CME Swiss Franc Future March 2022

Trading Metrics calculated at close of trading on 29-Oct-2021

Day Change Summary
	Previous	Current
	28-Oct-2021	29-Oct-2021	Change	Change %	Previous Week
Open	1.0946	1.1011	0.0065	0.6%	1.0954
High	1.1010	1.1020	0.0010	0.1%	1.1020
Low	1.0925	1.0944	0.0019	0.2%	1.0905
Close	1.1010	1.0967	-0.0043	-0.4%	1.0967
Range	0.0085	0.0076	-0.0009	-10.6%	0.0115
ATR	0.0048	0.0050	0.0002	4.1%	0.0000
Volume	74	265	191	258.1%	372

Daily Pivots for day following 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1205	1.1162	1.1009
R3	1.1129	1.1086	1.0988
R2	1.1053	1.1053	1.0981
R1	1.1010	1.1010	1.0974	1.0994
PP	1.0977	1.0977	1.0977	1.0969
S1	1.0934	1.0934	1.0960	1.0918
S2	1.0901	1.0901	1.0953
S3	1.0825	1.0858	1.0946
S4	1.0749	1.0782	1.0925

Weekly Pivots for week ending 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1309	1.1253	1.1030
R3	1.1194	1.1138	1.0999
R2	1.1079	1.1079	1.0988
R1	1.1023	1.1023	1.0978	1.1051
PP	1.0964	1.0964	1.0964	1.0978
S1	1.0908	1.0908	1.0956	1.0936
S2	1.0849	1.0849	1.0946
S3	1.0734	1.0793	1.0935
S4	1.0619	1.0678	1.0904

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1020	1.0905	0.0115	1.0%	0.0046	0.4%	54%	True	False	74
10	1.1020	1.0845	0.0175	1.6%	0.0042	0.4%	70%	True	False	61
20	1.1020	1.0785	0.0235	2.1%	0.0038	0.3%	77%	True	False	59
40	1.1022	1.0721	0.0301	2.7%	0.0047	0.4%	82%	False	False	31

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	True
Stretch	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1343
2.618	1.1219
1.618	1.1143
1.000	1.1096
0.618	1.1067
HIGH	1.1020
0.618	1.0991
0.500	1.0982
0.382	1.0973
LOW	1.0944
0.618	1.0897
1.000	1.0868
1.618	1.0821
2.618	1.0745
4.250	1.0621

Fisher Pivots for day following 29-Oct-2021
Pivot	1 day	3 day
R1	1.0982	1.0973
PP	1.0977	1.0971
S1	1.0972	1.0969

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols