CME Swiss Franc Future September 2022


Trading Metrics calculated at close of trading on 10-May-2022
Day Change Summary
Previous Current
09-May-2022 10-May-2022 Change Change % Previous Week
Open 1.0178 1.0156 -0.0022 -0.2% 1.0375
High 1.0190 1.0158 -0.0032 -0.3% 1.0380
Low 1.0152 1.0130 -0.0022 -0.2% 1.0196
Close 1.0156 1.0131 -0.0025 -0.2% 1.0207
Range 0.0038 0.0028 -0.0010 -26.3% 0.0184
ATR 0.0071 0.0068 -0.0003 -4.3% 0.0000
Volume 205 14 -191 -93.2% 126
Daily Pivots for day following 10-May-2022
Classic Woodie Camarilla DeMark
R4 1.0224 1.0205 1.0146
R3 1.0196 1.0177 1.0138
R2 1.0168 1.0168 1.0136
R1 1.0149 1.0149 1.0133 1.0144
PP 1.0140 1.0140 1.0140 1.0137
S1 1.0121 1.0121 1.0128 1.0116
S2 1.0112 1.0112 1.0125
S3 1.0084 1.0093 1.0123
S4 1.0056 1.0065 1.0115
Weekly Pivots for week ending 06-May-2022
Classic Woodie Camarilla DeMark
R4 1.0813 1.0694 1.0308
R3 1.0629 1.0510 1.0258
R2 1.0445 1.0445 1.0241
R1 1.0326 1.0326 1.0224 1.0294
PP 1.0261 1.0261 1.0261 1.0245
S1 1.0142 1.0142 1.0190 1.0110
S2 1.0077 1.0077 1.0173
S3 0.9893 0.9958 1.0156
S4 0.9709 0.9774 1.0106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0380 1.0130 0.0250 2.5% 0.0082 0.8% 0% False True 64
10 1.0477 1.0130 0.0347 3.4% 0.0076 0.8% 0% False True 40
20 1.0860 1.0130 0.0730 7.2% 0.0069 0.7% 0% False True 32
40 1.0970 1.0130 0.0840 8.3% 0.0055 0.5% 0% False True 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0015
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.0277
2.618 1.0231
1.618 1.0203
1.000 1.0186
0.618 1.0175
HIGH 1.0158
0.618 1.0147
0.500 1.0144
0.382 1.0141
LOW 1.0130
0.618 1.0113
1.000 1.0102
1.618 1.0085
2.618 1.0057
4.250 1.0011
Fisher Pivots for day following 10-May-2022
Pivot 1 day 3 day
R1 1.0144 1.0195
PP 1.0140 1.0174
S1 1.0135 1.0152

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

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