CME Swiss Franc Future September 2022


Trading Metrics calculated at close of trading on 19-May-2022
Day Change Summary
Previous Current
18-May-2022 19-May-2022 Change Change % Previous Week
Open 1.0099 1.0209 0.0111 1.1% 1.0178
High 1.0210 1.0390 0.0180 1.8% 1.0210
Low 1.0099 1.0209 0.0111 1.1% 1.0036
Close 1.0207 1.0386 0.0180 1.8% 1.0052
Range 0.0112 0.0181 0.0070 62.3% 0.0175
ATR 0.0075 0.0083 0.0008 10.4% 0.0000
Volume 50 166 116 232.0% 335
Daily Pivots for day following 19-May-2022
Classic Woodie Camarilla DeMark
R4 1.0871 1.0810 1.0486
R3 1.0690 1.0629 1.0436
R2 1.0509 1.0509 1.0419
R1 1.0448 1.0448 1.0403 1.0479
PP 1.0328 1.0328 1.0328 1.0344
S1 1.0267 1.0267 1.0369 1.0298
S2 1.0147 1.0147 1.0353
S3 0.9966 1.0086 1.0336
S4 0.9785 0.9905 1.0286
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 1.0390 1.0017 0.0373 3.6% 0.0100 1.0% 99% True False 62
10 1.0390 1.0017 0.0373 3.6% 0.0079 0.8% 99% True False 65
20 1.0587 1.0017 0.0570 5.5% 0.0079 0.8% 65% False False 41
40 1.0970 1.0017 0.0953 9.2% 0.0065 0.6% 39% False False 31
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 59 trading days
Fibonacci Retracements and Extensions
4.250 1.1159
2.618 1.0864
1.618 1.0683
1.000 1.0571
0.618 1.0502
HIGH 1.0390
0.618 1.0321
0.500 1.0300
0.382 1.0278
LOW 1.0209
0.618 1.0097
1.000 1.0028
1.618 0.9916
2.618 0.9735
4.250 0.9440
Fisher Pivots for day following 19-May-2022
Pivot 1 day 3 day
R1 1.0357 1.0332
PP 1.0328 1.0279
S1 1.0300 1.0225

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

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