CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 02-Nov-2021
Day Change Summary
Previous Current
01-Nov-2021 02-Nov-2021 Change Change % Previous Week
Open 1.0926 1.1012 0.0086 0.8% 1.0927
High 1.1017 1.1013 -0.0004 0.0% 1.0999
Low 1.0916 1.0940 0.0024 0.2% 1.0852
Close 1.1012 1.0951 -0.0061 -0.6% 1.0936
Range 0.0101 0.0073 -0.0028 -27.7% 0.0147
ATR 0.0066 0.0067 0.0000 0.7% 0.0000
Volume 27,846 26,084 -1,762 -6.3% 130,274
Daily Pivots for day following 02-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1187 1.1142 1.0991
R3 1.1114 1.1069 1.0971
R2 1.1041 1.1041 1.0964
R1 1.0996 1.0996 1.0958 1.0982
PP 1.0968 1.0968 1.0968 1.0961
S1 1.0923 1.0923 1.0944 1.0909
S2 1.0895 1.0895 1.0938
S3 1.0822 1.0850 1.0931
S4 1.0749 1.0777 1.0911
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1370 1.1300 1.1017
R3 1.1223 1.1153 1.0976
R2 1.1076 1.1076 1.0963
R1 1.1006 1.1006 1.0949 1.1041
PP 1.0929 1.0929 1.0929 1.0947
S1 1.0859 1.0859 1.0923 1.0894
S2 1.0782 1.0782 1.0909
S3 1.0635 1.0712 1.0896
S4 1.0488 1.0565 1.0855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1017 1.0878 0.0139 1.3% 0.0081 0.7% 53% False False 29,404
10 1.1017 1.0822 0.0195 1.8% 0.0068 0.6% 66% False False 24,664
20 1.1017 1.0754 0.0263 2.4% 0.0063 0.6% 75% False False 22,544
40 1.1017 1.0693 0.0324 3.0% 0.0065 0.6% 80% False False 23,482
60 1.1021 1.0693 0.0328 3.0% 0.0064 0.6% 79% False False 16,031
80 1.1124 1.0693 0.0431 3.9% 0.0062 0.6% 60% False False 12,036
100 1.1203 1.0693 0.0510 4.7% 0.0062 0.6% 51% False False 9,630
120 1.1255 1.0693 0.0562 5.1% 0.0061 0.6% 46% False False 8,027
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1323
2.618 1.1204
1.618 1.1131
1.000 1.1086
0.618 1.1058
HIGH 1.1013
0.618 1.0985
0.500 1.0977
0.382 1.0968
LOW 1.0940
0.618 1.0895
1.000 1.0867
1.618 1.0822
2.618 1.0749
4.250 1.0630
Fisher Pivots for day following 02-Nov-2021
Pivot 1 day 3 day
R1 1.0977 1.0964
PP 1.0968 1.0959
S1 1.0960 1.0955

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

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