CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 28-Jul-2021
Day Change Summary
Previous Current
27-Jul-2021 28-Jul-2021 Change Change % Previous Week
Open 1.0958 1.1016 0.0058 0.5% 1.0894
High 1.0991 1.1027 0.0036 0.3% 1.0961
Low 1.0926 1.0950 0.0024 0.2% 1.0874
Close 1.0979 1.1016 0.0037 0.3% 1.0906
Range 0.0065 0.0077 0.0012 18.5% 0.0087
ATR 0.0061 0.0062 0.0001 1.9% 0.0000
Volume 292 17 -275 -94.2% 49
Daily Pivots for day following 28-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1229 1.1199 1.1058
R3 1.1152 1.1122 1.1037
R2 1.1075 1.1075 1.1030
R1 1.1045 1.1045 1.1023 1.1055
PP 1.0998 1.0998 1.0998 1.1002
S1 1.0968 1.0968 1.1009 1.0978
S2 1.0921 1.0921 1.1002
S3 1.0844 1.0891 1.0995
S4 1.0767 1.0814 1.0974
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 1.1027 1.0884 0.0143 1.3% 0.0056 0.5% 92% True False 172
10 1.1027 1.0874 0.0153 1.4% 0.0060 0.5% 93% True False 90
20 1.1027 1.0829 0.0198 1.8% 0.0063 0.6% 94% True False 48
40 1.1255 1.0829 0.0426 3.9% 0.0061 0.5% 44% False False 30
60 1.1255 1.0829 0.0426 3.9% 0.0057 0.5% 44% False False 22
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 0.0013
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1354
2.618 1.1229
1.618 1.1152
1.000 1.1104
0.618 1.1075
HIGH 1.1027
0.618 1.0998
0.500 1.0989
0.382 1.0979
LOW 1.0950
0.618 1.0902
1.000 1.0873
1.618 1.0825
2.618 1.0748
4.250 1.0623
Fisher Pivots for day following 28-Jul-2021
Pivot 1 day 3 day
R1 1.1007 1.1002
PP 1.0998 1.0988
S1 1.0989 1.0974

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

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