CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 01-Dec-2021
Day Change Summary
Previous Current
30-Nov-2021 01-Dec-2021 Change Change % Previous Week
Open 1.0877 1.0916 0.0039 0.4% 1.0790
High 1.0957 1.0939 -0.0018 -0.2% 1.0884
Low 1.0830 1.0890 0.0060 0.6% 1.0712
Close 1.0923 1.0904 -0.0019 -0.2% 1.0875
Range 0.0127 0.0049 -0.0078 -61.4% 0.0172
ATR 0.0064 0.0063 -0.0001 -1.7% 0.0000
Volume 953 1,432 479 50.3% 840
Daily Pivots for day following 01-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1058 1.1030 1.0931
R3 1.1009 1.0981 1.0917
R2 1.0960 1.0960 1.0913
R1 1.0932 1.0932 1.0908 1.0922
PP 1.0911 1.0911 1.0911 1.0906
S1 1.0883 1.0883 1.0900 1.0873
S2 1.0862 1.0862 1.0895
S3 1.0813 1.0834 1.0891
S4 1.0764 1.0785 1.0877
Weekly Pivots for week ending 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1340 1.1279 1.0970
R3 1.1168 1.1107 1.0922
R2 1.0996 1.0996 1.0907
R1 1.0935 1.0935 1.0891 1.0966
PP 1.0824 1.0824 1.0824 1.0839
S1 1.0763 1.0763 1.0859 1.0794
S2 1.0652 1.0652 1.0843
S3 1.0480 1.0591 1.0828
S4 1.0308 1.0419 1.0780
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0957 1.0712 0.0245 2.2% 0.0089 0.8% 78% False False 749
10 1.0957 1.0712 0.0245 2.2% 0.0066 0.6% 78% False False 400
20 1.1024 1.0712 0.0312 2.9% 0.0056 0.5% 62% False False 216
40 1.1042 1.0712 0.0330 3.0% 0.0050 0.5% 58% False False 139
60 1.1042 1.0712 0.0330 3.0% 0.0051 0.5% 58% False False 94
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1147
2.618 1.1067
1.618 1.1018
1.000 1.0988
0.618 1.0969
HIGH 1.0939
0.618 1.0920
0.500 1.0915
0.382 1.0909
LOW 1.0890
0.618 1.0860
1.000 1.0841
1.618 1.0811
2.618 1.0762
4.250 1.0682
Fisher Pivots for day following 01-Dec-2021
Pivot 1 day 3 day
R1 1.0915 1.0900
PP 1.0911 1.0895
S1 1.0908 1.0891

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

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