CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 27-Oct-2021
Day Change Summary
Previous Current
26-Oct-2021 27-Oct-2021 Change Change % Previous Week
Open 1.0905 1.0934 0.0029 0.3% 1.0879
High 1.0924 1.0946 0.0022 0.2% 1.0959
Low 1.0905 1.0931 0.0026 0.2% 1.0845
Close 1.0916 1.0944 0.0028 0.3% 1.0959
Range 0.0019 0.0015 -0.0004 -21.1% 0.0114
ATR 0.0046 0.0045 -0.0001 -2.5% 0.0000
Volume 9 9 0 0.0% 238
Daily Pivots for day following 27-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.0985 1.0980 1.0952
R3 1.0970 1.0965 1.0948
R2 1.0955 1.0955 1.0947
R1 1.0950 1.0950 1.0945 1.0953
PP 1.0940 1.0940 1.0940 1.0942
S1 1.0935 1.0935 1.0943 1.0938
S2 1.0925 1.0925 1.0941
S3 1.0910 1.0920 1.0940
S4 1.0895 1.0905 1.0936
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 1.0905 0.0054 0.5% 0.0023 0.2% 72% False False 17
10 1.0959 1.0845 0.0114 1.0% 0.0033 0.3% 87% False False 34
20 1.0959 1.0721 0.0238 2.2% 0.0036 0.3% 94% False False 42
40 1.1022 1.0721 0.0301 2.8% 0.0045 0.4% 74% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1010
2.618 1.0985
1.618 1.0970
1.000 1.0961
0.618 1.0955
HIGH 1.0946
0.618 1.0940
0.500 1.0939
0.382 1.0937
LOW 1.0931
0.618 1.0922
1.000 1.0916
1.618 1.0907
2.618 1.0892
4.250 1.0867
Fisher Pivots for day following 27-Oct-2021
Pivot 1 day 3 day
R1 1.0942 1.0939
PP 1.0940 1.0934
S1 1.0939 1.0930

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

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