CME Swiss Franc Future September 2022

Trading Metrics calculated at close of trading on 11-May-2022

Day Change Summary
	Previous	Current
	10-May-2022	11-May-2022	Change	Change %	Previous Week
Open	1.0156	1.0153	-0.0003	0.0%	1.0375
High	1.0158	1.0210	0.0052	0.5%	1.0380
Low	1.0130	1.0137	0.0007	0.1%	1.0196
Close	1.0131	1.0155	0.0024	0.2%	1.0207
Range	0.0028	0.0073	0.0045	160.7%	0.0184
ATR	0.0068	0.0069	0.0001	1.2%	0.0000
Volume	14	49	35	250.0%	126

Daily Pivots for day following 11-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0386	1.0343	1.0195
R3	1.0313	1.0270	1.0175
R2	1.0240	1.0240	1.0168
R1	1.0197	1.0197	1.0161	1.0219
PP	1.0167	1.0167	1.0167	1.0178
S1	1.0124	1.0124	1.0148	1.0146
S2	1.0094	1.0094	1.0141
S3	1.0021	1.0051	1.0134
S4	0.9948	0.9978	1.0114

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	1.0130	0.0250	2.5%	0.0075	0.7%	10%	False	False	67
10	1.0432	1.0130	0.0302	3.0%	0.0077	0.8%	8%	False	False	44
20	1.0817	1.0130	0.0687	6.8%	0.0071	0.7%	4%	False	False	34
40	1.0970	1.0130	0.0840	8.3%	0.0056	0.6%	3%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0520
2.618	1.0401
1.618	1.0328
1.000	1.0283
0.618	1.0255
HIGH	1.0210
0.618	1.0182
0.500	1.0174
0.382	1.0165
LOW	1.0137
0.618	1.0092
1.000	1.0064
1.618	1.0019
2.618	0.9946
4.250	0.9827

Fisher Pivots for day following 11-May-2022
Pivot	1 day	3 day
R1	1.0174	1.0170
PP	1.0167	1.0165
S1	1.0161	1.0160

Download as Excel Spreadsheet

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

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