CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 17-Nov-2021
Day Change Summary
Previous Current
16-Nov-2021 17-Nov-2021 Change Change % Previous Week
Open 1.0853 1.0775 -0.0078 -0.7% 1.0996
High 1.0861 1.0817 -0.0044 -0.4% 1.1024
Low 1.0780 1.0771 -0.0009 -0.1% 1.0869
Close 1.0780 1.0808 0.0028 0.3% 1.0901
Range 0.0081 0.0046 -0.0035 -43.2% 0.0155
ATR 0.0055 0.0054 -0.0001 -1.1% 0.0000
Volume 67 68 1 1.5% 181
Daily Pivots for day following 17-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.0937 1.0918 1.0833
R3 1.0891 1.0872 1.0821
R2 1.0845 1.0845 1.0816
R1 1.0826 1.0826 1.0812 1.0836
PP 1.0799 1.0799 1.0799 1.0803
S1 1.0780 1.0780 1.0804 1.0790
S2 1.0753 1.0753 1.0800
S3 1.0707 1.0734 1.0795
S4 1.0661 1.0688 1.0783
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 1.0928 1.0771 0.0157 1.5% 0.0056 0.5% 24% False True 62
10 1.1024 1.0771 0.0253 2.3% 0.0049 0.5% 15% False True 39
20 1.1042 1.0771 0.0271 2.5% 0.0046 0.4% 14% False True 45
40 1.1042 1.0721 0.0321 3.0% 0.0045 0.4% 27% False False 42
60 1.1043 1.0721 0.0322 3.0% 0.0048 0.4% 27% False False 29
Crabel Price Patterns
NR True
NR4 False
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 True
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1013
2.618 1.0937
1.618 1.0891
1.000 1.0863
0.618 1.0845
HIGH 1.0817
0.618 1.0799
0.500 1.0794
0.382 1.0789
LOW 1.0771
0.618 1.0743
1.000 1.0725
1.618 1.0697
2.618 1.0651
4.250 1.0576
Fisher Pivots for day following 17-Nov-2021
Pivot 1 day 3 day
R1 1.0803 1.0842
PP 1.0799 1.0830
S1 1.0794 1.0819

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.