CME Swiss Franc Future September 2022


Trading Metrics calculated at close of trading on 04-Apr-2022
Day Change Summary
Previous Current
01-Apr-2022 04-Apr-2022 Change Change % Previous Week
Open 1.0892 1.0895 0.0003 0.0% 1.0810
High 1.0942 1.0895 -0.0047 -0.4% 1.0970
Low 1.0877 1.0895 0.0018 0.2% 1.0785
Close 1.0903 1.0895 -0.0008 -0.1% 1.0903
Range 0.0065 0.0000 -0.0065 -100.0% 0.0185
ATR 0.0054 0.0051 -0.0003 -6.1% 0.0000
Volume 30 8 -22 -73.3% 140
Daily Pivots for day following 04-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.0895 1.0895 1.0895
R3 1.0895 1.0895 1.0895
R2 1.0895 1.0895 1.0895
R1 1.0895 1.0895 1.0895 1.0895
PP 1.0895 1.0895 1.0895 1.0895
S1 1.0895 1.0895 1.0895 1.0895
S2 1.0895 1.0895 1.0895
S3 1.0895 1.0895 1.0895
S4 1.0895 1.0895 1.0895
Weekly Pivots for week ending 01-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1441 1.1357 1.1005
R3 1.1256 1.1172 1.0954
R2 1.1071 1.1071 1.0937
R1 1.0987 1.0987 1.0920 1.1029
PP 1.0886 1.0886 1.0886 1.0907
S1 1.0802 1.0802 1.0886 1.0844
S2 1.0701 1.0701 1.0869
S3 1.0516 1.0617 1.0852
S4 1.0331 1.0432 1.0801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0970 1.0785 0.0185 1.7% 0.0055 0.5% 59% False False 29
10 1.0970 1.0785 0.0185 1.7% 0.0043 0.4% 59% False False 21
20 1.0970 1.0711 0.0259 2.4% 0.0040 0.4% 71% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0895
2.618 1.0895
1.618 1.0895
1.000 1.0895
0.618 1.0895
HIGH 1.0895
0.618 1.0895
0.500 1.0895
0.382 1.0895
LOW 1.0895
0.618 1.0895
1.000 1.0895
1.618 1.0895
2.618 1.0895
4.250 1.0895
Fisher Pivots for day following 04-Apr-2022
Pivot 1 day 3 day
R1 1.0895 1.0924
PP 1.0895 1.0914
S1 1.0895 1.0905

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

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