CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 29-Jul-2021
Day Change Summary
Previous Current
28-Jul-2021 29-Jul-2021 Change Change % Previous Week
Open 1.1016 1.1028 0.0012 0.1% 1.0894
High 1.1027 1.1081 0.0054 0.5% 1.0961
Low 1.0950 1.1028 0.0078 0.7% 1.0874
Close 1.1016 1.1081 0.0065 0.6% 1.0906
Range 0.0077 0.0053 -0.0024 -31.2% 0.0087
ATR 0.0062 0.0062 0.0000 0.3% 0.0000
Volume 17 4 -13 -76.5% 49
Daily Pivots for day following 29-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1222 1.1205 1.1110
R3 1.1169 1.1152 1.1096
R2 1.1116 1.1116 1.1091
R1 1.1099 1.1099 1.1086 1.1108
PP 1.1063 1.1063 1.1063 1.1068
S1 1.1046 1.1046 1.1076 1.1055
S2 1.1010 1.1010 1.1071
S3 1.0957 1.0993 1.1066
S4 1.0904 1.0940 1.1052
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 1.1081 1.0884 0.0197 1.8% 0.0056 0.5% 100% True False 173
10 1.1081 1.0874 0.0207 1.9% 0.0057 0.5% 100% True False 91
20 1.1081 1.0829 0.0252 2.3% 0.0062 0.6% 100% True False 48
40 1.1255 1.0829 0.0426 3.8% 0.0061 0.5% 59% False False 30
60 1.1255 1.0829 0.0426 3.8% 0.0058 0.5% 59% False False 22
Crabel Price Patterns
NR True
NR4 False
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1306
2.618 1.1220
1.618 1.1167
1.000 1.1134
0.618 1.1114
HIGH 1.1081
0.618 1.1061
0.500 1.1055
0.382 1.1048
LOW 1.1028
0.618 1.0995
1.000 1.0975
1.618 1.0942
2.618 1.0889
4.250 1.0803
Fisher Pivots for day following 29-Jul-2021
Pivot 1 day 3 day
R1 1.1072 1.1055
PP 1.1063 1.1029
S1 1.1055 1.1004

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

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