CME Swiss Franc Future March 2022

Trading Metrics calculated at close of trading on 30-Sep-2021

Day Change Summary
	Previous	Current
	29-Sep-2021	30-Sep-2021	Change	Change %	Previous Week
Open	1.0821	1.0771	-0.0050	-0.5%	1.0779
High	1.0822	1.0780	-0.0042	-0.4%	1.0898
Low	1.0739	1.0721	-0.0018	-0.2%	1.0766
Close	1.0748	1.0769	0.0021	0.2%	1.0858
Range	0.0083	0.0059	-0.0024	-28.9%	0.0132
ATR	0.0060	0.0060	0.0000	-0.2%	0.0000
Volume	23	8	-15	-65.2%	9

Daily Pivots for day following 30-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.0934	1.0910	1.0801
R3	1.0875	1.0851	1.0785
R2	1.0816	1.0816	1.0780
R1	1.0792	1.0792	1.0774	1.0775
PP	1.0757	1.0757	1.0757	1.0748
S1	1.0733	1.0733	1.0764	1.0716
S2	1.0698	1.0698	1.0758
S3	1.0639	1.0674	1.0753
S4	1.0580	1.0615	1.0737

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1237	1.1179	1.0931
R3	1.1105	1.1047	1.0894
R2	1.0973	1.0973	1.0882
R1	1.0915	1.0915	1.0870	1.0944
PP	1.0841	1.0841	1.0841	1.0855
S1	1.0783	1.0783	1.0846	1.0812
S2	1.0709	1.0709	1.0834
S3	1.0577	1.0651	1.0822
S4	1.0445	1.0519	1.0785

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0891	1.0721	0.0170	1.6%	0.0058	0.5%	28%	False	True	8
10	1.0898	1.0721	0.0177	1.6%	0.0062	0.6%	27%	False	True	5
20	1.1022	1.0721	0.0301	2.8%	0.0055	0.5%	16%	False	True	3

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1031
2.618	1.0934
1.618	1.0875
1.000	1.0839
0.618	1.0816
HIGH	1.0780
0.618	1.0757
0.500	1.0751
0.382	1.0744
LOW	1.0721
0.618	1.0685
1.000	1.0662
1.618	1.0626
2.618	1.0567
4.250	1.0470

Fisher Pivots for day following 30-Sep-2021
Pivot	1 day	3 day
R1	1.0763	1.0785
PP	1.0757	1.0780
S1	1.0751	1.0774

Download as Excel Spreadsheet

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

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