CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 06-Apr-2021
Day Change Summary
Previous Current
05-Apr-2021 06-Apr-2021 Change Change % Previous Week
Open 1.0658 1.0762 0.0104 1.0% 1.0697
High 1.0734 1.0794 0.0060 0.6% 1.0720
Low 1.0644 1.0690 0.0046 0.4% 1.0604
Close 1.0728 1.0785 0.0057 0.5% 1.0662
Range 0.0090 0.0104 0.0014 15.6% 0.0116
ATR 0.0071 0.0073 0.0002 3.3% 0.0000
Volume 2 36 34 1,700.0% 18
Daily Pivots for day following 06-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.1068 1.1031 1.0842
R3 1.0964 1.0927 1.0814
R2 1.0860 1.0860 1.0804
R1 1.0823 1.0823 1.0795 1.0842
PP 1.0756 1.0756 1.0756 1.0766
S1 1.0719 1.0719 1.0775 1.0738
S2 1.0652 1.0652 1.0766
S3 1.0548 1.0615 1.0756
S4 1.0444 1.0511 1.0728
Weekly Pivots for week ending 02-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.1010 1.0952 1.0726
R3 1.0894 1.0836 1.0694
R2 1.0778 1.0778 1.0683
R1 1.0720 1.0720 1.0673 1.0691
PP 1.0662 1.0662 1.0662 1.0648
S1 1.0604 1.0604 1.0651 1.0575
S2 1.0546 1.0546 1.0641
S3 1.0430 1.0488 1.0630
S4 1.0314 1.0372 1.0598
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0794 1.0604 0.0190 1.8% 0.0075 0.7% 95% True False 11
10 1.0884 1.0604 0.0280 2.6% 0.0067 0.6% 65% False False 9
20 1.0901 1.0604 0.0297 2.8% 0.0069 0.6% 61% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1236
2.618 1.1066
1.618 1.0962
1.000 1.0898
0.618 1.0858
HIGH 1.0794
0.618 1.0754
0.500 1.0742
0.382 1.0730
LOW 1.0690
0.618 1.0626
1.000 1.0586
1.618 1.0522
2.618 1.0418
4.250 1.0248
Fisher Pivots for day following 06-Apr-2021
Pivot 1 day 3 day
R1 1.0771 1.0756
PP 1.0756 1.0728
S1 1.0742 1.0699

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

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