CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 07-Sep-2021
Day Change Summary
Previous Current
03-Sep-2021 07-Sep-2021 Change Change % Previous Week
Open 1.1004 1.0949 -0.0055 -0.5% 1.0968
High 1.1022 1.0949 -0.0073 -0.7% 1.1043
Low 1.0979 1.0929 -0.0050 -0.5% 1.0943
Close 1.1004 1.0932 -0.0072 -0.7% 1.1004
Range 0.0043 0.0020 -0.0023 -53.5% 0.0100
ATR
Volume 0 1 1 0
Daily Pivots for day following 07-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.0997 1.0984 1.0943
R3 1.0977 1.0964 1.0938
R2 1.0957 1.0957 1.0936
R1 1.0944 1.0944 1.0934 1.0941
PP 1.0937 1.0937 1.0937 1.0935
S1 1.0924 1.0924 1.0930 1.0921
S2 1.0917 1.0917 1.0928
S3 1.0897 1.0904 1.0927
S4 1.0877 1.0884 1.0921
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 1.1024 1.0929 0.0095 0.9% 0.0040 0.4% 3% False True
10 1.1043 1.0929 0.0114 1.0% 0.0047 0.4% 3% False True
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 0.0010
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1034
2.618 1.1001
1.618 1.0981
1.000 1.0969
0.618 1.0961
HIGH 1.0949
0.618 1.0941
0.500 1.0939
0.382 1.0937
LOW 1.0929
0.618 1.0917
1.000 1.0909
1.618 1.0897
2.618 1.0877
4.250 1.0844
Fisher Pivots for day following 07-Sep-2021
Pivot 1 day 3 day
R1 1.0939 1.0976
PP 1.0937 1.0961
S1 1.0934 1.0947

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

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