CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 26-Oct-2021
Day Change Summary
Previous Current
25-Oct-2021 26-Oct-2021 Change Change % Previous Week
Open 1.0954 1.0905 -0.0049 -0.4% 1.0879
High 1.0954 1.0924 -0.0030 -0.3% 1.0959
Low 1.0918 1.0905 -0.0013 -0.1% 1.0845
Close 1.0918 1.0916 -0.0002 0.0% 1.0959
Range 0.0036 0.0019 -0.0017 -47.2% 0.0114
ATR 0.0049 0.0046 -0.0002 -4.3% 0.0000
Volume 15 9 -6 -40.0% 238
Daily Pivots for day following 26-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.0972 1.0963 1.0926
R3 1.0953 1.0944 1.0921
R2 1.0934 1.0934 1.0919
R1 1.0925 1.0925 1.0918 1.0930
PP 1.0915 1.0915 1.0915 1.0917
S1 1.0906 1.0906 1.0914 1.0911
S2 1.0896 1.0896 1.0913
S3 1.0877 1.0887 1.0911
S4 1.0858 1.0868 1.0906
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% 0.0033 0.3% 57% False False 20
10 1.0959 1.0811 0.0148 1.4% 0.0037 0.3% 71% False False 51
20 1.0959 1.0721 0.0238 2.2% 0.0039 0.4% 82% False False 43
40 1.1024 1.0721 0.0303 2.8% 0.0046 0.4% 64% False False 22
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1005
2.618 1.0974
1.618 1.0955
1.000 1.0943
0.618 1.0936
HIGH 1.0924
0.618 1.0917
0.500 1.0915
0.382 1.0912
LOW 1.0905
0.618 1.0893
1.000 1.0886
1.618 1.0874
2.618 1.0855
4.250 1.0824
Fisher Pivots for day following 26-Oct-2021
Pivot 1 day 3 day
R1 1.0916 1.0932
PP 1.0915 1.0927
S1 1.0915 1.0921

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

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