CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 12-Oct-2021
Day Change Summary
Previous Current
11-Oct-2021 12-Oct-2021 Change Change % Previous Week
Open 1.0816 1.0829 0.0013 0.1% 1.0857
High 1.0850 1.0829 -0.0021 -0.2% 1.0866
Low 1.0816 1.0785 -0.0031 -0.3% 1.0790
Close 1.0828 1.0788 -0.0040 -0.4% 1.0837
Range 0.0034 0.0044 0.0010 29.4% 0.0076
ATR 0.0053 0.0052 -0.0001 -1.2% 0.0000
Volume 140 123 -17 -12.1% 57
Daily Pivots for day following 12-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.0933 1.0904 1.0812
R3 1.0889 1.0860 1.0800
R2 1.0845 1.0845 1.0796
R1 1.0816 1.0816 1.0792 1.0809
PP 1.0801 1.0801 1.0801 1.0797
S1 1.0772 1.0772 1.0784 1.0765
S2 1.0757 1.0757 1.0780
S3 1.0713 1.0728 1.0776
S4 1.0669 1.0684 1.0764
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 1.0785 0.0065 0.6% 0.0037 0.3% 5% False True 59
10 1.0866 1.0721 0.0145 1.3% 0.0041 0.4% 46% False False 35
20 1.0963 1.0721 0.0242 2.2% 0.0051 0.5% 28% False False 19
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 0.0004
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1016
2.618 1.0944
1.618 1.0900
1.000 1.0873
0.618 1.0856
HIGH 1.0829
0.618 1.0812
0.500 1.0807
0.382 1.0802
LOW 1.0785
0.618 1.0758
1.000 1.0741
1.618 1.0714
2.618 1.0670
4.250 1.0598
Fisher Pivots for day following 12-Oct-2021
Pivot 1 day 3 day
R1 1.0807 1.0818
PP 1.0801 1.0808
S1 1.0794 1.0798

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

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