326	1.0326	1.0224	1.0294
PP	1.0261	1.0261	1.0261	1.0245
S1	1.0142	1.0142	1.0190	1.0110
S2	1.0077	1.0077	1.0173
S3	0.9893	0.9958	1.0156
S4	0.9709	0.9774	1.0106

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0380	1.0152	0.0228	2.2%	0.0092	0.9%	2%	False	True	64
10	1.0540	1.0152	0.0388	3.8%	0.0079	0.8%	1%	False	True	39
20	1.0860	1.0152	0.0708	7.0%	0.0069	0.7%	0%	False	True	32
40	1.0970	1.0152	0.0818	8.1%	0.0056	0.5%	0%	False	True	23

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.0352
2.618	1.0289
1.618	1.0251
1.000	1.0228
0.618	1.0213
HIGH	1.0190
0.618	1.0175
0.500	1.0171
0.382	1.0167
LOW	1.0152
0.618	1.0129
1.000	1.0114
1.618	1.0091
2.618	1.0053
4.250	0.9991

Fisher Pivots for day following 09-May-2022
Pivot	1 day	3 day
R1	1.0171	1.0266
PP	1.0166	1.0229
S1	1.0161	1.0192

Download as Excel Spreadsheet

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

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