CME Swiss Franc Future September 2022

Trading Metrics calculated at close of trading on 18-May-2022

Day Change Summary
	Previous	Current
	17-May-2022	18-May-2022	Change	Change %	Previous Week
Open	1.0060	1.0099	0.0039	0.4%	1.0178
High	1.0160	1.0210	0.0050	0.5%	1.0210
Low	1.0060	1.0099	0.0039	0.4%	1.0036
Close	1.0142	1.0207	0.0065	0.6%	1.0052
Range	0.0100	0.0112	0.0012	11.5%	0.0175
ATR	0.0072	0.0075	0.0003	3.9%	0.0000
Volume	38	50	12	31.6%	335

Daily Pivots for day following 18-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0506	1.0468	1.0268
R3	1.0395	1.0356	1.0237
R2	1.0283	1.0283	1.0227
R1	1.0245	1.0245	1.0217	1.0264
PP	1.0172	1.0172	1.0172	1.0181
S1	1.0133	1.0133	1.0196	1.0153
S2	1.0060	1.0060	1.0186
S3	0.9949	1.0022	1.0176
S4	0.9837	0.9910	1.0145

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%	0.0081	0.8%	98%	True	False	36
10	1.0380	1.0017	0.0363	3.6%	0.0078	0.8%	52%	False	False	51
20	1.0660	1.0017	0.0643	6.3%	0.0075	0.7%	29%	False	False	40
40	1.0970	1.0017	0.0953	9.3%	0.0061	0.6%	20%	False	False	27

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.0684
2.618	1.0502
1.618	1.0390
1.000	1.0322
0.618	1.0279
HIGH	1.0210
0.618	1.0167
0.500	1.0154
0.382	1.0141
LOW	1.0099
0.618	1.0030
1.000	0.9987
1.618	0.9918
2.618	0.9807
4.250	0.9625

Fisher Pivots for day following 18-May-2022
Pivot	1 day	3 day
R1	1.0189	1.0176
PP	1.0172	1.0145
S1	1.0154	1.0114

Download as Excel Spreadsheet

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

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