CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 28-May-2021
Day Change Summary
Previous Current
27-May-2021 28-May-2021 Change Change % Previous Week
Open 1.1162 1.1168 0.0006 0.1% 1.1171
High 1.1189 1.1168 -0.0021 -0.2% 1.1228
Low 1.1132 1.1105 -0.0027 -0.2% 1.1105
Close 1.1179 1.1147 -0.0032 -0.3% 1.1147
Range 0.0057 0.0063 0.0006 10.5% 0.0123
ATR 0.0064 0.0065 0.0001 1.1% 0.0000
Volume 125 168 43 34.4% 603
Daily Pivots for day following 28-May-2021
Classic Woodie Camarilla DeMark
R4 1.1329 1.1301 1.1182
R3 1.1266 1.1238 1.1164
R2 1.1203 1.1203 1.1159
R1 1.1175 1.1175 1.1153 1.1158
PP 1.1140 1.1140 1.1140 1.1131
S1 1.1112 1.1112 1.1141 1.1095
S2 1.1077 1.1077 1.1135
S3 1.1014 1.1049 1.1130
S4 1.0951 1.0986 1.1112
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 1.1529 1.1461 1.1215
R3 1.1406 1.1338 1.1181
R2 1.1283 1.1283 1.1170
R1 1.1215 1.1215 1.1158 1.1188
PP 1.1160 1.1160 1.1160 1.1146
S1 1.1092 1.1092 1.1136 1.1065
S2 1.1037 1.1037 1.1124
S3 1.0914 1.0969 1.1113
S4 1.0791 1.0846 1.1079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1228 1.1105 0.0123 1.1% 0.0056 0.5% 34% False True 120
10 1.1228 1.1087 0.0141 1.3% 0.0065 0.6% 43% False False 71
20 1.1228 1.0951 0.0277 2.5% 0.0062 0.6% 71% False False 43
40 1.1228 1.0644 0.0584 5.2% 0.0062 0.6% 86% False False 36
60 1.1228 1.0604 0.0624 5.6% 0.0062 0.6% 87% False False 26
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1436
2.618 1.1333
1.618 1.1270
1.000 1.1231
0.618 1.1207
HIGH 1.1168
0.618 1.1144
0.500 1.1137
0.382 1.1129
LOW 1.1105
0.618 1.1066
1.000 1.1042
1.618 1.1003
2.618 1.0940
4.250 1.0837
Fisher Pivots for day following 28-May-2021
Pivot 1 day 3 day
R1 1.1144 1.1160
PP 1.1140 1.1155
S1 1.1137 1.1151

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

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