CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 09-Sep-2021
Day Change Summary
Previous Current
08-Sep-2021 09-Sep-2021 Change Change % Previous Week
Open 1.0913 1.0960 0.0047 0.4% 1.0968
High 1.0941 1.0968 0.0027 0.2% 1.1043
Low 1.0885 1.0901 0.0016 0.1% 1.0943
Close 1.0908 1.0960 0.0052 0.5% 1.1004
Range 0.0056 0.0067 0.0011 19.6% 0.0100
ATR 0.0057 0.0058 0.0001 1.3% 0.0000
Volume 1 0 -1 -100.0% 0
Daily Pivots for day following 09-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1144 1.1119 1.0997
R3 1.1077 1.1052 1.0978
R2 1.1010 1.1010 1.0972
R1 1.0985 1.0985 1.0966 1.0994
PP 1.0943 1.0943 1.0943 1.0947
S1 1.0918 1.0918 1.0954 1.0927
S2 1.0876 1.0876 1.0948
S3 1.0809 1.0851 1.0942
S4 1.0742 1.0784 1.0923
Weekly Pivots for week ending 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1297 1.1250 1.1059
R3 1.1197 1.1150 1.1032
R2 1.1097 1.1097 1.1022
R1 1.1050 1.1050 1.1013 1.1074
PP 1.0997 1.0997 1.0997 1.1008
S1 1.0950 1.0950 1.0995 1.0974
S2 1.0897 1.0897 1.0986
S3 1.0797 1.0850 1.0977
S4 1.0697 1.0750 1.0949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1022 1.0885 0.0137 1.3% 0.0042 0.4% 55% False False
10 1.1043 1.0885 0.0158 1.4% 0.0054 0.5% 47% False False
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 0.0012
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1253
2.618 1.1143
1.618 1.1076
1.000 1.1035
0.618 1.1009
HIGH 1.0968
0.618 1.0942
0.500 1.0935
0.382 1.0927
LOW 1.0901
0.618 1.0860
1.000 1.0834
1.618 1.0793
2.618 1.0726
4.250 1.0616
Fisher Pivots for day following 09-Sep-2021
Pivot 1 day 3 day
R1 1.0952 1.0949
PP 1.0943 1.0938
S1 1.0935 1.0927

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

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