CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 03-Nov-2021
Day Change Summary
Previous Current
02-Nov-2021 03-Nov-2021 Change Change % Previous Week
Open 1.1030 1.1024 -0.0006 -0.1% 1.0954
High 1.1036 1.1024 -0.0012 -0.1% 1.1020
Low 1.0976 1.1024 0.0048 0.4% 1.0905
Close 1.0981 1.1024 0.0043 0.4% 1.0967
Range 0.0060 0.0000 -0.0060 -100.0% 0.0115
ATR 0.0053 0.0053 -0.0001 -1.4% 0.0000
Volume 74 0 -74 -100.0% 372
Daily Pivots for day following 03-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1024 1.1024 1.1024
R3 1.1024 1.1024 1.1024
R2 1.1024 1.1024 1.1024
R1 1.1024 1.1024 1.1024 1.1024
PP 1.1024 1.1024 1.1024 1.1024
S1 1.1024 1.1024 1.1024 1.1024
S2 1.1024 1.1024 1.1024
S3 1.1024 1.1024 1.1024
S4 1.1024 1.1024 1.1024
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 1.0925 0.0117 1.1% 0.0060 0.5% 85% False False 85
10 1.1042 1.0905 0.0137 1.2% 0.0042 0.4% 87% False False 51
20 1.1042 1.0785 0.0257 2.3% 0.0042 0.4% 93% False False 61
40 1.1042 1.0721 0.0321 2.9% 0.0048 0.4% 94% False False 33
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 1.1024
2.618 1.1024
1.618 1.1024
1.000 1.1024
0.618 1.1024
HIGH 1.1024
0.618 1.1024
0.500 1.1024
0.382 1.1024
LOW 1.1024
0.618 1.1024
1.000 1.1024
1.618 1.1024
2.618 1.1024
4.250 1.1024
Fisher Pivots for day following 03-Nov-2021
Pivot 1 day 3 day
R1 1.1024 1.1017
PP 1.1024 1.1009
S1 1.1024 1.1002

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

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