CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 21-May-2021
Day Change Summary
Previous Current
20-May-2021 21-May-2021 Change Change % Previous Week
Open 1.1097 1.1178 0.0081 0.7% 1.1125
High 1.1176 1.1199 0.0023 0.2% 1.1199
Low 1.1087 1.1144 0.0057 0.5% 1.1087
Close 1.1165 1.1167 0.0002 0.0% 1.1167
Range 0.0089 0.0055 -0.0034 -38.2% 0.0112
ATR 0.0068 0.0067 -0.0001 -1.4% 0.0000
Volume 25 46 21 84.0% 113
Daily Pivots for day following 21-May-2021
Classic Woodie Camarilla DeMark
R4 1.1335 1.1306 1.1197
R3 1.1280 1.1251 1.1182
R2 1.1225 1.1225 1.1177
R1 1.1196 1.1196 1.1172 1.1183
PP 1.1170 1.1170 1.1170 1.1164
S1 1.1141 1.1141 1.1162 1.1128
S2 1.1115 1.1115 1.1157
S3 1.1060 1.1086 1.1152
S4 1.1005 1.1031 1.1137
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 1.1487 1.1439 1.1229
R3 1.1375 1.1327 1.1198
R2 1.1263 1.1263 1.1188
R1 1.1215 1.1215 1.1177 1.1239
PP 1.1151 1.1151 1.1151 1.1163
S1 1.1103 1.1103 1.1157 1.1127
S2 1.1039 1.1039 1.1146
S3 1.0927 1.0991 1.1136
S4 1.0815 1.0879 1.1105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1199 1.1087 0.0112 1.0% 0.0073 0.7% 71% True False 22
10 1.1199 1.1032 0.0167 1.5% 0.0063 0.6% 81% True False 20
20 1.1199 1.0934 0.0265 2.4% 0.0064 0.6% 88% True False 24
40 1.1199 1.0604 0.0595 5.3% 0.0061 0.6% 95% True False 21
Crabel Price Patterns
NR True
NR4 True
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 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1433
2.618 1.1343
1.618 1.1288
1.000 1.1254
0.618 1.1233
HIGH 1.1199
0.618 1.1178
0.500 1.1172
0.382 1.1165
LOW 1.1144
0.618 1.1110
1.000 1.1089
1.618 1.1055
2.618 1.1000
4.250 1.0910
Fisher Pivots for day following 21-May-2021
Pivot 1 day 3 day
R1 1.1172 1.1159
PP 1.1170 1.1151
S1 1.1169 1.1143

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

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