CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 11-Oct-2021
Day Change Summary
Previous Current
08-Oct-2021 11-Oct-2021 Change Change % Previous Week
Open 1.0800 1.0816 0.0016 0.1% 1.0857
High 1.0838 1.0850 0.0012 0.1% 1.0866
Low 1.0800 1.0816 0.0016 0.1% 1.0790
Close 1.0837 1.0828 -0.0009 -0.1% 1.0837
Range 0.0038 0.0034 -0.0004 -10.5% 0.0076
ATR 0.0055 0.0053 -0.0001 -2.7% 0.0000
Volume 4 140 136 3,400.0% 57
Daily Pivots for day following 11-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.0933 1.0915 1.0847
R3 1.0899 1.0881 1.0837
R2 1.0865 1.0865 1.0834
R1 1.0847 1.0847 1.0831 1.0856
PP 1.0831 1.0831 1.0831 1.0836
S1 1.0813 1.0813 1.0825 1.0822
S2 1.0797 1.0797 1.0822
S3 1.0763 1.0779 1.0819
S4 1.0729 1.0745 1.0809
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1059 1.1024 1.0879
R3 1.0983 1.0948 1.0858
R2 1.0907 1.0907 1.0851
R1 1.0872 1.0872 1.0844 1.0852
PP 1.0831 1.0831 1.0831 1.0821
S1 1.0796 1.0796 1.0830 1.0776
S2 1.0755 1.0755 1.0823
S3 1.0679 1.0720 1.0816
S4 1.0603 1.0644 1.0795
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0850 1.0790 0.0060 0.6% 0.0031 0.3% 63% True False 34
10 1.0866 1.0721 0.0145 1.3% 0.0042 0.4% 74% False False 23
20 1.0963 1.0721 0.0242 2.2% 0.0050 0.5% 44% False False 12
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0995
2.618 1.0939
1.618 1.0905
1.000 1.0884
0.618 1.0871
HIGH 1.0850
0.618 1.0837
0.500 1.0833
0.382 1.0829
LOW 1.0816
0.618 1.0795
1.000 1.0782
1.618 1.0761
2.618 1.0727
4.250 1.0672
Fisher Pivots for day following 11-Oct-2021
Pivot 1 day 3 day
R1 1.0833 1.0827
PP 1.0831 1.0826
S1 1.0830 1.0825

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

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