CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 27-Aug-2021
Day Change Summary
Previous Current
26-Aug-2021 27-Aug-2021 Change Change % Previous Week
Open 1.0948 1.0903 -0.0045 -0.4% 1.0908
High 1.0951 1.0986 0.0035 0.3% 1.0986
Low 1.0882 1.0874 -0.0008 -0.1% 1.0874
Close 1.0895 1.0977 0.0082 0.8% 1.0977
Range 0.0069 0.0112 0.0043 62.3% 0.0112
ATR 0.0061 0.0064 0.0004 6.1% 0.0000
Volume 21,468 23,251 1,783 8.3% 94,103
Daily Pivots for day following 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1282 1.1241 1.1039
R3 1.1170 1.1129 1.1008
R2 1.1058 1.1058 1.0998
R1 1.1017 1.1017 1.0987 1.1038
PP 1.0946 1.0946 1.0946 1.0956
S1 1.0905 1.0905 1.0967 1.0926
S2 1.0834 1.0834 1.0956
S3 1.0722 1.0793 1.0946
S4 1.0610 1.0681 1.0915
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1282 1.1241 1.1039
R3 1.1170 1.1129 1.1008
R2 1.1058 1.1058 1.0998
R1 1.1017 1.1017 1.0987 1.1038
PP 1.0946 1.0946 1.0946 1.0956
S1 1.0905 1.0905 1.0967 1.0926
S2 1.0834 1.0834 1.0956
S3 1.0722 1.0793 1.0946
S4 1.0610 1.0681 1.0915
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0986 1.0874 0.0112 1.0% 0.0064 0.6% 92% True True 18,820
10 1.0997 1.0868 0.0129 1.2% 0.0064 0.6% 84% False False 19,821
20 1.1100 1.0828 0.0272 2.5% 0.0062 0.6% 55% False False 19,688
40 1.1100 1.0801 0.0299 2.7% 0.0065 0.6% 59% False False 21,010
60 1.1231 1.0801 0.0430 3.9% 0.0065 0.6% 41% False False 21,023
80 1.1231 1.0801 0.0430 3.9% 0.0065 0.6% 41% False False 15,797
100 1.1231 1.0796 0.0435 4.0% 0.0064 0.6% 42% False False 12,643
120 1.1231 1.0604 0.0627 5.7% 0.0064 0.6% 59% False False 10,538
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 1.1462
2.618 1.1279
1.618 1.1167
1.000 1.1098
0.618 1.1055
HIGH 1.0986
0.618 1.0943
0.500 1.0930
0.382 1.0917
LOW 1.0874
0.618 1.0805
1.000 1.0762
1.618 1.0693
2.618 1.0581
4.250 1.0398
Fisher Pivots for day following 27-Aug-2021
Pivot 1 day 3 day
R1 1.0961 1.0961
PP 1.0946 1.0946
S1 1.0930 1.0930

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

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