CME Swiss Franc Future September 2022

Trading Metrics calculated at close of trading on 12-May-2022

Day Change Summary
	Previous	Current
	11-May-2022	12-May-2022	Change	Change %	Previous Week
Open	1.0153	1.0126	-0.0027	-0.3%	1.0375
High	1.0210	1.0126	-0.0084	-0.8%	1.0380
Low	1.0137	1.0037	-0.0101	-1.0%	1.0196
Close	1.0155	1.0037	-0.0118	-1.2%	1.0207
Range	0.0073	0.0090	0.0017	22.6%	0.0184
ATR	0.0069	0.0072	0.0004	5.1%	0.0000
Volume	49	34	-15	-30.6%	126

Daily Pivots for day following 12-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0335	1.0275	1.0086
R3	1.0245	1.0186	1.0061
R2	1.0156	1.0156	1.0053
R1	1.0096	1.0096	1.0045	1.0081
PP	1.0066	1.0066	1.0066	1.0059
S1	1.0007	1.0007	1.0028	0.9992
S2	0.9977	0.9977	1.0020
S3	0.9887	0.9917	1.0012
S4	0.9798	0.9828	0.9987

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	1.0260	1.0037	0.0224	2.2%	0.0059	0.6%	0%	False	True	69
10	1.0432	1.0037	0.0396	3.9%	0.0079	0.8%	0%	False	True	45
20	1.0816	1.0037	0.0780	7.8%	0.0074	0.7%	0%	False	True	36
40	1.0970	1.0037	0.0934	9.3%	0.0059	0.6%	0%	False	True	25

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
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 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0506
2.618	1.0360
1.618	1.0271
1.000	1.0216
0.618	1.0181
HIGH	1.0126
0.618	1.0092
0.500	1.0081
0.382	1.0071
LOW	1.0037
0.618	0.9981
1.000	0.9947
1.618	0.9892
2.618	0.9802
4.250	0.9656

Fisher Pivots for day following 12-May-2022
Pivot	1 day	3 day
R1	1.0081	1.0123
PP	1.0066	1.0094
S1	1.0051	1.0065

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols