CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 23-Nov-2021
Day Change Summary
Previous Current
22-Nov-2021 23-Nov-2021 Change Change % Previous Week
Open 1.0790 1.0762 -0.0028 -0.3% 1.0900
High 1.0820 1.0785 -0.0035 -0.3% 1.0912
Low 1.0753 1.0750 -0.0003 0.0% 1.0771
Close 1.0753 1.0752 -0.0001 0.0% 1.0808
Range 0.0067 0.0035 -0.0032 -47.8% 0.0141
ATR 0.0053 0.0052 -0.0001 -2.4% 0.0000
Volume 56 66 10 17.9% 262
Daily Pivots for day following 23-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.0867 1.0845 1.0771
R3 1.0832 1.0810 1.0762
R2 1.0797 1.0797 1.0758
R1 1.0775 1.0775 1.0755 1.0769
PP 1.0762 1.0762 1.0762 1.0759
S1 1.0740 1.0740 1.0749 1.0734
S2 1.0727 1.0727 1.0746
S3 1.0692 1.0705 1.0742
S4 1.0657 1.0670 1.0733
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 1.0848 1.0750 0.0098 0.9% 0.0044 0.4% 2% False True 51
10 1.1005 1.0750 0.0255 2.4% 0.0053 0.5% 1% False True 52
20 1.1042 1.0750 0.0292 2.7% 0.0049 0.5% 1% False True 51
40 1.1042 1.0721 0.0321 3.0% 0.0044 0.4% 10% False False 47
60 1.1042 1.0721 0.0321 3.0% 0.0047 0.4% 10% False False 32
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 False
Bull Hook False
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0934
2.618 1.0877
1.618 1.0842
1.000 1.0820
0.618 1.0807
HIGH 1.0785
0.618 1.0772
0.500 1.0768
0.382 1.0763
LOW 1.0750
0.618 1.0728
1.000 1.0715
1.618 1.0693
2.618 1.0658
4.250 1.0601
Fisher Pivots for day following 23-Nov-2021
Pivot 1 day 3 day
R1 1.0768 1.0799
PP 1.0762 1.0783
S1 1.0757 1.0768

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

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