CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 02-Aug-2021
Day Change Summary
Previous Current
30-Jul-2021 02-Aug-2021 Change Change % Previous Week
Open 1.1077 1.1076 -0.0001 0.0% 1.0920
High 1.1099 1.1100 0.0001 0.0% 1.1099
Low 1.1058 1.1069 0.0011 0.1% 1.0920
Close 1.1072 1.1087 0.0015 0.1% 1.1072
Range 0.0041 0.0031 -0.0010 -24.4% 0.0179
ATR 0.0061 0.0059 -0.0002 -3.5% 0.0000
Volume 18 43 25 138.9% 879
Daily Pivots for day following 02-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1178 1.1164 1.1104
R3 1.1147 1.1133 1.1096
R2 1.1116 1.1116 1.1093
R1 1.1102 1.1102 1.1090 1.1109
PP 1.1085 1.1085 1.1085 1.1089
S1 1.1071 1.1071 1.1084 1.1078
S2 1.1054 1.1054 1.1081
S3 1.1023 1.1040 1.1078
S4 1.0992 1.1009 1.1070
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 1.1100 1.0926 0.0174 1.6% 0.0053 0.5% 93% True False 74
10 1.1100 1.0874 0.0226 2.0% 0.0054 0.5% 94% True False 95
20 1.1100 1.0837 0.0263 2.4% 0.0060 0.5% 95% True False 49
40 1.1255 1.0829 0.0426 3.8% 0.0059 0.5% 61% False False 31
60 1.1255 1.0829 0.0426 3.8% 0.0057 0.5% 61% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.1232
2.618 1.1181
1.618 1.1150
1.000 1.1131
0.618 1.1119
HIGH 1.1100
0.618 1.1088
0.500 1.1085
0.382 1.1081
LOW 1.1069
0.618 1.1050
1.000 1.1038
1.618 1.1019
2.618 1.0988
4.250 1.0937
Fisher Pivots for day following 02-Aug-2021
Pivot 1 day 3 day
R1 1.1086 1.1079
PP 1.1085 1.1072
S1 1.1085 1.1064

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

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