CME Swiss Franc Future March 2022

Trading Metrics calculated at close of trading on 03-Sep-2021

Day Change Summary
	Previous	Current
	02-Sep-2021	03-Sep-2021	Change	Change %	Previous Week
Open	1.0989	1.1004	0.0015	0.1%	1.0968
High	1.0991	1.1022	0.0031	0.3%	1.1043
Low	1.0969	1.0979	0.0010	0.1%	1.0943
Close	1.0989	1.1004	0.0015	0.1%	1.1004
Range	0.0022	0.0043	0.0021	95.5%	0.0100
ATR
Volume

Daily Pivots for day following 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1131	1.1110	1.1028
R3	1.1088	1.1067	1.1016
R2	1.1045	1.1045	1.1012
R1	1.1024	1.1024	1.1008	1.1026
PP	1.1002	1.1002	1.1002	1.1002
S1	1.0981	1.0981	1.1000	1.0983
S2	1.0959	1.0959	1.0996
S3	1.0916	1.0938	1.0992
S4	1.0873	1.0895	1.0980

Weekly Pivots for week ending 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1297	1.1250	1.1059
R3	1.1197	1.1150	1.1032
R2	1.1097	1.1097	1.1022
R1	1.1050	1.1050	1.1013	1.1074
PP	1.0997	1.0997	1.0997	1.1008
S1	1.0950	1.0950	1.0995	1.0974
S2	1.0897	1.0897	1.0986
S3	1.0797	1.0850	1.0977
S4	1.0697	1.0750	1.0949

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1043	1.0943	0.0100	0.9%	0.0054	0.5%	61%	False	False
10	1.1043	1.0932	0.0111	1.0%	0.0045	0.4%	65%	False	False

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	1.1205
2.618	1.1135
1.618	1.1092
1.000	1.1065
0.618	1.1049
HIGH	1.1022
0.618	1.1006
0.500	1.1001
0.382	1.0995
LOW	1.0979
0.618	1.0952
1.000	1.0936
1.618	1.0909
2.618	1.0866
4.250	1.0796

Fisher Pivots for day following 03-Sep-2021
Pivot	1 day	3 day
R1	1.1003	1.0997
PP	1.1002	1.0990
S1	1.1001	1.0983

Download as Excel Spreadsheet

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

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