CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 04-Nov-2021
Day Change Summary
Previous Current
03-Nov-2021 04-Nov-2021 Change Change % Previous Week
Open 1.1024 1.1013 -0.0011 -0.1% 1.0954
High 1.1024 1.1013 -0.0011 -0.1% 1.1020
Low 1.1024 1.0994 -0.0030 -0.3% 1.0905
Close 1.1024 1.0998 -0.0026 -0.2% 1.0967
Range 0.0000 0.0019 0.0019 0.0115
ATR 0.0053 0.0051 -0.0002 -3.1% 0.0000
Volume 0 11 11 372
Daily Pivots for day following 04-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1059 1.1047 1.1008
R3 1.1040 1.1028 1.1003
R2 1.1021 1.1021 1.1001
R1 1.1009 1.1009 1.1000 1.1006
PP 1.1002 1.1002 1.1002 1.1000
S1 1.0990 1.0990 1.0996 1.0987
S2 1.0983 1.0983 1.0995
S3 1.0964 1.0971 1.0993
S4 1.0945 1.0952 1.0988
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1309 1.1253 1.1030
R3 1.1194 1.1138 1.0999
R2 1.1079 1.1079 1.0988
R1 1.1023 1.1023 1.0978 1.1051
PP 1.0964 1.0964 1.0964 1.0978
S1 1.0908 1.0908 1.0956 1.0936
S2 1.0849 1.0849 1.0946
S3 1.0734 1.0793 1.0935
S4 1.0619 1.0678 1.0904
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1042 1.0944 0.0098 0.9% 0.0047 0.4% 55% False False 73
10 1.1042 1.0905 0.0137 1.2% 0.0040 0.4% 68% False False 47
20 1.1042 1.0785 0.0257 2.3% 0.0041 0.4% 83% False False 61
40 1.1042 1.0721 0.0321 2.9% 0.0046 0.4% 86% False False 33
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1094
2.618 1.1063
1.618 1.1044
1.000 1.1032
0.618 1.1025
HIGH 1.1013
0.618 1.1006
0.500 1.1004
0.382 1.1001
LOW 1.0994
0.618 1.0982
1.000 1.0975
1.618 1.0963
2.618 1.0944
4.250 1.0913
Fisher Pivots for day following 04-Nov-2021
Pivot 1 day 3 day
R1 1.1004 1.1006
PP 1.1002 1.1003
S1 1.1000 1.1001

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

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