CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 03-Aug-2021
Day Change Summary
Previous Current
02-Aug-2021 03-Aug-2021 Change Change % Previous Week
Open 1.1076 1.1091 0.0015 0.1% 1.0920
High 1.1100 1.1119 0.0019 0.2% 1.1099
Low 1.1069 1.1079 0.0010 0.1% 1.0920
Close 1.1087 1.1098 0.0011 0.1% 1.1072
Range 0.0031 0.0040 0.0009 29.0% 0.0179
ATR 0.0059 0.0057 -0.0001 -2.3% 0.0000
Volume 43 11 -32 -74.4% 879
Daily Pivots for day following 03-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1219 1.1198 1.1120
R3 1.1179 1.1158 1.1109
R2 1.1139 1.1139 1.1105
R1 1.1118 1.1118 1.1102 1.1129
PP 1.1099 1.1099 1.1099 1.1104
S1 1.1078 1.1078 1.1094 1.1089
S2 1.1059 1.1059 1.1091
S3 1.1019 1.1038 1.1087
S4 1.0979 1.0998 1.1076
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 1.1119 1.0950 0.0169 1.5% 0.0048 0.4% 88% True False 18
10 1.1119 1.0875 0.0244 2.2% 0.0051 0.5% 91% True False 94
20 1.1119 1.0837 0.0282 2.5% 0.0059 0.5% 93% True False 49
40 1.1255 1.0829 0.0426 3.8% 0.0059 0.5% 63% False False 31
60 1.1255 1.0829 0.0426 3.8% 0.0056 0.5% 63% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1289
2.618 1.1224
1.618 1.1184
1.000 1.1159
0.618 1.1144
HIGH 1.1119
0.618 1.1104
0.500 1.1099
0.382 1.1094
LOW 1.1079
0.618 1.1054
1.000 1.1039
1.618 1.1014
2.618 1.0974
4.250 1.0909
Fisher Pivots for day following 03-Aug-2021
Pivot 1 day 3 day
R1 1.1099 1.1095
PP 1.1099 1.1092
S1 1.1098 1.1089

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

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