CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 22-Oct-2021
Day Change Summary
Previous Current
21-Oct-2021 22-Oct-2021 Change Change % Previous Week
Open 1.0912 1.0947 0.0035 0.3% 1.0879
High 1.0945 1.0959 0.0014 0.1% 1.0959
Low 1.0912 1.0947 0.0035 0.3% 1.0845
Close 1.0930 1.0959 0.0029 0.3% 1.0959
Range 0.0033 0.0012 -0.0021 -63.6% 0.0114
ATR 0.0051 0.0049 -0.0002 -3.1% 0.0000
Volume 53 3 -50 -94.3% 238
Daily Pivots for day following 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.0991 1.0987 1.0966
R3 1.0979 1.0975 1.0962
R2 1.0967 1.0967 1.0961
R1 1.0963 1.0963 1.0960 1.0965
PP 1.0955 1.0955 1.0955 1.0956
S1 1.0951 1.0951 1.0958 1.0953
S2 1.0943 1.0943 1.0957
S3 1.0931 1.0939 1.0956
S4 1.0919 1.0927 1.0952
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1263 1.1225 1.1022
R3 1.1149 1.1111 1.0990
R2 1.1035 1.1035 1.0980
R1 1.0997 1.0997 1.0969 1.1016
PP 1.0921 1.0921 1.0921 1.0931
S1 1.0883 1.0883 1.0949 1.0902
S2 1.0807 1.0807 1.0938
S3 1.0693 1.0769 1.0928
S4 1.0579 1.0655 1.0896
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0959 1.0845 0.0114 1.0% 0.0039 0.4% 100% True False 47
10 1.0959 1.0785 0.0174 1.6% 0.0039 0.4% 100% True False 75
20 1.0959 1.0721 0.0238 2.2% 0.0042 0.4% 100% True False 42
40 1.1043 1.0721 0.0322 2.9% 0.0050 0.5% 74% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 1.1010
2.618 1.0990
1.618 1.0978
1.000 1.0971
0.618 1.0966
HIGH 1.0959
0.618 1.0954
0.500 1.0953
0.382 1.0952
LOW 1.0947
0.618 1.0940
1.000 1.0935
1.618 1.0928
2.618 1.0916
4.250 1.0896
Fisher Pivots for day following 22-Oct-2021
Pivot 1 day 3 day
R1 1.0957 1.0943
PP 1.0955 1.0926
S1 1.0953 1.0910

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

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