CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 19-Nov-2021
Day Change Summary
Previous Current
18-Nov-2021 19-Nov-2021 Change Change % Previous Week
Open 1.0827 1.0834 0.0007 0.1% 1.0900
High 1.0845 1.0848 0.0003 0.0% 1.0912
Low 1.0818 1.0803 -0.0015 -0.1% 1.0771
Close 1.0842 1.0808 -0.0034 -0.3% 1.0808
Range 0.0027 0.0045 0.0018 66.7% 0.0141
ATR 0.0053 0.0052 -0.0001 -1.0% 0.0000
Volume 23 43 20 87.0% 262
Daily Pivots for day following 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.0955 1.0926 1.0833
R3 1.0910 1.0881 1.0820
R2 1.0865 1.0865 1.0816
R1 1.0836 1.0836 1.0812 1.0828
PP 1.0820 1.0820 1.0820 1.0816
S1 1.0791 1.0791 1.0804 1.0783
S2 1.0775 1.0775 1.0800
S3 1.0730 1.0746 1.0796
S4 1.0685 1.0701 1.0783
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1253 1.1172 1.0886
R3 1.1112 1.1031 1.0847
R2 1.0971 1.0971 1.0834
R1 1.0890 1.0890 1.0821 1.0860
PP 1.0830 1.0830 1.0830 1.0816
S1 1.0749 1.0749 1.0795 1.0719
S2 1.0689 1.0689 1.0782
S3 1.0548 1.0608 1.0769
S4 1.0407 1.0467 1.0730
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% 0.0053 0.5% 26% False False 52
10 1.1024 1.0771 0.0253 2.3% 0.0050 0.5% 15% False False 44
20 1.1042 1.0771 0.0271 2.5% 0.0047 0.4% 14% False False 46
40 1.1042 1.0721 0.0321 3.0% 0.0044 0.4% 27% False False 44
60 1.1043 1.0721 0.0322 3.0% 0.0049 0.5% 27% False False 30
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1039
2.618 1.0966
1.618 1.0921
1.000 1.0893
0.618 1.0876
HIGH 1.0848
0.618 1.0831
0.500 1.0826
0.382 1.0820
LOW 1.0803
0.618 1.0775
1.000 1.0758
1.618 1.0730
2.618 1.0685
4.250 1.0612
Fisher Pivots for day following 19-Nov-2021
Pivot 1 day 3 day
R1 1.0826 1.0810
PP 1.0820 1.0809
S1 1.0814 1.0809

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

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