CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 22-Mar-2021
Day Change Summary
Previous Current
19-Mar-2021 22-Mar-2021 Change Change % Previous Week
Open 1.0830 1.0805 -0.0025 -0.2% 1.0811
High 1.0861 1.0892 0.0031 0.3% 1.0901
Low 1.0784 1.0795 0.0011 0.1% 1.0784
Close 1.0816 1.0881 0.0065 0.6% 1.0816
Range 0.0077 0.0097 0.0020 26.0% 0.0117
ATR 0.0077 0.0078 0.0001 1.9% 0.0000
Volume 21 42 21 100.0% 35
Daily Pivots for day following 22-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.1147 1.1111 1.0934
R3 1.1050 1.1014 1.0908
R2 1.0953 1.0953 1.0899
R1 1.0917 1.0917 1.0890 1.0935
PP 1.0856 1.0856 1.0856 1.0865
S1 1.0820 1.0820 1.0872 1.0838
S2 1.0759 1.0759 1.0863
S3 1.0662 1.0723 1.0854
S4 1.0565 1.0626 1.0828
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.1185 1.1117 1.0880
R3 1.1068 1.1000 1.0848
R2 1.0951 1.0951 1.0837
R1 1.0883 1.0883 1.0827 1.0917
PP 1.0834 1.0834 1.0834 1.0851
S1 1.0766 1.0766 1.0805 1.0800
S2 1.0717 1.0717 1.0795
S3 1.0600 1.0649 1.0784
S4 1.0483 1.0532 1.0752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0901 1.0784 0.0117 1.1% 0.0081 0.7% 83% False False 15
10 1.0901 1.0734 0.0167 1.5% 0.0070 0.6% 88% False False 8
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1304
2.618 1.1146
1.618 1.1049
1.000 1.0989
0.618 1.0952
HIGH 1.0892
0.618 1.0855
0.500 1.0844
0.382 1.0832
LOW 1.0795
0.618 1.0735
1.000 1.0698
1.618 1.0638
2.618 1.0541
4.250 1.0383
Fisher Pivots for day following 22-Mar-2021
Pivot 1 day 3 day
R1 1.0869 1.0868
PP 1.0856 1.0855
S1 1.0844 1.0842

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

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