CME Swiss Franc Future September 2022


Trading Metrics calculated at close of trading on 26-Apr-2022
Day Change Summary
Previous Current
25-Apr-2022 26-Apr-2022 Change Change % Previous Week
Open 1.0560 1.0528 -0.0032 -0.3% 1.0696
High 1.0565 1.0540 -0.0025 -0.2% 1.0696
Low 1.0520 1.0485 -0.0035 -0.3% 1.0524
Close 1.0520 1.0485 -0.0035 -0.3% 1.0545
Range 0.0045 0.0055 0.0010 22.2% 0.0172
ATR 0.0056 0.0056 0.0000 -0.2% 0.0000
Volume 4 9 5 125.0% 223
Daily Pivots for day following 26-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.0668 1.0632 1.0515
R3 1.0613 1.0577 1.0500
R2 1.0558 1.0558 1.0495
R1 1.0522 1.0522 1.0490 1.0513
PP 1.0503 1.0503 1.0503 1.0499
S1 1.0467 1.0467 1.0480 1.0458
S2 1.0448 1.0448 1.0475
S3 1.0393 1.0412 1.0470
S4 1.0338 1.0357 1.0455
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 1.0670 1.0485 0.0185 1.8% 0.0067 0.6% 0% False True 40
10 1.0860 1.0485 0.0375 3.6% 0.0063 0.6% 0% False True 25
20 1.0970 1.0485 0.0485 4.6% 0.0053 0.5% 0% False True 21
40 1.1020 1.0485 0.0535 5.1% 0.0043 0.4% 0% False True 15
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0774
2.618 1.0684
1.618 1.0629
1.000 1.0595
0.618 1.0574
HIGH 1.0540
0.618 1.0519
0.500 1.0513
0.382 1.0506
LOW 1.0485
0.618 1.0451
1.000 1.0430
1.618 1.0396
2.618 1.0341
4.250 1.0251
Fisher Pivots for day following 26-Apr-2022
Pivot 1 day 3 day
R1 1.0513 1.0536
PP 1.0503 1.0519
S1 1.0494 1.0502

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

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