CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 27-Aug-2021
Day Change Summary
Previous Current
26-Aug-2021 27-Aug-2021 Change Change % Previous Week
Open 1.0965 1.0923 -0.0042 -0.4% 1.0930
High 1.0965 1.1009 0.0044 0.4% 1.1009
Low 1.0909 1.0900 -0.0009 -0.1% 1.0900
Close 1.0920 1.1002 0.0082 0.8% 1.1002
Range 0.0056 0.0109 0.0053 94.6% 0.0109
ATR 0.0058 0.0062 0.0004 6.3% 0.0000
Volume 32 112 80 250.0% 235
Daily Pivots for day following 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1297 1.1259 1.1062
R3 1.1188 1.1150 1.1032
R2 1.1079 1.1079 1.1022
R1 1.1041 1.1041 1.1012 1.1060
PP 1.0970 1.0970 1.0970 1.0980
S1 1.0932 1.0932 1.0992 1.0951
S2 1.0861 1.0861 1.0982
S3 1.0752 1.0823 1.0972
S4 1.0643 1.0714 1.0942
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1297 1.1259 1.1062
R3 1.1188 1.1150 1.1032
R2 1.1079 1.1079 1.1022
R1 1.1041 1.1041 1.1012 1.1060
PP 1.0970 1.0970 1.0970 1.0980
S1 1.0932 1.0932 1.0992 1.0951
S2 1.0861 1.0861 1.0982
S3 1.0752 1.0823 1.0972
S4 1.0643 1.0714 1.0942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1009 1.0900 0.0109 1.0% 0.0060 0.5% 94% True True 47
10 1.1021 1.0894 0.0127 1.2% 0.0062 0.6% 85% False False 57
20 1.1124 1.0855 0.0269 2.4% 0.0058 0.5% 55% False False 38
40 1.1124 1.0829 0.0295 2.7% 0.0060 0.5% 59% False False 42
60 1.1255 1.0829 0.0426 3.9% 0.0060 0.5% 41% False False 33
80 1.1255 1.0829 0.0426 3.9% 0.0058 0.5% 41% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 1.1472
2.618 1.1294
1.618 1.1185
1.000 1.1118
0.618 1.1076
HIGH 1.1009
0.618 1.0967
0.500 1.0955
0.382 1.0942
LOW 1.0900
0.618 1.0833
1.000 1.0791
1.618 1.0724
2.618 1.0615
4.250 1.0437
Fisher Pivots for day following 27-Aug-2021
Pivot 1 day 3 day
R1 1.0986 1.0986
PP 1.0970 1.0970
S1 1.0955 1.0955

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

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