CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 17-May-2021
Day Change Summary
Previous Current
14-May-2021 17-May-2021 Change Change % Previous Week
Open 1.1145 1.1152 0.0007 0.1% 1.1169
High 1.1153 1.1166 0.0013 0.1% 1.1188
Low 1.1145 1.1140 -0.0005 0.0% 1.1061
Close 1.1145 1.1144 -0.0001 0.0% 1.1145
Range 0.0008 0.0026 0.0018 225.0% 0.0127
ATR 0.0057 0.0054 -0.0002 -3.9% 0.0000
Volume 0 1 1 5
Daily Pivots for day following 17-May-2021
Classic Woodie Camarilla DeMark
R4 1.1228 1.1212 1.1158
R3 1.1202 1.1186 1.1151
R2 1.1176 1.1176 1.1149
R1 1.1160 1.1160 1.1146 1.1155
PP 1.1150 1.1150 1.1150 1.1148
S1 1.1134 1.1134 1.1142 1.1129
S2 1.1124 1.1124 1.1139
S3 1.1098 1.1108 1.1137
S4 1.1072 1.1082 1.1130
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 1.1512 1.1456 1.1215
R3 1.1385 1.1329 1.1180
R2 1.1258 1.1258 1.1168
R1 1.1202 1.1202 1.1157 1.1167
PP 1.1131 1.1131 1.1131 1.1114
S1 1.1075 1.1075 1.1133 1.1040
S2 1.1004 1.1004 1.1122
S3 1.0877 1.0948 1.1110
S4 1.0750 1.0821 1.1075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1166 1.1061 0.0105 0.9% 0.0019 0.2% 79% True False 1
10 1.1188 1.0980 0.0208 1.9% 0.0038 0.3% 79% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1277
2.618 1.1234
1.618 1.1208
1.000 1.1192
0.618 1.1182
HIGH 1.1166
0.618 1.1156
0.500 1.1153
0.382 1.1150
LOW 1.1140
0.618 1.1124
1.000 1.1114
1.618 1.1098
2.618 1.1072
4.250 1.1030
Fisher Pivots for day following 17-May-2021
Pivot 1 day 3 day
R1 1.1153 1.1134
PP 1.1150 1.1124
S1 1.1147 1.1114

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

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