CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 30-Jul-2021
Day Change Summary
Previous Current
29-Jul-2021 30-Jul-2021 Change Change % Previous Week
Open 1.1028 1.1077 0.0049 0.4% 1.0920
High 1.1081 1.1099 0.0018 0.2% 1.1099
Low 1.1028 1.1058 0.0030 0.3% 1.0920
Close 1.1081 1.1072 -0.0009 -0.1% 1.1072
Range 0.0053 0.0041 -0.0012 -22.6% 0.0179
ATR 0.0062 0.0061 -0.0002 -2.5% 0.0000
Volume 4 18 14 350.0% 879
Daily Pivots for day following 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1199 1.1177 1.1095
R3 1.1158 1.1136 1.1083
R2 1.1117 1.1117 1.1080
R1 1.1095 1.1095 1.1076 1.1086
PP 1.1076 1.1076 1.1076 1.1072
S1 1.1054 1.1054 1.1068 1.1045
S2 1.1035 1.1035 1.1064
S3 1.0994 1.1013 1.1061
S4 1.0953 1.0972 1.1049
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1567 1.1499 1.1170
R3 1.1388 1.1320 1.1121
R2 1.1209 1.1209 1.1105
R1 1.1141 1.1141 1.1088 1.1175
PP 1.1030 1.1030 1.1030 1.1048
S1 1.0962 1.0962 1.1056 1.0996
S2 1.0851 1.0851 1.1039
S3 1.0672 1.0783 1.1023
S4 1.0493 1.0604 1.0974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1099 1.0920 0.0179 1.6% 0.0057 0.5% 85% True False 175
10 1.1099 1.0874 0.0225 2.0% 0.0058 0.5% 88% True False 92
20 1.1099 1.0829 0.0270 2.4% 0.0063 0.6% 90% True False 47
40 1.1255 1.0829 0.0426 3.8% 0.0060 0.5% 57% False False 30
60 1.1255 1.0829 0.0426 3.8% 0.0057 0.5% 57% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1273
2.618 1.1206
1.618 1.1165
1.000 1.1140
0.618 1.1124
HIGH 1.1099
0.618 1.1083
0.500 1.1079
0.382 1.1074
LOW 1.1058
0.618 1.1033
1.000 1.1017
1.618 1.0992
2.618 1.0951
4.250 1.0884
Fisher Pivots for day following 30-Jul-2021
Pivot 1 day 3 day
R1 1.1079 1.1056
PP 1.1076 1.1040
S1 1.1074 1.1025

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

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