CME Swiss Franc Future March 2022

Trading Metrics calculated at close of trading on 25-Oct-2021

Day Change Summary
	Previous	Current
	22-Oct-2021	25-Oct-2021	Change	Change %	Previous Week
Open	1.0947	1.0954	0.0007	0.1%	1.0879
High	1.0959	1.0954	-0.0005	0.0%	1.0959
Low	1.0947	1.0918	-0.0029	-0.3%	1.0845
Close	1.0959	1.0918	-0.0041	-0.4%	1.0959
Range	0.0012	0.0036	0.0024	200.0%	0.0114
ATR	0.0049	0.0049	-0.0001	-1.2%	0.0000
Volume	3	15	12	400.0%	238

Daily Pivots for day following 25-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1038	1.1014	1.0938
R3	1.1002	1.0978	1.0928
R2	1.0966	1.0966	1.0925
R1	1.0942	1.0942	1.0921	1.0936
PP	1.0930	1.0930	1.0930	1.0927
S1	1.0906	1.0906	1.0915	1.0900
S2	1.0894	1.0894	1.0911
S3	1.0858	1.0870	1.0908
S4	1.0822	1.0834	1.0898

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	1.0860	0.0099	0.9%	0.0038	0.4%	59%	False	False	46
10	1.0959	1.0785	0.0174	1.6%	0.0040	0.4%	76%	False	False	62
20	1.0959	1.0721	0.0238	2.2%	0.0041	0.4%	83%	False	False	43
40	1.1043	1.0721	0.0322	2.9%	0.0048	0.4%	61%	False	False	22

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1107
2.618	1.1048
1.618	1.1012
1.000	1.0990
0.618	1.0976
HIGH	1.0954
0.618	1.0940
0.500	1.0936
0.382	1.0932
LOW	1.0918
0.618	1.0896
1.000	1.0882
1.618	1.0860
2.618	1.0824
4.250	1.0765

Fisher Pivots for day following 25-Oct-2021
Pivot	1 day	3 day
R1	1.0936	1.0936
PP	1.0930	1.0930
S1	1.0924	1.0924

Download as Excel Spreadsheet

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

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