CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 18-Nov-2021
Day Change Summary
Previous Current
17-Nov-2021 18-Nov-2021 Change Change % Previous Week
Open 1.0775 1.0827 0.0052 0.5% 1.0996
High 1.0817 1.0845 0.0028 0.3% 1.1024
Low 1.0771 1.0818 0.0047 0.4% 1.0869
Close 1.0808 1.0842 0.0034 0.3% 1.0901
Range 0.0046 0.0027 -0.0019 -41.3% 0.0155
ATR 0.0054 0.0053 -0.0001 -2.2% 0.0000
Volume 68 23 -45 -66.2% 181
Daily Pivots for day following 18-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.0916 1.0906 1.0857
R3 1.0889 1.0879 1.0849
R2 1.0862 1.0862 1.0847
R1 1.0852 1.0852 1.0844 1.0857
PP 1.0835 1.0835 1.0835 1.0838
S1 1.0825 1.0825 1.0840 1.0830
S2 1.0808 1.0808 1.0837
S3 1.0781 1.0798 1.0835
S4 1.0754 1.0771 1.0827
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 1.0912 1.0771 0.0141 1.3% 0.0052 0.5% 50% False False 63
10 1.1024 1.0771 0.0253 2.3% 0.0050 0.5% 28% False False 40
20 1.1042 1.0771 0.0271 2.5% 0.0045 0.4% 26% False False 44
40 1.1042 1.0721 0.0321 3.0% 0.0044 0.4% 38% False False 43
60 1.1043 1.0721 0.0322 3.0% 0.0048 0.4% 38% False False 29
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0960
2.618 1.0916
1.618 1.0889
1.000 1.0872
0.618 1.0862
HIGH 1.0845
0.618 1.0835
0.500 1.0832
0.382 1.0828
LOW 1.0818
0.618 1.0801
1.000 1.0791
1.618 1.0774
2.618 1.0747
4.250 1.0703
Fisher Pivots for day following 18-Nov-2021
Pivot 1 day 3 day
R1 1.0839 1.0833
PP 1.0835 1.0825
S1 1.0832 1.0816

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

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