CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 27-May-2021
Day Change Summary
Previous Current
26-May-2021 27-May-2021 Change Change % Previous Week
Open 1.1198 1.1162 -0.0036 -0.3% 1.1125
High 1.1214 1.1189 -0.0025 -0.2% 1.1199
Low 1.1159 1.1132 -0.0027 -0.2% 1.1087
Close 1.1172 1.1179 0.0007 0.1% 1.1167
Range 0.0055 0.0057 0.0002 3.6% 0.0112
ATR 0.0064 0.0064 -0.0001 -0.8% 0.0000
Volume 161 125 -36 -22.4% 113
Daily Pivots for day following 27-May-2021
Classic Woodie Camarilla DeMark
R4 1.1338 1.1315 1.1210
R3 1.1281 1.1258 1.1195
R2 1.1224 1.1224 1.1189
R1 1.1201 1.1201 1.1184 1.1213
PP 1.1167 1.1167 1.1167 1.1172
S1 1.1144 1.1144 1.1174 1.1156
S2 1.1110 1.1110 1.1169
S3 1.1053 1.1087 1.1163
S4 1.0996 1.1030 1.1148
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 1.1228 1.1132 0.0096 0.9% 0.0055 0.5% 49% False True 96
10 1.1228 1.1078 0.0150 1.3% 0.0064 0.6% 67% False False 56
20 1.1228 1.0951 0.0277 2.5% 0.0062 0.6% 82% False False 35
40 1.1228 1.0604 0.0624 5.6% 0.0062 0.6% 92% False False 31
60 1.1228 1.0604 0.0624 5.6% 0.0063 0.6% 92% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1431
2.618 1.1338
1.618 1.1281
1.000 1.1246
0.618 1.1224
HIGH 1.1189
0.618 1.1167
0.500 1.1161
0.382 1.1154
LOW 1.1132
0.618 1.1097
1.000 1.1075
1.618 1.1040
2.618 1.0983
4.250 1.0890
Fisher Pivots for day following 27-May-2021
Pivot 1 day 3 day
R1 1.1173 1.1180
PP 1.1167 1.1180
S1 1.1161 1.1179

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.