CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 24-Nov-2021
Day Change Summary
Previous Current
23-Nov-2021 24-Nov-2021 Change Change % Previous Week
Open 1.0762 1.0751 -0.0011 -0.1% 1.0900
High 1.0785 1.0753 -0.0032 -0.3% 1.0912
Low 1.0750 1.0712 -0.0038 -0.4% 1.0771
Close 1.0752 1.0742 -0.0010 -0.1% 1.0808
Range 0.0035 0.0041 0.0006 17.1% 0.0141
ATR 0.0052 0.0051 -0.0001 -1.5% 0.0000
Volume 66 92 26 39.4% 262
Daily Pivots for day following 24-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.0859 1.0841 1.0765
R3 1.0818 1.0800 1.0753
R2 1.0777 1.0777 1.0750
R1 1.0759 1.0759 1.0746 1.0748
PP 1.0736 1.0736 1.0736 1.0730
S1 1.0718 1.0718 1.0738 1.0707
S2 1.0695 1.0695 1.0734
S3 1.0654 1.0677 1.0731
S4 1.0613 1.0636 1.0719
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 1.0712 0.0136 1.3% 0.0043 0.4% 22% False True 56
10 1.0928 1.0712 0.0216 2.0% 0.0050 0.5% 14% False True 59
20 1.1042 1.0712 0.0330 3.1% 0.0051 0.5% 9% False True 55
40 1.1042 1.0712 0.0330 3.1% 0.0043 0.4% 9% False True 48
60 1.1042 1.0712 0.0330 3.1% 0.0047 0.4% 9% False True 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0927
2.618 1.0860
1.618 1.0819
1.000 1.0794
0.618 1.0778
HIGH 1.0753
0.618 1.0737
0.500 1.0733
0.382 1.0728
LOW 1.0712
0.618 1.0687
1.000 1.0671
1.618 1.0646
2.618 1.0605
4.250 1.0538
Fisher Pivots for day following 24-Nov-2021
Pivot 1 day 3 day
R1 1.0739 1.0766
PP 1.0736 1.0758
S1 1.0733 1.0750

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

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