CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 12-Nov-2021
Day Change Summary
Previous Current
11-Nov-2021 12-Nov-2021 Change Change % Previous Week
Open 1.0928 1.0882 -0.0046 -0.4% 1.0996
High 1.0928 1.0908 -0.0020 -0.2% 1.1024
Low 1.0880 1.0869 -0.0011 -0.1% 1.0869
Close 1.0886 1.0901 0.0015 0.1% 1.0901
Range 0.0048 0.0039 -0.0009 -18.8% 0.0155
ATR 0.0052 0.0051 -0.0001 -1.8% 0.0000
Volume 16 99 83 518.8% 181
Daily Pivots for day following 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1010 1.0994 1.0922
R3 1.0971 1.0955 1.0912
R2 1.0932 1.0932 1.0908
R1 1.0916 1.0916 1.0905 1.0924
PP 1.0893 1.0893 1.0893 1.0897
S1 1.0877 1.0877 1.0897 1.0885
S2 1.0854 1.0854 1.0894
S3 1.0815 1.0838 1.0890
S4 1.0776 1.0799 1.0880
Weekly Pivots for week ending 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1396 1.1304 1.0986
R3 1.1241 1.1149 1.0944
R2 1.1086 1.1086 1.0929
R1 1.0994 1.0994 1.0915 1.0963
PP 1.0931 1.0931 1.0931 1.0916
S1 1.0839 1.0839 1.0887 1.0808
S2 1.0776 1.0776 1.0873
S3 1.0621 1.0684 1.0858
S4 1.0466 1.0529 1.0816
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1024 1.0869 0.0155 1.4% 0.0046 0.4% 21% False True 36
10 1.1042 1.0869 0.0173 1.6% 0.0044 0.4% 18% False True 28
20 1.1042 1.0845 0.0197 1.8% 0.0043 0.4% 28% False False 44
40 1.1042 1.0721 0.0321 2.9% 0.0045 0.4% 56% False False 38
60 1.1043 1.0721 0.0322 3.0% 0.0046 0.4% 56% False False 25
Crabel Price Patterns
NR True
NR4 True
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 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1074
2.618 1.1010
1.618 1.0971
1.000 1.0947
0.618 1.0932
HIGH 1.0908
0.618 1.0893
0.500 1.0889
0.382 1.0884
LOW 1.0869
0.618 1.0845
1.000 1.0830
1.618 1.0806
2.618 1.0767
4.250 1.0703
Fisher Pivots for day following 12-Nov-2021
Pivot 1 day 3 day
R1 1.0897 1.0937
PP 1.0893 1.0925
S1 1.0889 1.0913

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

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