CME Swiss Franc Future September 2022

Trading Metrics calculated at close of trading on 16-May-2022

Day Change Summary
	Previous	Current
	13-May-2022	16-May-2022	Change	Change %	Previous Week
Open	1.0053	1.0051	-0.0002	0.0%	1.0178
High	1.0089	1.0070	-0.0019	-0.2%	1.0210
Low	1.0036	1.0017	-0.0019	-0.2%	1.0036
Close	1.0052	1.0066	0.0014	0.1%	1.0052
Range	0.0053	0.0053	0.0000	0.0%	0.0175
ATR	0.0071	0.0070	-0.0001	-1.8%	0.0000
Volume	33	25	-8	-24.2%	335

Daily Pivots for day following 16-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0210	1.0191	1.0095
R3	1.0157	1.0138	1.0081
R2	1.0104	1.0104	1.0076
R1	1.0085	1.0085	1.0071	1.0095
PP	1.0051	1.0051	1.0051	1.0056
S1	1.0032	1.0032	1.0061	1.0042
S2	0.9998	0.9998	1.0056
S3	0.9945	0.9979	1.0051
S4	0.9892	0.9926	1.0037

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	1.0017	0.0193	1.9%	0.0059	0.6%	25%	False	True	31
10	1.0380	1.0017	0.0363	3.6%	0.0076	0.8%	13%	False	True	47
20	1.0690	1.0017	0.0673	6.7%	0.0073	0.7%	7%	False	True	38
40	1.0970	1.0017	0.0953	9.5%	0.0057	0.6%	5%	False	True	26

Crabel Price Patterns
NR	False
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	0.0015

Fibonacci Retracements and Extensions
4.250	1.0295
2.618	1.0209
1.618	1.0156
1.000	1.0123
0.618	1.0103
HIGH	1.0070
0.618	1.0050
0.500	1.0044
0.382	1.0037
LOW	1.0017
0.618	0.9984
1.000	0.9964
1.618	0.9931
2.618	0.9878
4.250	0.9792

Fisher Pivots for day following 16-May-2022
Pivot	1 day	3 day
R1	1.0059	1.0072
PP	1.0051	1.0070
S1	1.0044	1.0068

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