CME Swiss Franc Future March 2022

Trading Metrics calculated at close of trading on 19-Oct-2021

Day Change Summary
	Previous	Current
	18-Oct-2021	19-Oct-2021	Change	Change %	Previous Week
Open	1.0879	1.0887	0.0008	0.1%	1.0816
High	1.0882	1.0929	0.0047	0.4%	1.0902
Low	1.0845	1.0883	0.0038	0.4%	1.0785
Close	1.0878	1.0883	0.0005	0.0%	1.0881
Range	0.0037	0.0046	0.0009	24.3%	0.0117
ATR	0.0051	0.0051	0.0000	0.0%	0.0000
Volume	22	138	116	527.3%	514

Daily Pivots for day following 19-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1036	1.1006	1.0908
R3	1.0990	1.0960	1.0896
R2	1.0944	1.0944	1.0891
R1	1.0914	1.0914	1.0887	1.0906
PP	1.0898	1.0898	1.0898	1.0895
S1	1.0868	1.0868	1.0879	1.0860
S2	1.0852	1.0852	1.0875
S3	1.0806	1.0822	1.0870
S4	1.0760	1.0776	1.0858

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	1.0929	1.0811	0.0118	1.1%	0.0041	0.4%	61%	True	False	82
10	1.0929	1.0785	0.0144	1.3%	0.0039	0.4%	68%	True	False	70
20	1.0929	1.0721	0.0208	1.9%	0.0045	0.4%	78%	True	False	39
40	1.1043	1.0721	0.0322	3.0%	0.0049	0.4%	50%	False	False	20

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0003
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1125
2.618	1.1049
1.618	1.1003
1.000	1.0975
0.618	1.0957
HIGH	1.0929
0.618	1.0911
0.500	1.0906
0.382	1.0901
LOW	1.0883
0.618	1.0855
1.000	1.0837
1.618	1.0809
2.618	1.0763
4.250	1.0688

Fisher Pivots for day following 19-Oct-2021
Pivot	1 day	3 day
R1	1.0906	1.0887
PP	1.0898	1.0886
S1	1.0891	1.0884

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