CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 15-Nov-2021
Day Change Summary
Previous Current
12-Nov-2021 15-Nov-2021 Change Change % Previous Week
Open 1.0882 1.0900 0.0018 0.2% 1.0996
High 1.0908 1.0912 0.0004 0.0% 1.1024
Low 1.0869 1.0846 -0.0023 -0.2% 1.0869
Close 1.0901 1.0855 -0.0046 -0.4% 1.0901
Range 0.0039 0.0066 0.0027 69.2% 0.0155
ATR 0.0051 0.0052 0.0001 2.0% 0.0000
Volume 99 61 -38 -38.4% 181
Daily Pivots for day following 15-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1069 1.1028 1.0891
R3 1.1003 1.0962 1.0873
R2 1.0937 1.0937 1.0867
R1 1.0896 1.0896 1.0861 1.0884
PP 1.0871 1.0871 1.0871 1.0865
S1 1.0830 1.0830 1.0849 1.0818
S2 1.0805 1.0805 1.0843
S3 1.0739 1.0764 1.0837
S4 1.0673 1.0698 1.0819
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 1.0846 0.0178 1.6% 0.0054 0.5% 5% False True 43
10 1.1036 1.0846 0.0190 1.8% 0.0043 0.4% 5% False True 33
20 1.1042 1.0846 0.0196 1.8% 0.0045 0.4% 5% False True 46
40 1.1042 1.0721 0.0321 3.0% 0.0045 0.4% 42% False False 39
60 1.1043 1.0721 0.0322 3.0% 0.0047 0.4% 42% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1193
2.618 1.1085
1.618 1.1019
1.000 1.0978
0.618 1.0953
HIGH 1.0912
0.618 1.0887
0.500 1.0879
0.382 1.0871
LOW 1.0846
0.618 1.0805
1.000 1.0780
1.618 1.0739
2.618 1.0673
4.250 1.0566
Fisher Pivots for day following 15-Nov-2021
Pivot 1 day 3 day
R1 1.0879 1.0887
PP 1.0871 1.0876
S1 1.0863 1.0866

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

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