CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 09-Jul-2021
Day Change Summary
Previous Current
08-Jul-2021 09-Jul-2021 Change Change % Previous Week
Open 1.0964 1.0960 -0.0004 0.0% 1.0858
High 1.0990 1.0987 -0.0003 0.0% 1.0990
Low 1.0843 1.0944 0.0101 0.9% 1.0837
Close 1.0964 1.0984 0.0020 0.2% 1.0984
Range 0.0147 0.0043 -0.0104 -70.7% 0.0153
ATR 0.0066 0.0064 -0.0002 -2.5% 0.0000
Volume 0 3 3 3
Daily Pivots for day following 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1101 1.1085 1.1008
R3 1.1058 1.1042 1.0996
R2 1.1015 1.1015 1.0992
R1 1.0999 1.0999 1.0988 1.1007
PP 1.0972 1.0972 1.0972 1.0976
S1 1.0956 1.0956 1.0980 1.0964
S2 1.0929 1.0929 1.0976
S3 1.0886 1.0913 1.0972
S4 1.0843 1.0870 1.0960
Weekly Pivots for week ending 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1396 1.1343 1.1068
R3 1.1243 1.1190 1.1026
R2 1.1090 1.1090 1.1012
R1 1.1037 1.1037 1.0998 1.1064
PP 1.0937 1.0937 1.0937 1.0950
S1 1.0884 1.0884 1.0970 1.0911
S2 1.0784 1.0784 1.0956
S3 1.0631 1.0731 1.0942
S4 1.0478 1.0578 1.0900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0990 1.0829 0.0161 1.5% 0.0077 0.7% 96% False False
10 1.0990 1.0829 0.0161 1.5% 0.0063 0.6% 96% False False 7
20 1.1239 1.0829 0.0410 3.7% 0.0065 0.6% 38% False False 10
40 1.1255 1.0829 0.0426 3.9% 0.0059 0.5% 36% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1170
2.618 1.1100
1.618 1.1057
1.000 1.1030
0.618 1.1014
HIGH 1.0987
0.618 1.0971
0.500 1.0966
0.382 1.0960
LOW 1.0944
0.618 1.0917
1.000 1.0901
1.618 1.0874
2.618 1.0831
4.250 1.0761
Fisher Pivots for day following 09-Jul-2021
Pivot 1 day 3 day
R1 1.0978 1.0961
PP 1.0972 1.0937
S1 1.0966 1.0914

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

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