CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 21-Jul-2021
Day Change Summary
Previous Current
20-Jul-2021 21-Jul-2021 Change Change % Previous Week
Open 1.0920 1.0876 -0.0044 -0.4% 1.0968
High 1.0941 1.0944 0.0003 0.0% 1.1008
Low 1.0874 1.0875 0.0001 0.0% 1.0908
Close 1.0897 1.0943 0.0046 0.4% 1.0915
Range 0.0067 0.0069 0.0002 3.0% 0.0100
ATR 0.0063 0.0063 0.0000 0.7% 0.0000
Volume 24 1 -23 -95.8% 12
Daily Pivots for day following 21-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1128 1.1104 1.0981
R3 1.1059 1.1035 1.0962
R2 1.0990 1.0990 1.0956
R1 1.0966 1.0966 1.0949 1.0978
PP 1.0921 1.0921 1.0921 1.0927
S1 1.0897 1.0897 1.0937 1.0909
S2 1.0852 1.0852 1.0930
S3 1.0783 1.0828 1.0924
S4 1.0714 1.0759 1.0905
Weekly Pivots for week ending 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1244 1.1179 1.0970
R3 1.1144 1.1079 1.0943
R2 1.1044 1.1044 1.0933
R1 1.0979 1.0979 1.0924 1.0962
PP 1.0944 1.0944 1.0944 1.0935
S1 1.0879 1.0879 1.0906 1.0862
S2 1.0844 1.0844 1.0897
S3 1.0744 1.0779 1.0888
S4 1.0644 1.0679 1.0860
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1008 1.0874 0.0134 1.2% 0.0064 0.6% 51% False False 9
10 1.1008 1.0843 0.0165 1.5% 0.0068 0.6% 61% False False 5
20 1.1008 1.0829 0.0179 1.6% 0.0060 0.5% 64% False False 6
40 1.1255 1.0829 0.0426 3.9% 0.0061 0.6% 27% False False 10
60 1.1255 1.0829 0.0426 3.9% 0.0057 0.5% 27% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1237
2.618 1.1125
1.618 1.1056
1.000 1.1013
0.618 1.0987
HIGH 1.0944
0.618 1.0918
0.500 1.0910
0.382 1.0901
LOW 1.0875
0.618 1.0832
1.000 1.0806
1.618 1.0763
2.618 1.0694
4.250 1.0582
Fisher Pivots for day following 21-Jul-2021
Pivot 1 day 3 day
R1 1.0932 1.0933
PP 1.0921 1.0923
S1 1.0910 1.0913

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

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