CME Swiss Franc Future September 2022


Trading Metrics calculated at close of trading on 22-Apr-2022
Day Change Summary
Previous Current
21-Apr-2022 22-Apr-2022 Change Change % Previous Week
Open 1.0660 1.0568 -0.0092 -0.9% 1.0696
High 1.0660 1.0587 -0.0073 -0.7% 1.0696
Low 1.0569 1.0524 -0.0045 -0.4% 1.0524
Close 1.0586 1.0545 -0.0041 -0.4% 1.0545
Range 0.0091 0.0063 -0.0028 -30.8% 0.0172
ATR 0.0057 0.0057 0.0000 0.8% 0.0000
Volume 150 21 -129 -86.0% 223
Daily Pivots for day following 22-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.0741 1.0706 1.0580
R3 1.0678 1.0643 1.0562
R2 1.0615 1.0615 1.0557
R1 1.0580 1.0580 1.0551 1.0566
PP 1.0552 1.0552 1.0552 1.0545
S1 1.0517 1.0517 1.0539 1.0503
S2 1.0489 1.0489 1.0533
S3 1.0426 1.0454 1.0528
S4 1.0363 1.0391 1.0510
Weekly Pivots for week ending 22-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1104 1.0997 1.0640
R3 1.0932 1.0825 1.0592
R2 1.0760 1.0760 1.0577
R1 1.0653 1.0653 1.0561 1.0621
PP 1.0588 1.0588 1.0588 1.0572
S1 1.0481 1.0481 1.0529 1.0449
S2 1.0416 1.0416 1.0513
S3 1.0244 1.0309 1.0498
S4 1.0072 1.0137 1.0450
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0696 1.0524 0.0172 1.6% 0.0067 0.6% 12% False True 44
10 1.0860 1.0524 0.0336 3.2% 0.0060 0.6% 6% False True 25
20 1.0970 1.0524 0.0446 4.2% 0.0052 0.5% 5% False True 21
Crabel Price Patterns
NR True
NR4 True
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 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0855
2.618 1.0752
1.618 1.0689
1.000 1.0650
0.618 1.0626
HIGH 1.0587
0.618 1.0563
0.500 1.0556
0.382 1.0548
LOW 1.0524
0.618 1.0485
1.000 1.0461
1.618 1.0422
2.618 1.0359
4.250 1.0256
Fisher Pivots for day following 22-Apr-2022
Pivot 1 day 3 day
R1 1.0556 1.0597
PP 1.0552 1.0580
S1 1.0549 1.0562

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

View Archives - Comment on this page... - Back to Index of Symbols