CME Swiss Franc Future March 2022

Trading Metrics calculated at close of trading on 02-Sep-2021

Day Change Summary
	Previous	Current
	01-Sep-2021	02-Sep-2021	Change	Change %	Previous Week
Open	1.0984	1.0989	0.0005	0.0%	1.1021
High	1.0996	1.0991	-0.0005	0.0%	1.1037
Low	1.0943	1.0969	0.0026	0.2%	1.0932
Close	1.0984	1.0989	0.0005	0.0%	1.1032
Range	0.0053	0.0022	-0.0031	-58.5%	0.0105
ATR
Volume

Daily Pivots for day following 02-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1049	1.1041	1.1001
R3	1.1027	1.1019	1.0995
R2	1.1005	1.1005	1.0993
R1	1.0997	1.0997	1.0991	1.1000
PP	1.0983	1.0983	1.0983	1.0985
S1	1.0975	1.0975	1.0987	1.0978
S2	1.0961	1.0961	1.0985
S3	1.0939	1.0953	1.0983
S4	1.0917	1.0931	1.0977

Weekly Pivots for week ending 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1315	1.1279	1.1090
R3	1.1210	1.1174	1.1061
R2	1.1105	1.1105	1.1051
R1	1.1069	1.1069	1.1042	1.1087
PP	1.1000	1.1000	1.1000	1.1010
S1	1.0964	1.0964	1.1022	1.0982
S2	1.0895	1.0895	1.1013
S3	1.0790	1.0859	1.1003
S4	1.0685	1.0754	1.0974

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1043	1.0932	0.0111	1.0%	0.0067	0.6%	51%	False	False
10	1.1043	1.0932	0.0111	1.0%	0.0044	0.4%	51%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1085
2.618	1.1049
1.618	1.1027
1.000	1.1013
0.618	1.1005
HIGH	1.0991
0.618	1.0983
0.500	1.0980
0.382	1.0977
LOW	1.0969
0.618	1.0955
1.000	1.0947
1.618	1.0933
2.618	1.0911
4.250	1.0876

Fisher Pivots for day following 02-Sep-2021
Pivot	1 day	3 day
R1	1.0986	1.0987
PP	1.0983	1.0985
S1	1.0980	1.0984

Download as Excel Spreadsheet

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

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