CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 05-Nov-2021
Day Change Summary
Previous Current
04-Nov-2021 05-Nov-2021 Change Change % Previous Week
Open 1.1013 1.0966 -0.0047 -0.4% 1.0963
High 1.1013 1.1004 -0.0009 -0.1% 1.1042
Low 1.0994 1.0953 -0.0041 -0.4% 1.0953
Close 1.0998 1.0999 0.0001 0.0% 1.0999
Range 0.0019 0.0051 0.0032 168.4% 0.0089
ATR 0.0051 0.0051 0.0000 0.0% 0.0000
Volume 11 7 -4 -36.4% 108
Daily Pivots for day following 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1138 1.1120 1.1027
R3 1.1087 1.1069 1.1013
R2 1.1036 1.1036 1.1008
R1 1.1018 1.1018 1.1004 1.1027
PP 1.0985 1.0985 1.0985 1.0990
S1 1.0967 1.0967 1.0994 1.0976
S2 1.0934 1.0934 1.0990
S3 1.0883 1.0916 1.0985
S4 1.0832 1.0865 1.0971
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1265 1.1221 1.1048
R3 1.1176 1.1132 1.1023
R2 1.1087 1.1087 1.1015
R1 1.1043 1.1043 1.1007 1.1065
PP 1.0998 1.0998 1.0998 1.1009
S1 1.0954 1.0954 1.0991 1.0976
S2 1.0909 1.0909 1.0983
S3 1.0820 1.0865 1.0975
S4 1.0731 1.0776 1.0950
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1042 1.0953 0.0089 0.8% 0.0042 0.4% 52% False True 21
10 1.1042 1.0905 0.0137 1.2% 0.0044 0.4% 69% False False 48
20 1.1042 1.0785 0.0257 2.3% 0.0042 0.4% 83% False False 61
40 1.1042 1.0721 0.0321 2.9% 0.0047 0.4% 87% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1221
2.618 1.1138
1.618 1.1087
1.000 1.1055
0.618 1.1036
HIGH 1.1004
0.618 1.0985
0.500 1.0979
0.382 1.0972
LOW 1.0953
0.618 1.0921
1.000 1.0902
1.618 1.0870
2.618 1.0819
4.250 1.0736
Fisher Pivots for day following 05-Nov-2021
Pivot 1 day 3 day
R1 1.0992 1.0996
PP 1.0985 1.0992
S1 1.0979 1.0989

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

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