CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 06-Oct-2021
Day Change Summary
Previous Current
05-Oct-2021 06-Oct-2021 Change Change % Previous Week
Open 1.0839 1.0800 -0.0039 -0.4% 1.0856
High 1.0839 1.0825 -0.0014 -0.1% 1.0868
Low 1.0823 1.0790 -0.0033 -0.3% 1.0721
Close 1.0823 1.0823 0.0000 0.0% 1.0796
Range 0.0016 0.0035 0.0019 118.8% 0.0147
ATR 0.0059 0.0058 -0.0002 -2.9% 0.0000
Volume 1 15 14 1,400.0% 46
Daily Pivots for day following 06-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.0918 1.0905 1.0842
R3 1.0883 1.0870 1.0833
R2 1.0848 1.0848 1.0829
R1 1.0835 1.0835 1.0826 1.0842
PP 1.0813 1.0813 1.0813 1.0816
S1 1.0800 1.0800 1.0820 1.0807
S2 1.0778 1.0778 1.0817
S3 1.0743 1.0765 1.0813
S4 1.0708 1.0730 1.0804
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1236 1.1163 1.0877
R3 1.1089 1.1016 1.0836
R2 1.0942 1.0942 1.0823
R1 1.0869 1.0869 1.0809 1.0832
PP 1.0795 1.0795 1.0795 1.0777
S1 1.0722 1.0722 1.0783 1.0685
S2 1.0648 1.0648 1.0769
S3 1.0501 1.0575 1.0756
S4 1.0354 1.0428 1.0715
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0866 1.0721 0.0145 1.3% 0.0036 0.3% 70% False False 10
10 1.0896 1.0721 0.0175 1.6% 0.0048 0.4% 58% False False 8
20 1.0973 1.0721 0.0252 2.3% 0.0054 0.5% 40% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0974
2.618 1.0917
1.618 1.0882
1.000 1.0860
0.618 1.0847
HIGH 1.0825
0.618 1.0812
0.500 1.0808
0.382 1.0803
LOW 1.0790
0.618 1.0768
1.000 1.0755
1.618 1.0733
2.618 1.0698
4.250 1.0641
Fisher Pivots for day following 06-Oct-2021
Pivot 1 day 3 day
R1 1.0818 1.0828
PP 1.0813 1.0826
S1 1.0808 1.0825

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

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