CME Swiss Franc Future March 2022

Trading Metrics calculated at close of trading on 09-Nov-2021

Day Change Summary
	Previous	Current
	08-Nov-2021	09-Nov-2021	Change	Change %	Previous Week
Open	1.0996	1.1000	0.0004	0.0%	1.0963
High	1.0996	1.1024	0.0028	0.3%	1.1042
Low	1.0969	1.0980	0.0011	0.1%	1.0953
Close	1.0990	1.1024	0.0034	0.3%	1.0999
Range	0.0027	0.0044	0.0017	63.0%	0.0089
ATR	0.0049	0.0049	0.0000	-0.8%	0.0000
Volume	27	11	-16	-59.3%	108

Daily Pivots for day following 09-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1141	1.1127	1.1048
R3	1.1097	1.1083	1.1036
R2	1.1053	1.1053	1.1032
R1	1.1039	1.1039	1.1028	1.1046
PP	1.1009	1.1009	1.1009	1.1013
S1	1.0995	1.0995	1.1020	1.1002
S2	1.0965	1.0965	1.1016
S3	1.0921	1.0951	1.1012
S4	1.0877	1.0907	1.1000

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	1.1024	1.0953	0.0071	0.6%	0.0028	0.3%	100%	True	False	11
10	1.1042	1.0925	0.0117	1.1%	0.0046	0.4%	85%	False	False	49
20	1.1042	1.0811	0.0231	2.1%	0.0041	0.4%	92%	False	False	50
40	1.1042	1.0721	0.0321	2.9%	0.0046	0.4%	94%	False	False	34

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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1211
2.618	1.1139
1.618	1.1095
1.000	1.1068
0.618	1.1051
HIGH	1.1024
0.618	1.1007
0.500	1.1002
0.382	1.0997
LOW	1.0980
0.618	1.0953
1.000	1.0936
1.618	1.0909
2.618	1.0865
4.250	1.0793

Fisher Pivots for day following 09-Nov-2021
Pivot	1 day	3 day
R1	1.1017	1.1012
PP	1.1009	1.1000
S1	1.1002	1.0989

Download as Excel Spreadsheet

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

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