CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 21-Apr-2021
Day Change Summary
Previous Current
20-Apr-2021 21-Apr-2021 Change Change % Previous Week
Open 1.0982 1.0966 -0.0016 -0.1% 1.0856
High 1.0988 1.0967 -0.0021 -0.2% 1.0936
Low 1.0952 1.0918 -0.0034 -0.3% 1.0835
Close 1.0957 1.0946 -0.0011 -0.1% 1.0914
Range 0.0036 0.0049 0.0013 36.1% 0.0101
ATR 0.0066 0.0065 -0.0001 -1.9% 0.0000
Volume 81 16 -65 -80.2% 128
Daily Pivots for day following 21-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.1091 1.1067 1.0973
R3 1.1042 1.1018 1.0959
R2 1.0993 1.0993 1.0955
R1 1.0969 1.0969 1.0950 1.0957
PP 1.0944 1.0944 1.0944 1.0937
S1 1.0920 1.0920 1.0942 1.0908
S2 1.0895 1.0895 1.0937
S3 1.0846 1.0871 1.0933
S4 1.0797 1.0822 1.0919
Weekly Pivots for week ending 16-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.1198 1.1157 1.0970
R3 1.1097 1.1056 1.0942
R2 1.0996 1.0996 1.0933
R1 1.0955 1.0955 1.0923 1.0976
PP 1.0895 1.0895 1.0895 1.0905
S1 1.0854 1.0854 1.0905 1.0875
S2 1.0794 1.0794 1.0895
S3 1.0693 1.0753 1.0886
S4 1.0592 1.0652 1.0858
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0997 1.0862 0.0135 1.2% 0.0058 0.5% 62% False False 33
10 1.0997 1.0796 0.0201 1.8% 0.0058 0.5% 75% False False 26
20 1.0997 1.0604 0.0393 3.6% 0.0059 0.5% 87% False False 17
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 1.1175
2.618 1.1095
1.618 1.1046
1.000 1.1016
0.618 1.0997
HIGH 1.0967
0.618 1.0948
0.500 1.0943
0.382 1.0937
LOW 1.0918
0.618 1.0888
1.000 1.0869
1.618 1.0839
2.618 1.0790
4.250 1.0710
Fisher Pivots for day following 21-Apr-2021
Pivot 1 day 3 day
R1 1.0945 1.0947
PP 1.0944 1.0946
S1 1.0943 1.0946

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

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