CME Swiss Franc Future March 2022

Trading Metrics calculated at close of trading on 08-Nov-2021

Day Change Summary
	Previous	Current
	05-Nov-2021	08-Nov-2021	Change	Change %	Previous Week
Open	1.0966	1.0996	0.0030	0.3%	1.0963
High	1.1004	1.0996	-0.0008	-0.1%	1.1042
Low	1.0953	1.0969	0.0016	0.1%	1.0953
Close	1.0999	1.0990	-0.0009	-0.1%	1.0999
Range	0.0051	0.0027	-0.0024	-47.1%	0.0089
ATR	0.0051	0.0049	-0.0001	-2.9%	0.0000
Volume	7	27	20	285.7%	108

Daily Pivots for day following 08-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1066	1.1055	1.1005
R3	1.1039	1.1028	1.0997
R2	1.1012	1.1012	1.0995
R1	1.1001	1.1001	1.0992	1.0993
PP	1.0985	1.0985	1.0985	1.0981
S1	1.0974	1.0974	1.0988	1.0966
S2	1.0958	1.0958	1.0985
S3	1.0931	1.0947	1.0983
S4	1.0904	1.0920	1.0975

Weekly Pivots for week ending 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1265	1.1221	1.1048
R3	1.1176	1.1132	1.1023
R2	1.1087	1.1087	1.1015
R1	1.1043	1.1043	1.1007	1.1065
PP	1.0998	1.0998	1.0998	1.1009
S1	1.0954	1.0954	1.0991	1.0976
S2	1.0909	1.0909	1.0983
S3	1.0820	1.0865	1.0975
S4	1.0731	1.0776	1.0950

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1036	1.0953	0.0083	0.8%	0.0031	0.3%	45%	False	False	23
10	1.1042	1.0905	0.0137	1.2%	0.0043	0.4%	62%	False	False	49
20	1.1042	1.0785	0.0257	2.3%	0.0041	0.4%	80%	False	False	55
40	1.1042	1.0721	0.0321	2.9%	0.0046	0.4%	84%	False	False	34

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

Fibonacci Retracements and Extensions
4.250	1.1111
2.618	1.1067
1.618	1.1040
1.000	1.1023
0.618	1.1013
HIGH	1.0996
0.618	1.0986
0.500	1.0983
0.382	1.0979
LOW	1.0969
0.618	1.0952
1.000	1.0942
1.618	1.0925
2.618	1.0898
4.250	1.0854

Fisher Pivots for day following 08-Nov-2021
Pivot	1 day	3 day
R1	1.0988	1.0988
PP	1.0985	1.0985
S1	1.0983	1.0983

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