CME Swiss Franc Future September 2022


Trading Metrics calculated at close of trading on 16-Mar-2022
Day Change Summary
Previous Current
15-Mar-2022 16-Mar-2022 Change Change % Previous Week
Open 1.0752 1.0711 -0.0041 -0.4% 1.0947
High 1.0752 1.0711 -0.0041 -0.4% 1.0961
Low 1.0715 1.0711 -0.0004 0.0% 1.0795
Close 1.0715 1.0711 -0.0004 0.0% 1.0795
Range 0.0037 0.0000 -0.0037 -100.0% 0.0166
ATR 0.0000 0.0046 0.0046 0.0000
Volume 1 0 -1 -100.0% 82
Daily Pivots for day following 16-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.0711 1.0711 1.0711
R3 1.0711 1.0711 1.0711
R2 1.0711 1.0711 1.0711
R1 1.0711 1.0711 1.0711 1.0711
PP 1.0711 1.0711 1.0711 1.0711
S1 1.0711 1.0711 1.0711 1.0711
S2 1.0711 1.0711 1.0711
S3 1.0711 1.0711 1.0711
S4 1.0711 1.0711 1.0711
Weekly Pivots for week ending 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1348 1.1238 1.0886
R3 1.1182 1.1072 1.0841
R2 1.1016 1.1016 1.0825
R1 1.0906 1.0906 1.0810 1.0878
PP 1.0850 1.0850 1.0850 1.0837
S1 1.0740 1.0740 1.0780 1.0712
S2 1.0684 1.0684 1.0765
S3 1.0518 1.0574 1.0749
S4 1.0352 1.0408 1.0704
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0850 1.0711 0.0139 1.3% 0.0026 0.2% 0% False True 3
10 1.1007 1.0711 0.0296 2.8% 0.0027 0.2% 0% False True 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0004
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0711
2.618 1.0711
1.618 1.0711
1.000 1.0711
0.618 1.0711
HIGH 1.0711
0.618 1.0711
0.500 1.0711
0.382 1.0711
LOW 1.0711
0.618 1.0711
1.000 1.0711
1.618 1.0711
2.618 1.0711
4.250 1.0711
Fisher Pivots for day following 16-Mar-2022
Pivot 1 day 3 day
R1 1.0711 1.0753
PP 1.0711 1.0739
S1 1.0711 1.0725

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

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