CME Swiss Franc Future March 2022

Trading Metrics calculated at close of trading on 10-Nov-2021

Day Change Summary
	Previous	Current
	09-Nov-2021	10-Nov-2021	Change	Change %	Previous Week
Open	1.1000	1.1000	0.0000	0.0%	1.0963
High	1.1024	1.1005	-0.0019	-0.2%	1.1042
Low	1.0980	1.0932	-0.0048	-0.4%	1.0953
Close	1.1024	1.0936	-0.0088	-0.8%	1.0999
Range	0.0044	0.0073	0.0029	65.9%	0.0089
ATR	0.0049	0.0052	0.0003	6.3%	0.0000
Volume	11	28	17	154.5%	108

Daily Pivots for day following 10-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1177	1.1129	1.0976
R3	1.1104	1.1056	1.0956
R2	1.1031	1.1031	1.0949
R1	1.0983	1.0983	1.0943	1.0971
PP	1.0958	1.0958	1.0958	1.0951
S1	1.0910	1.0910	1.0929	1.0898
S2	1.0885	1.0885	1.0923
S3	1.0812	1.0837	1.0916
S4	1.0739	1.0764	1.0896

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	1.0932	0.0092	0.8%	0.0043	0.4%	4%	False	True	16
10	1.1042	1.0925	0.0117	1.1%	0.0052	0.5%	9%	False	False	51
20	1.1042	1.0845	0.0197	1.8%	0.0042	0.4%	46%	False	False	42
40	1.1042	1.0721	0.0321	2.9%	0.0047	0.4%	67%	False	False	35

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1315
2.618	1.1196
1.618	1.1123
1.000	1.1078
0.618	1.1050
HIGH	1.1005
0.618	1.0977
0.500	1.0969
0.382	1.0960
LOW	1.0932
0.618	1.0887
1.000	1.0859
1.618	1.0814
2.618	1.0741
4.250	1.0622

Fisher Pivots for day following 10-Nov-2021
Pivot	1 day	3 day
R1	1.0969	1.0978
PP	1.0958	1.0964
S1	1.0947	1.0950

Download as Excel Spreadsheet

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

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