CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 02-Dec-2021
Day Change Summary
Previous Current
01-Dec-2021 02-Dec-2021 Change Change % Previous Week
Open 1.0916 1.0901 -0.0015 -0.1% 1.0790
High 1.0939 1.0930 -0.0009 -0.1% 1.0884
Low 1.0890 1.0880 -0.0010 -0.1% 1.0712
Close 1.0904 1.0894 -0.0010 -0.1% 1.0875
Range 0.0049 0.0050 0.0001 2.0% 0.0172
ATR 0.0063 0.0062 -0.0001 -1.5% 0.0000
Volume 1,432 1,105 -327 -22.8% 840
Daily Pivots for day following 02-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1051 1.1023 1.0922
R3 1.1001 1.0973 1.0908
R2 1.0951 1.0951 1.0903
R1 1.0923 1.0923 1.0899 1.0912
PP 1.0901 1.0901 1.0901 1.0896
S1 1.0873 1.0873 1.0889 1.0862
S2 1.0851 1.0851 1.0885
S3 1.0801 1.0823 1.0880
S4 1.0751 1.0773 1.0867
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 1.0720 0.0237 2.2% 0.0090 0.8% 73% False False 952
10 1.0957 1.0712 0.0245 2.2% 0.0067 0.6% 74% False False 504
20 1.1024 1.0712 0.0312 2.9% 0.0058 0.5% 58% False False 271
40 1.1042 1.0712 0.0330 3.0% 0.0050 0.5% 55% False False 166
60 1.1042 1.0712 0.0330 3.0% 0.0051 0.5% 55% False False 112
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1143
2.618 1.1061
1.618 1.1011
1.000 1.0980
0.618 1.0961
HIGH 1.0930
0.618 1.0911
0.500 1.0905
0.382 1.0899
LOW 1.0880
0.618 1.0849
1.000 1.0830
1.618 1.0799
2.618 1.0749
4.250 1.0668
Fisher Pivots for day following 02-Dec-2021
Pivot 1 day 3 day
R1 1.0905 1.0894
PP 1.0901 1.0894
S1 1.0898 1.0894

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

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