CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 26-Jul-2021
Day Change Summary
Previous Current
23-Jul-2021 26-Jul-2021 Change Change % Previous Week
Open 1.0906 1.0920 0.0014 0.1% 1.0894
High 1.0923 1.0968 0.0045 0.4% 1.0961
Low 1.0884 1.0920 0.0036 0.3% 1.0874
Close 1.0906 1.0956 0.0050 0.5% 1.0906
Range 0.0039 0.0048 0.0009 23.1% 0.0087
ATR 0.0061 0.0061 0.0000 0.2% 0.0000
Volume 7 548 541 7,728.6% 49
Daily Pivots for day following 26-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1092 1.1072 1.0982
R3 1.1044 1.1024 1.0969
R2 1.0996 1.0996 1.0965
R1 1.0976 1.0976 1.0960 1.0986
PP 1.0948 1.0948 1.0948 1.0953
S1 1.0928 1.0928 1.0952 1.0938
S2 1.0900 1.0900 1.0947
S3 1.0852 1.0880 1.0943
S4 1.0804 1.0832 1.0930
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1175 1.1127 1.0954
R3 1.1088 1.1040 1.0930
R2 1.1001 1.1001 1.0922
R1 1.0953 1.0953 1.0914 1.0977
PP 1.0914 1.0914 1.0914 1.0926
S1 1.0866 1.0866 1.0898 1.0890
S2 1.0827 1.0827 1.0890
S3 1.0740 1.0779 1.0882
S4 1.0653 1.0692 1.0858
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0968 1.0874 0.0094 0.9% 0.0055 0.5% 87% True False 116
10 1.1008 1.0874 0.0134 1.2% 0.0059 0.5% 61% False False 60
20 1.1008 1.0829 0.0179 1.6% 0.0061 0.6% 71% False False 33
40 1.1255 1.0829 0.0426 3.9% 0.0060 0.6% 30% False False 24
60 1.1255 1.0829 0.0426 3.9% 0.0056 0.5% 30% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1172
2.618 1.1094
1.618 1.1046
1.000 1.1016
0.618 1.0998
HIGH 1.0968
0.618 1.0950
0.500 1.0944
0.382 1.0938
LOW 1.0920
0.618 1.0890
1.000 1.0872
1.618 1.0842
2.618 1.0794
4.250 1.0716
Fisher Pivots for day following 26-Jul-2021
Pivot 1 day 3 day
R1 1.0952 1.0946
PP 1.0948 1.0936
S1 1.0944 1.0926

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

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