CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 15-Oct-2021
Day Change Summary
Previous Current
14-Oct-2021 15-Oct-2021 Change Change % Previous Week
Open 1.0896 1.0880 -0.0016 -0.1% 1.0816
High 1.0902 1.0883 -0.0019 -0.2% 1.0902
Low 1.0873 1.0845 -0.0028 -0.3% 1.0785
Close 1.0873 1.0881 0.0008 0.1% 1.0881
Range 0.0029 0.0038 0.0009 31.0% 0.0117
ATR 0.0053 0.0052 -0.0001 -2.0% 0.0000
Volume 5 69 64 1,280.0% 514
Daily Pivots for day following 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.0984 1.0970 1.0902
R3 1.0946 1.0932 1.0891
R2 1.0908 1.0908 1.0888
R1 1.0894 1.0894 1.0884 1.0901
PP 1.0870 1.0870 1.0870 1.0873
S1 1.0856 1.0856 1.0878 1.0863
S2 1.0832 1.0832 1.0874
S3 1.0794 1.0818 1.0871
S4 1.0756 1.0780 1.0860
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1207 1.1161 1.0945
R3 1.1090 1.1044 1.0913
R2 1.0973 1.0973 1.0902
R1 1.0927 1.0927 1.0892 1.0950
PP 1.0856 1.0856 1.0856 1.0868
S1 1.0810 1.0810 1.0870 1.0833
S2 1.0739 1.0739 1.0860
S3 1.0622 1.0693 1.0849
S4 1.0505 1.0576 1.0817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0902 1.0785 0.0117 1.1% 0.0040 0.4% 82% False False 102
10 1.0902 1.0785 0.0117 1.1% 0.0033 0.3% 82% False False 57
20 1.0902 1.0721 0.0181 1.7% 0.0047 0.4% 88% False False 31
40 1.1043 1.0721 0.0322 3.0% 0.0047 0.4% 50% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1045
2.618 1.0982
1.618 1.0944
1.000 1.0921
0.618 1.0906
HIGH 1.0883
0.618 1.0868
0.500 1.0864
0.382 1.0860
LOW 1.0845
0.618 1.0822
1.000 1.0807
1.618 1.0784
2.618 1.0746
4.250 1.0684
Fisher Pivots for day following 15-Oct-2021
Pivot 1 day 3 day
R1 1.0875 1.0873
PP 1.0870 1.0865
S1 1.0864 1.0857

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

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