CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 04-Oct-2021
Day Change Summary
Previous Current
01-Oct-2021 04-Oct-2021 Change Change % Previous Week
Open 1.0800 1.0857 0.0057 0.5% 1.0856
High 1.0818 1.0866 0.0048 0.4% 1.0868
Low 1.0756 1.0857 0.0101 0.9% 1.0721
Close 1.0796 1.0861 0.0065 0.6% 1.0796
Range 0.0062 0.0009 -0.0053 -85.5% 0.0147
ATR 0.0060 0.0061 0.0001 1.1% 0.0000
Volume 5 23 18 360.0% 46
Daily Pivots for day following 04-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.0888 1.0884 1.0866
R3 1.0879 1.0875 1.0863
R2 1.0870 1.0870 1.0863
R1 1.0866 1.0866 1.0862 1.0868
PP 1.0861 1.0861 1.0861 1.0863
S1 1.0857 1.0857 1.0860 1.0859
S2 1.0852 1.0852 1.0859
S3 1.0843 1.0848 1.0859
S4 1.0834 1.0839 1.0856
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1236 1.1163 1.0877
R3 1.1089 1.1016 1.0836
R2 1.0942 1.0942 1.0823
R1 1.0869 1.0869 1.0809 1.0832
PP 1.0795 1.0795 1.0795 1.0777
S1 1.0722 1.0722 1.0783 1.0685
S2 1.0648 1.0648 1.0769
S3 1.0501 1.0575 1.0756
S4 1.0354 1.0428 1.0715
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0866 1.0721 0.0145 1.3% 0.0052 0.5% 97% True False 13
10 1.0898 1.0721 0.0177 1.6% 0.0055 0.5% 79% False False 7
20 1.0973 1.0721 0.0252 2.3% 0.0055 0.5% 56% False False 4
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 0.0011
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0904
2.618 1.0890
1.618 1.0881
1.000 1.0875
0.618 1.0872
HIGH 1.0866
0.618 1.0863
0.500 1.0862
0.382 1.0860
LOW 1.0857
0.618 1.0851
1.000 1.0848
1.618 1.0842
2.618 1.0833
4.250 1.0819
Fisher Pivots for day following 04-Oct-2021
Pivot 1 day 3 day
R1 1.0862 1.0839
PP 1.0861 1.0816
S1 1.0861 1.0794

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.