CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 04-Aug-2021
Day Change Summary
Previous Current
03-Aug-2021 04-Aug-2021 Change Change % Previous Week
Open 1.1091 1.1084 -0.0007 -0.1% 1.0920
High 1.1119 1.1124 0.0005 0.0% 1.1099
Low 1.1079 1.1055 -0.0024 -0.2% 1.0920
Close 1.1098 1.1070 -0.0028 -0.3% 1.1072
Range 0.0040 0.0069 0.0029 72.5% 0.0179
ATR 0.0057 0.0058 0.0001 1.4% 0.0000
Volume 11 19 8 72.7% 879
Daily Pivots for day following 04-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1290 1.1249 1.1108
R3 1.1221 1.1180 1.1089
R2 1.1152 1.1152 1.1083
R1 1.1111 1.1111 1.1076 1.1097
PP 1.1083 1.1083 1.1083 1.1076
S1 1.1042 1.1042 1.1064 1.1028
S2 1.1014 1.1014 1.1057
S3 1.0945 1.0973 1.1051
S4 1.0876 1.0904 1.1032
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 1.1124 1.1028 0.0096 0.9% 0.0047 0.4% 44% True False 19
10 1.1124 1.0884 0.0240 2.2% 0.0051 0.5% 78% True False 95
20 1.1124 1.0843 0.0281 2.5% 0.0060 0.5% 81% True False 50
40 1.1255 1.0829 0.0426 3.8% 0.0060 0.5% 57% False False 31
60 1.1255 1.0829 0.0426 3.8% 0.0056 0.5% 57% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1417
2.618 1.1305
1.618 1.1236
1.000 1.1193
0.618 1.1167
HIGH 1.1124
0.618 1.1098
0.500 1.1090
0.382 1.1081
LOW 1.1055
0.618 1.1012
1.000 1.0986
1.618 1.0943
2.618 1.0874
4.250 1.0762
Fisher Pivots for day following 04-Aug-2021
Pivot 1 day 3 day
R1 1.1090 1.1090
PP 1.1083 1.1083
S1 1.1077 1.1077

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.