CME Swiss Franc Future March 2022

Trading Metrics calculated at close of trading on 01-Nov-2021

Day Change Summary
	Previous	Current
	29-Oct-2021	01-Nov-2021	Change	Change %	Previous Week
Open	1.1011	1.0963	-0.0048	-0.4%	1.0954
High	1.1020	1.1042	0.0022	0.2%	1.1020
Low	1.0944	1.0961	0.0017	0.2%	1.0905
Close	1.0967	1.1042	0.0075	0.7%	1.0967
Range	0.0076	0.0081	0.0005	6.6%	0.0115
ATR	0.0050	0.0052	0.0002	4.4%	0.0000
Volume	265	16	-249	-94.0%	372

Daily Pivots for day following 01-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1258	1.1231	1.1087
R3	1.1177	1.1150	1.1064
R2	1.1096	1.1096	1.1057
R1	1.1069	1.1069	1.1049	1.1083
PP	1.1015	1.1015	1.1015	1.1022
S1	1.0988	1.0988	1.1035	1.1002
S2	1.0934	1.0934	1.1027
S3	1.0853	1.0907	1.1020
S4	1.0772	1.0826	1.0997

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	1.1042	1.0905	0.0137	1.2%	0.0055	0.5%	100%	True	False	74
10	1.1042	1.0860	0.0182	1.6%	0.0047	0.4%	100%	True	False	60
20	1.1042	1.0785	0.0257	2.3%	0.0041	0.4%	100%	True	False	58
40	1.1042	1.0721	0.0321	2.9%	0.0048	0.4%	100%	True	False	31

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1386
2.618	1.1254
1.618	1.1173
1.000	1.1123
0.618	1.1092
HIGH	1.1042
0.618	1.1011
0.500	1.1002
0.382	1.0992
LOW	1.0961
0.618	1.0911
1.000	1.0880
1.618	1.0830
2.618	1.0749
4.250	1.0617

Fisher Pivots for day following 01-Nov-2021
Pivot	1 day	3 day
R1	1.1029	1.1023
PP	1.1015	1.1003
S1	1.1002	1.0984

Download as Excel Spreadsheet

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

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