CME Swiss Franc Future September 2022

Trading Metrics calculated at close of trading on 13-May-2022

Day Change Summary
	Previous	Current
	12-May-2022	13-May-2022	Change	Change %	Previous Week
Open	1.0126	1.0053	-0.0073	-0.7%	1.0178
High	1.0126	1.0089	-0.0038	-0.4%	1.0210
Low	1.0037	1.0036	-0.0001	0.0%	1.0036
Close	1.0037	1.0052	0.0016	0.2%	1.0052
Range	0.0090	0.0053	-0.0037	-40.8%	0.0175
ATR	0.0072	0.0071	-0.0001	-1.9%	0.0000
Volume	34	33	-1	-2.9%	335

Daily Pivots for day following 13-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0218	1.0188	1.0081
R3	1.0165	1.0135	1.0067
R2	1.0112	1.0112	1.0062
R1	1.0082	1.0082	1.0057	1.0070
PP	1.0059	1.0059	1.0059	1.0053
S1	1.0029	1.0029	1.0047	1.0017
S2	1.0006	1.0006	1.0042
S3	0.9953	0.9976	1.0037
S4	0.9900	0.9923	1.0023

Weekly Pivots for week ending 13-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0623	1.0512	1.0148
R3	1.0448	1.0337	1.0100
R2	1.0274	1.0274	1.0084
R1	1.0163	1.0163	1.0068	1.0131
PP	1.0099	1.0099	1.0099	1.0083
S1	0.9988	0.9988	1.0036	0.9957
S2	0.9925	0.9925	1.0020
S3	0.9750	0.9814	1.0004
S4	0.9576	0.9639	0.9956

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0210	1.0036	0.0175	1.7%	0.0056	0.6%	9%	False	True	67
10	1.0380	1.0036	0.0345	3.4%	0.0077	0.8%	5%	False	True	46
20	1.0696	1.0036	0.0661	6.6%	0.0071	0.7%	2%	False	True	37
40	1.0970	1.0036	0.0935	9.3%	0.0058	0.6%	2%	False	True	25

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0314
2.618	1.0227
1.618	1.0174
1.000	1.0142
0.618	1.0121
HIGH	1.0089
0.618	1.0068
0.500	1.0062
0.382	1.0056
LOW	1.0036
0.618	1.0003
1.000	0.9983
1.618	0.9950
2.618	0.9897
4.250	0.9810

Fisher Pivots for day following 13-May-2022
Pivot	1 day	3 day
R1	1.0062	1.0123
PP	1.0059	1.0099
S1	1.0055	1.0076

Download as Excel Spreadsheet

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

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