CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 20-Oct-2021
Day Change Summary
Previous Current
19-Oct-2021 20-Oct-2021 Change Change % Previous Week
Open 1.0887 1.0873 -0.0014 -0.1% 1.0816
High 1.0929 1.0925 -0.0004 0.0% 1.0902
Low 1.0883 1.0860 -0.0023 -0.2% 1.0785
Close 1.0883 1.0925 0.0042 0.4% 1.0881
Range 0.0046 0.0065 0.0019 41.3% 0.0117
ATR 0.0051 0.0052 0.0001 2.0% 0.0000
Volume 138 22 -116 -84.1% 514
Daily Pivots for day following 20-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1098 1.1077 1.0961
R3 1.1033 1.1012 1.0943
R2 1.0968 1.0968 1.0937
R1 1.0947 1.0947 1.0931 1.0958
PP 1.0903 1.0903 1.0903 1.0909
S1 1.0882 1.0882 1.0919 1.0893
S2 1.0838 1.0838 1.0913
S3 1.0773 1.0817 1.0907
S4 1.0708 1.0752 1.0889
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 1.0845 0.0084 0.8% 0.0043 0.4% 95% False False 51
10 1.0929 1.0785 0.0144 1.3% 0.0042 0.4% 97% False False 71
20 1.0929 1.0721 0.0208 1.9% 0.0045 0.4% 98% False False 40
40 1.1043 1.0721 0.0322 2.9% 0.0050 0.5% 63% False False 20
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 0.0003
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.1201
2.618 1.1095
1.618 1.1030
1.000 1.0990
0.618 1.0965
HIGH 1.0925
0.618 1.0900
0.500 1.0893
0.382 1.0885
LOW 1.0860
0.618 1.0820
1.000 1.0795
1.618 1.0755
2.618 1.0690
4.250 1.0584
Fisher Pivots for day following 20-Oct-2021
Pivot 1 day 3 day
R1 1.0914 1.0912
PP 1.0903 1.0900
S1 1.0893 1.0887

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

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