CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 10-Sep-2021
Day Change Summary
Previous Current
09-Sep-2021 10-Sep-2021 Change Change % Previous Week
Open 1.0960 1.0965 0.0005 0.0% 1.0949
High 1.0968 1.0973 0.0005 0.0% 1.0973
Low 1.0901 1.0947 0.0046 0.4% 1.0885
Close 1.0960 1.0947 -0.0013 -0.1% 1.0947
Range 0.0067 0.0026 -0.0041 -61.2% 0.0088
ATR 0.0058 0.0055 -0.0002 -3.9% 0.0000
Volume 0 4 4 6
Daily Pivots for day following 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1034 1.1016 1.0961
R3 1.1008 1.0990 1.0954
R2 1.0982 1.0982 1.0952
R1 1.0964 1.0964 1.0949 1.0960
PP 1.0956 1.0956 1.0956 1.0954
S1 1.0938 1.0938 1.0945 1.0934
S2 1.0930 1.0930 1.0942
S3 1.0904 1.0912 1.0940
S4 1.0878 1.0886 1.0933
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1199 1.1161 1.0995
R3 1.1111 1.1073 1.0971
R2 1.1023 1.1023 1.0963
R1 1.0985 1.0985 1.0955 1.0960
PP 1.0935 1.0935 1.0935 1.0923
S1 1.0897 1.0897 1.0939 1.0872
S2 1.0847 1.0847 1.0931
S3 1.0759 1.0809 1.0923
S4 1.0671 1.0721 1.0899
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% 45% False False 1
10 1.1043 1.0885 0.0158 1.4% 0.0055 0.5% 39% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1084
2.618 1.1041
1.618 1.1015
1.000 1.0999
0.618 1.0989
HIGH 1.0973
0.618 1.0963
0.500 1.0960
0.382 1.0957
LOW 1.0947
0.618 1.0931
1.000 1.0921
1.618 1.0905
2.618 1.0879
4.250 1.0837
Fisher Pivots for day following 10-Sep-2021
Pivot 1 day 3 day
R1 1.0960 1.0941
PP 1.0956 1.0935
S1 1.0951 1.0929

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

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