CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 08-Sep-2021
Day Change Summary
Previous Current
07-Sep-2021 08-Sep-2021 Change Change % Previous Week
Open 1.0949 1.0913 -0.0036 -0.3% 1.0968
High 1.0949 1.0941 -0.0008 -0.1% 1.1043
Low 1.0929 1.0885 -0.0044 -0.4% 1.0943
Close 1.0932 1.0908 -0.0024 -0.2% 1.1004
Range 0.0020 0.0056 0.0036 180.0% 0.0100
ATR 0.0000 0.0057 0.0057 0.0000
Volume 1 1 0 0.0% 0
Daily Pivots for day following 08-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1079 1.1050 1.0939
R3 1.1023 1.0994 1.0923
R2 1.0967 1.0967 1.0918
R1 1.0938 1.0938 1.0913 1.0925
PP 1.0911 1.0911 1.0911 1.0905
S1 1.0882 1.0882 1.0903 1.0869
S2 1.0855 1.0855 1.0898
S3 1.0799 1.0826 1.0893
S4 1.0743 1.0770 1.0877
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 1.1022 1.0885 0.0137 1.3% 0.0039 0.4% 17% False True
10 1.1043 1.0885 0.0158 1.4% 0.0050 0.5% 15% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1179
2.618 1.1088
1.618 1.1032
1.000 1.0997
0.618 1.0976
HIGH 1.0941
0.618 1.0920
0.500 1.0913
0.382 1.0906
LOW 1.0885
0.618 1.0850
1.000 1.0829
1.618 1.0794
2.618 1.0738
4.250 1.0647
Fisher Pivots for day following 08-Sep-2021
Pivot 1 day 3 day
R1 1.0913 1.0954
PP 1.0911 1.0938
S1 1.0910 1.0923

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

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