CME Swiss Franc Future March 2022

Trading Metrics calculated at close of trading on 28-Oct-2021

Day Change Summary
	Previous	Current
	27-Oct-2021	28-Oct-2021	Change	Change %	Previous Week
Open	1.0934	1.0946	0.0012	0.1%	1.0879
High	1.0946	1.1010	0.0064	0.6%	1.0959
Low	1.0931	1.0925	-0.0006	-0.1%	1.0845
Close	1.0944	1.1010	0.0066	0.6%	1.0959
Range	0.0015	0.0085	0.0070	466.7%	0.0114
ATR	0.0045	0.0048	0.0003	6.3%	0.0000
Volume	9	74	65	722.2%	238

Daily Pivots for day following 28-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1237	1.1208	1.1057
R3	1.1152	1.1123	1.1033
R2	1.1067	1.1067	1.1026
R1	1.1038	1.1038	1.1018	1.1053
PP	1.0982	1.0982	1.0982	1.0989
S1	1.0953	1.0953	1.1002	1.0968
S2	1.0897	1.0897	1.0994
S3	1.0812	1.0868	1.0987
S4	1.0727	1.0783	1.0963

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	1.1010	1.0905	0.0105	1.0%	0.0033	0.3%	100%	True	False	22
10	1.1010	1.0845	0.0165	1.5%	0.0039	0.4%	100%	True	False	41
20	1.1010	1.0756	0.0254	2.3%	0.0037	0.3%	100%	True	False	46
40	1.1022	1.0721	0.0301	2.7%	0.0046	0.4%	96%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	1.1371
2.618	1.1233
1.618	1.1148
1.000	1.1095
0.618	1.1063
HIGH	1.1010
0.618	1.0978
0.500	1.0968
0.382	1.0957
LOW	1.0925
0.618	1.0872
1.000	1.0840
1.618	1.0787
2.618	1.0702
4.250	1.0564

Fisher Pivots for day following 28-Oct-2021
Pivot	1 day	3 day
R1	1.0996	1.0993
PP	1.0982	1.0975
S1	1.0968	1.0958

Download as Excel Spreadsheet

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

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