CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 21-Oct-2021
Day Change Summary
Previous Current
20-Oct-2021 21-Oct-2021 Change Change % Previous Week
Open 1.0873 1.0912 0.0039 0.4% 1.0816
High 1.0925 1.0945 0.0020 0.2% 1.0902
Low 1.0860 1.0912 0.0052 0.5% 1.0785
Close 1.0925 1.0930 0.0005 0.0% 1.0881
Range 0.0065 0.0033 -0.0032 -49.2% 0.0117
ATR 0.0052 0.0051 -0.0001 -2.6% 0.0000
Volume 22 53 31 140.9% 514
Daily Pivots for day following 21-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1028 1.1012 1.0948
R3 1.0995 1.0979 1.0939
R2 1.0962 1.0962 1.0936
R1 1.0946 1.0946 1.0933 1.0954
PP 1.0929 1.0929 1.0929 1.0933
S1 1.0913 1.0913 1.0927 1.0921
S2 1.0896 1.0896 1.0924
S3 1.0863 1.0880 1.0921
S4 1.0830 1.0847 1.0912
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 1.0945 1.0845 0.0100 0.9% 0.0044 0.4% 85% True False 60
10 1.0945 1.0785 0.0160 1.5% 0.0042 0.4% 91% True False 75
20 1.0945 1.0721 0.0224 2.0% 0.0043 0.4% 93% True False 42
40 1.1043 1.0721 0.0322 2.9% 0.0050 0.5% 65% False False 21
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1085
2.618 1.1031
1.618 1.0998
1.000 1.0978
0.618 1.0965
HIGH 1.0945
0.618 1.0932
0.500 1.0929
0.382 1.0925
LOW 1.0912
0.618 1.0892
1.000 1.0879
1.618 1.0859
2.618 1.0826
4.250 1.0772
Fisher Pivots for day following 21-Oct-2021
Pivot 1 day 3 day
R1 1.0930 1.0921
PP 1.0929 1.0912
S1 1.0929 1.0903

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.