CME Swiss Franc Future December 2022

Trading Metrics calculated at close of trading on 26-May-2022

Day Change Summary
	Previous	Current
	25-May-2022	26-May-2022	Change	Change %	Previous Week
Open	1.0548	1.0570	0.0023	0.2%	1.0144
High	1.0548	1.0580	0.0033	0.3%	1.0472
Low	1.0548	1.0570	0.0023	0.2%	1.0144
Close	1.0548	1.0572	0.0024	0.2%	1.0402
Range	0.0000	0.0010	0.0010		0.0329
ATR
Volume	0	3	3		53

Daily Pivots for day following 26-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0604	1.0598	1.0577
R3	1.0594	1.0588	1.0574
R2	1.0584	1.0584	1.0573
R1	1.0578	1.0578	1.0572	1.0581
PP	1.0574	1.0574	1.0574	1.0575
S1	1.0568	1.0568	1.0571	1.0571
S2	1.0564	1.0564	1.0570
S3	1.0554	1.0558	1.0569
S4	1.0544	1.0548	1.0566

Weekly Pivots for week ending 20-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1325	1.1192	1.0582
R3	1.0996	1.0863	1.0492
R2	1.0668	1.0668	1.0462
R1	1.0535	1.0535	1.0432	1.0601
PP	1.0339	1.0339	1.0339	1.0372
S1	1.0206	1.0206	1.0371	1.0273
S2	1.0011	1.0011	1.0341
S3	0.9682	0.9878	1.0311
S4	0.9354	0.9549	1.0221

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0590	1.0401	0.0190	1.8%	0.0036	0.3%	90%	False	False	6
10	1.0590	1.0144	0.0447	4.2%	0.0034	0.3%	96%	False	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0623
2.618	1.0606
1.618	1.0596
1.000	1.0590
0.618	1.0586
HIGH	1.0580
0.618	1.0576
0.500	1.0575
0.382	1.0574
LOW	1.0570
0.618	1.0564
1.000	1.0560
1.618	1.0554
2.618	1.0544
4.250	1.0528

Fisher Pivots for day following 26-May-2022
Pivot	1 day	3 day
R1	1.0575	1.0571
PP	1.0574	1.0570
S1	1.0573	1.0569

Download as Excel Spreadsheet

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

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