CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 22-Nov-2021
Day Change Summary
Previous Current
19-Nov-2021 22-Nov-2021 Change Change % Previous Week
Open 1.0834 1.0790 -0.0044 -0.4% 1.0900
High 1.0848 1.0820 -0.0028 -0.3% 1.0912
Low 1.0803 1.0753 -0.0050 -0.5% 1.0771
Close 1.0808 1.0753 -0.0055 -0.5% 1.0808
Range 0.0045 0.0067 0.0022 48.9% 0.0141
ATR 0.0052 0.0053 0.0001 2.0% 0.0000
Volume 43 56 13 30.2% 262
Daily Pivots for day following 22-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.0976 1.0932 1.0790
R3 1.0909 1.0865 1.0771
R2 1.0842 1.0842 1.0765
R1 1.0798 1.0798 1.0759 1.0787
PP 1.0775 1.0775 1.0775 1.0770
S1 1.0731 1.0731 1.0747 1.0720
S2 1.0708 1.0708 1.0741
S3 1.0641 1.0664 1.0735
S4 1.0574 1.0597 1.0716
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 1.0861 1.0753 0.0108 1.0% 0.0053 0.5% 0% False True 51
10 1.1024 1.0753 0.0271 2.5% 0.0054 0.5% 0% False True 47
20 1.1042 1.0753 0.0289 2.7% 0.0048 0.5% 0% False True 48
40 1.1042 1.0721 0.0321 3.0% 0.0045 0.4% 10% False False 45
60 1.1043 1.0721 0.0322 3.0% 0.0048 0.4% 10% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1105
2.618 1.0995
1.618 1.0928
1.000 1.0887
0.618 1.0861
HIGH 1.0820
0.618 1.0794
0.500 1.0787
0.382 1.0779
LOW 1.0753
0.618 1.0712
1.000 1.0686
1.618 1.0645
2.618 1.0578
4.250 1.0468
Fisher Pivots for day following 22-Nov-2021
Pivot 1 day 3 day
R1 1.0787 1.0801
PP 1.0775 1.0785
S1 1.0764 1.0769

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

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