CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 08-Jul-2021
Day Change Summary
Previous Current
07-Jul-2021 08-Jul-2021 Change Change % Previous Week
Open 1.0855 1.0964 0.0109 1.0% 1.0938
High 1.0885 1.0990 0.0105 1.0% 1.0956
Low 1.0837 1.0843 0.0006 0.1% 1.0829
Close 1.0855 1.0964 0.0109 1.0% 1.0884
Range 0.0048 0.0147 0.0099 206.3% 0.0127
ATR 0.0059 0.0066 0.0006 10.5% 0.0000
Volume
Daily Pivots for day following 08-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1373 1.1316 1.1045
R3 1.1226 1.1169 1.1004
R2 1.1079 1.1079 1.0991
R1 1.1022 1.1022 1.0977 1.1038
PP 1.0932 1.0932 1.0932 1.0940
S1 1.0875 1.0875 1.0951 1.0891
S2 1.0785 1.0785 1.0937
S3 1.0638 1.0728 1.0924
S4 1.0491 1.0581 1.0883
Weekly Pivots for week ending 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1271 1.1204 1.0954
R3 1.1144 1.1077 1.0919
R2 1.1017 1.1017 1.0907
R1 1.0950 1.0950 1.0896 1.0920
PP 1.0890 1.0890 1.0890 1.0875
S1 1.0823 1.0823 1.0872 1.0793
S2 1.0763 1.0763 1.0861
S3 1.0636 1.0696 1.0849
S4 1.0509 1.0569 1.0814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0990 1.0829 0.0161 1.5% 0.0075 0.7% 84% True False 9
10 1.0990 1.0829 0.0161 1.5% 0.0061 0.6% 84% True False 7
20 1.1239 1.0829 0.0410 3.7% 0.0065 0.6% 33% False False 11
40 1.1255 1.0829 0.0426 3.9% 0.0058 0.5% 32% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 1.1615
2.618 1.1375
1.618 1.1228
1.000 1.1137
0.618 1.1081
HIGH 1.0990
0.618 1.0934
0.500 1.0917
0.382 1.0899
LOW 1.0843
0.618 1.0752
1.000 1.0696
1.618 1.0605
2.618 1.0458
4.250 1.0218
Fisher Pivots for day following 08-Jul-2021
Pivot 1 day 3 day
R1 1.0948 1.0947
PP 1.0932 1.0930
S1 1.0917 1.0914

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

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