CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 22-Jul-2021
Day Change Summary
Previous Current
21-Jul-2021 22-Jul-2021 Change Change % Previous Week
Open 1.0876 1.0921 0.0045 0.4% 1.0968
High 1.0944 1.0961 0.0017 0.2% 1.1008
Low 1.0875 1.0910 0.0035 0.3% 1.0908
Close 1.0943 1.0921 -0.0022 -0.2% 1.0915
Range 0.0069 0.0051 -0.0018 -26.1% 0.0100
ATR 0.0063 0.0062 -0.0001 -1.4% 0.0000
Volume 1 0 -1 -100.0% 12
Daily Pivots for day following 22-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1084 1.1053 1.0949
R3 1.1033 1.1002 1.0935
R2 1.0982 1.0982 1.0930
R1 1.0951 1.0951 1.0926 1.0947
PP 1.0931 1.0931 1.0931 1.0928
S1 1.0900 1.0900 1.0916 1.0896
S2 1.0880 1.0880 1.0912
S3 1.0829 1.0849 1.0907
S4 1.0778 1.0798 1.0893
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 1.0961 1.0874 0.0087 0.8% 0.0057 0.5% 54% True False 8
10 1.1008 1.0874 0.0134 1.2% 0.0059 0.5% 35% False False 5
20 1.1008 1.0829 0.0179 1.6% 0.0060 0.5% 51% False False 6
40 1.1255 1.0829 0.0426 3.9% 0.0061 0.6% 22% False False 10
60 1.1255 1.0829 0.0426 3.9% 0.0057 0.5% 22% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1178
2.618 1.1095
1.618 1.1044
1.000 1.1012
0.618 1.0993
HIGH 1.0961
0.618 1.0942
0.500 1.0936
0.382 1.0929
LOW 1.0910
0.618 1.0878
1.000 1.0859
1.618 1.0827
2.618 1.0776
4.250 1.0693
Fisher Pivots for day following 22-Jul-2021
Pivot 1 day 3 day
R1 1.0936 1.0920
PP 1.0931 1.0919
S1 1.0926 1.0918

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

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