CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 20-Sep-2021
Day Change Summary
Previous Current
17-Sep-2021 20-Sep-2021 Change Change % Previous Week
Open 1.0844 1.0779 -0.0065 -0.6% 1.0965
High 1.0849 1.0834 -0.0015 -0.1% 1.0973
Low 1.0776 1.0766 -0.0010 -0.1% 1.0776
Close 1.0777 1.0828 0.0051 0.5% 1.0777
Range 0.0073 0.0068 -0.0005 -6.8% 0.0197
ATR 0.0060 0.0061 0.0001 0.9% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 20-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1013 1.0989 1.0865
R3 1.0945 1.0921 1.0847
R2 1.0877 1.0877 1.0840
R1 1.0853 1.0853 1.0834 1.0865
PP 1.0809 1.0809 1.0809 1.0816
S1 1.0785 1.0785 1.0822 1.0797
S2 1.0741 1.0741 1.0816
S3 1.0673 1.0717 1.0809
S4 1.0605 1.0649 1.0791
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1433 1.1302 1.0885
R3 1.1236 1.1105 1.0831
R2 1.1039 1.1039 1.0813
R1 1.0908 1.0908 1.0795 1.0875
PP 1.0842 1.0842 1.0842 1.0826
S1 1.0711 1.0711 1.0759 1.0678
S2 1.0645 1.0645 1.0741
S3 1.0448 1.0514 1.0723
S4 1.0251 1.0317 1.0669
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0963 1.0766 0.0197 1.8% 0.0058 0.5% 31% False True 1
10 1.0973 1.0766 0.0207 1.9% 0.0055 0.5% 30% False True 1
20 1.1043 1.0766 0.0277 2.6% 0.0050 0.5% 22% False True 1
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1123
2.618 1.1012
1.618 1.0944
1.000 1.0902
0.618 1.0876
HIGH 1.0834
0.618 1.0808
0.500 1.0800
0.382 1.0792
LOW 1.0766
0.618 1.0724
1.000 1.0698
1.618 1.0656
2.618 1.0588
4.250 1.0477
Fisher Pivots for day following 20-Sep-2021
Pivot 1 day 3 day
R1 1.0819 1.0847
PP 1.0809 1.0840
S1 1.0800 1.0834

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

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