CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 27-Jul-2021
Day Change Summary
Previous Current
26-Jul-2021 27-Jul-2021 Change Change % Previous Week
Open 1.0920 1.0958 0.0038 0.3% 1.0894
High 1.0968 1.0991 0.0023 0.2% 1.0961
Low 1.0920 1.0926 0.0006 0.1% 1.0874
Close 1.0956 1.0979 0.0023 0.2% 1.0906
Range 0.0048 0.0065 0.0017 35.4% 0.0087
ATR 0.0061 0.0061 0.0000 0.5% 0.0000
Volume 548 292 -256 -46.7% 49
Daily Pivots for day following 27-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1160 1.1135 1.1015
R3 1.1095 1.1070 1.0997
R2 1.1030 1.1030 1.0991
R1 1.1005 1.1005 1.0985 1.1018
PP 1.0965 1.0965 1.0965 1.0972
S1 1.0940 1.0940 1.0973 1.0953
S2 1.0900 1.0900 1.0967
S3 1.0835 1.0875 1.0961
S4 1.0770 1.0810 1.0943
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 1.0991 1.0875 0.0116 1.1% 0.0054 0.5% 90% True False 169
10 1.1008 1.0874 0.0134 1.2% 0.0059 0.5% 78% False False 89
20 1.1008 1.0829 0.0179 1.6% 0.0061 0.6% 84% False False 47
40 1.1255 1.0829 0.0426 3.9% 0.0061 0.6% 35% False False 31
60 1.1255 1.0829 0.0426 3.9% 0.0057 0.5% 35% False False 22
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1267
2.618 1.1161
1.618 1.1096
1.000 1.1056
0.618 1.1031
HIGH 1.0991
0.618 1.0966
0.500 1.0959
0.382 1.0951
LOW 1.0926
0.618 1.0886
1.000 1.0861
1.618 1.0821
2.618 1.0756
4.250 1.0650
Fisher Pivots for day following 27-Jul-2021
Pivot 1 day 3 day
R1 1.0972 1.0965
PP 1.0965 1.0951
S1 1.0959 1.0938

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

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