CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 05-Aug-2021
Day Change Summary
Previous Current
04-Aug-2021 05-Aug-2021 Change Change % Previous Week
Open 1.1084 1.1061 -0.0023 -0.2% 1.0920
High 1.1124 1.1082 -0.0042 -0.4% 1.1099
Low 1.1055 1.1052 -0.0003 0.0% 1.0920
Close 1.1070 1.1071 0.0001 0.0% 1.1072
Range 0.0069 0.0030 -0.0039 -56.5% 0.0179
ATR 0.0058 0.0056 -0.0002 -3.5% 0.0000
Volume 19 2 -17 -89.5% 879
Daily Pivots for day following 05-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1158 1.1145 1.1088
R3 1.1128 1.1115 1.1079
R2 1.1098 1.1098 1.1077
R1 1.1085 1.1085 1.1074 1.1092
PP 1.1068 1.1068 1.1068 1.1072
S1 1.1055 1.1055 1.1068 1.1062
S2 1.1038 1.1038 1.1066
S3 1.1008 1.1025 1.1063
S4 1.0978 1.0995 1.1055
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 1.1052 0.0072 0.7% 0.0042 0.4% 26% False True 18
10 1.1124 1.0884 0.0240 2.2% 0.0049 0.4% 78% False False 96
20 1.1124 1.0874 0.0250 2.3% 0.0054 0.5% 79% False False 50
40 1.1239 1.0829 0.0410 3.7% 0.0060 0.5% 59% False False 31
60 1.1255 1.0829 0.0426 3.8% 0.0057 0.5% 57% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.1210
2.618 1.1161
1.618 1.1131
1.000 1.1112
0.618 1.1101
HIGH 1.1082
0.618 1.1071
0.500 1.1067
0.382 1.1063
LOW 1.1052
0.618 1.1033
1.000 1.1022
1.618 1.1003
2.618 1.0973
4.250 1.0925
Fisher Pivots for day following 05-Aug-2021
Pivot 1 day 3 day
R1 1.1070 1.1088
PP 1.1068 1.1082
S1 1.1067 1.1077

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

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