CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 20-May-2021
Day Change Summary
Previous Current
19-May-2021 20-May-2021 Change Change % Previous Week
Open 1.1167 1.1097 -0.0070 -0.6% 1.1132
High 1.1183 1.1176 -0.0007 -0.1% 1.1165
Low 1.1087 1.1087 0.0000 0.0% 1.1032
Close 1.1097 1.1165 0.0068 0.6% 1.1118
Range 0.0096 0.0089 -0.0007 -7.3% 0.0133
ATR 0.0066 0.0068 0.0002 2.5% 0.0000
Volume 23 25 2 8.7% 93
Daily Pivots for day following 20-May-2021
Classic Woodie Camarilla DeMark
R4 1.1410 1.1376 1.1214
R3 1.1321 1.1287 1.1189
R2 1.1232 1.1232 1.1181
R1 1.1198 1.1198 1.1173 1.1215
PP 1.1143 1.1143 1.1143 1.1151
S1 1.1109 1.1109 1.1157 1.1126
S2 1.1054 1.1054 1.1149
S3 1.0965 1.1020 1.1141
S4 1.0876 1.0931 1.1116
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 1.1504 1.1444 1.1191
R3 1.1371 1.1311 1.1155
R2 1.1238 1.1238 1.1142
R1 1.1178 1.1178 1.1130 1.1142
PP 1.1105 1.1105 1.1105 1.1087
S1 1.1045 1.1045 1.1106 1.1009
S2 1.0972 1.0972 1.1094
S3 1.0839 1.0912 1.1081
S4 1.0706 1.0779 1.1045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1193 1.1078 0.0115 1.0% 0.0072 0.6% 76% False False 16
10 1.1193 1.1032 0.0161 1.4% 0.0068 0.6% 83% False False 17
20 1.1193 1.0934 0.0259 2.3% 0.0064 0.6% 89% False False 24
40 1.1193 1.0604 0.0589 5.3% 0.0062 0.6% 95% False False 20
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1554
2.618 1.1409
1.618 1.1320
1.000 1.1265
0.618 1.1231
HIGH 1.1176
0.618 1.1142
0.500 1.1132
0.382 1.1121
LOW 1.1087
0.618 1.1032
1.000 1.0998
1.618 1.0943
2.618 1.0854
4.250 1.0709
Fisher Pivots for day following 20-May-2021
Pivot 1 day 3 day
R1 1.1154 1.1157
PP 1.1143 1.1148
S1 1.1132 1.1140

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

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