CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 16-Sep-2021
Day Change Summary
Previous Current
15-Sep-2021 16-Sep-2021 Change Change % Previous Week
Open 1.0922 1.0870 -0.0052 -0.5% 1.0949
High 1.0963 1.0927 -0.0036 -0.3% 1.0973
Low 1.0919 1.0831 -0.0088 -0.8% 1.0885
Close 1.0922 1.0838 -0.0084 -0.8% 1.0947
Range 0.0044 0.0096 0.0052 118.2% 0.0088
ATR 0.0056 0.0059 0.0003 5.0% 0.0000
Volume 0 4 4 6
Daily Pivots for day following 16-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1153 1.1092 1.0891
R3 1.1057 1.0996 1.0864
R2 1.0961 1.0961 1.0856
R1 1.0900 1.0900 1.0847 1.0883
PP 1.0865 1.0865 1.0865 1.0857
S1 1.0804 1.0804 1.0829 1.0787
S2 1.0769 1.0769 1.0820
S3 1.0673 1.0708 1.0812
S4 1.0577 1.0612 1.0785
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1199 1.1161 1.0995
R3 1.1111 1.1073 1.0971
R2 1.1023 1.1023 1.0963
R1 1.0985 1.0985 1.0955 1.0960
PP 1.0935 1.0935 1.0935 1.0923
S1 1.0897 1.0897 1.0939 1.0872
S2 1.0847 1.0847 1.0931
S3 1.0759 1.0809 1.0923
S4 1.0671 1.0721 1.0899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0973 1.0831 0.0142 1.3% 0.0053 0.5% 5% False True 2
10 1.1022 1.0831 0.0191 1.8% 0.0047 0.4% 4% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1335
2.618 1.1178
1.618 1.1082
1.000 1.1023
0.618 1.0986
HIGH 1.0927
0.618 1.0890
0.500 1.0879
0.382 1.0868
LOW 1.0831
0.618 1.0772
1.000 1.0735
1.618 1.0676
2.618 1.0580
4.250 1.0423
Fisher Pivots for day following 16-Sep-2021
Pivot 1 day 3 day
R1 1.0879 1.0897
PP 1.0865 1.0877
S1 1.0852 1.0858

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

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