CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 06-Dec-2021
Day Change Summary
Previous Current
03-Dec-2021 06-Dec-2021 Change Change % Previous Week
Open 1.0883 1.0926 0.0043 0.4% 1.0887
High 1.0943 1.0929 -0.0014 -0.1% 1.0957
Low 1.0883 1.0824 -0.0059 -0.5% 1.0825
Close 1.0931 1.0833 -0.0098 -0.9% 1.0931
Range 0.0060 0.0105 0.0045 75.0% 0.0132
ATR 0.0062 0.0065 0.0003 5.2% 0.0000
Volume 1,904 5,889 3,985 209.3% 6,039
Daily Pivots for day following 06-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1177 1.1110 1.0891
R3 1.1072 1.1005 1.0862
R2 1.0967 1.0967 1.0852
R1 1.0900 1.0900 1.0843 1.0881
PP 1.0862 1.0862 1.0862 1.0853
S1 1.0795 1.0795 1.0823 1.0776
S2 1.0757 1.0757 1.0814
S3 1.0652 1.0690 1.0804
S4 1.0547 1.0585 1.0775
Weekly Pivots for week ending 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1300 1.1248 1.1004
R3 1.1168 1.1116 1.0967
R2 1.1036 1.1036 1.0955
R1 1.0984 1.0984 1.0943 1.1010
PP 1.0904 1.0904 1.0904 1.0918
S1 1.0852 1.0852 1.0919 1.0878
S2 1.0772 1.0772 1.0907
S3 1.0640 1.0720 1.0895
S4 1.0508 1.0588 1.0858
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0957 1.0824 0.0133 1.2% 0.0078 0.7% 7% False True 2,256
10 1.0957 1.0712 0.0245 2.3% 0.0076 0.7% 49% False False 1,276
20 1.1024 1.0712 0.0312 2.9% 0.0063 0.6% 39% False False 660
40 1.1042 1.0712 0.0330 3.0% 0.0052 0.5% 37% False False 361
60 1.1042 1.0712 0.0330 3.0% 0.0052 0.5% 37% False False 242
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 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1375
2.618 1.1204
1.618 1.1099
1.000 1.1034
0.618 1.0994
HIGH 1.0929
0.618 1.0889
0.500 1.0877
0.382 1.0864
LOW 1.0824
0.618 1.0759
1.000 1.0719
1.618 1.0654
2.618 1.0549
4.250 1.0378
Fisher Pivots for day following 06-Dec-2021
Pivot 1 day 3 day
R1 1.0877 1.0884
PP 1.0862 1.0867
S1 1.0848 1.0850

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

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