CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 16-Nov-2021
Day Change Summary
Previous Current
15-Nov-2021 16-Nov-2021 Change Change % Previous Week
Open 1.0900 1.0853 -0.0047 -0.4% 1.0996
High 1.0912 1.0861 -0.0051 -0.5% 1.1024
Low 1.0846 1.0780 -0.0066 -0.6% 1.0869
Close 1.0855 1.0780 -0.0075 -0.7% 1.0901
Range 0.0066 0.0081 0.0015 22.7% 0.0155
ATR 0.0052 0.0055 0.0002 3.9% 0.0000
Volume 61 67 6 9.8% 181
Daily Pivots for day following 16-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1050 1.0996 1.0825
R3 1.0969 1.0915 1.0802
R2 1.0888 1.0888 1.0795
R1 1.0834 1.0834 1.0787 1.0821
PP 1.0807 1.0807 1.0807 1.0800
S1 1.0753 1.0753 1.0773 1.0740
S2 1.0726 1.0726 1.0765
S3 1.0645 1.0672 1.0758
S4 1.0564 1.0591 1.0735
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 1.1005 1.0780 0.0225 2.1% 0.0061 0.6% 0% False True 54
10 1.1024 1.0780 0.0244 2.3% 0.0045 0.4% 0% False True 32
20 1.1042 1.0780 0.0262 2.4% 0.0047 0.4% 0% False True 43
40 1.1042 1.0721 0.0321 3.0% 0.0046 0.4% 18% False False 41
60 1.1043 1.0721 0.0322 3.0% 0.0048 0.4% 18% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1205
2.618 1.1073
1.618 1.0992
1.000 1.0942
0.618 1.0911
HIGH 1.0861
0.618 1.0830
0.500 1.0821
0.382 1.0811
LOW 1.0780
0.618 1.0730
1.000 1.0699
1.618 1.0649
2.618 1.0568
4.250 1.0436
Fisher Pivots for day following 16-Nov-2021
Pivot 1 day 3 day
R1 1.0821 1.0846
PP 1.0807 1.0824
S1 1.0794 1.0802

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

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