CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 08-Apr-2021
Day Change Summary
Previous Current
07-Apr-2021 08-Apr-2021 Change Change % Previous Week
Open 1.0819 1.0830 0.0011 0.1% 1.0697
High 1.0832 1.0872 0.0040 0.4% 1.0720
Low 1.0783 1.0796 0.0013 0.1% 1.0604
Close 1.0800 1.0871 0.0071 0.7% 1.0662
Range 0.0049 0.0076 0.0027 55.1% 0.0116
ATR 0.0072 0.0072 0.0000 0.4% 0.0000
Volume 6 5 -1 -16.7% 18
Daily Pivots for day following 08-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.1074 1.1049 1.0913
R3 1.0998 1.0973 1.0892
R2 1.0922 1.0922 1.0885
R1 1.0897 1.0897 1.0878 1.0910
PP 1.0846 1.0846 1.0846 1.0853
S1 1.0821 1.0821 1.0864 1.0834
S2 1.0770 1.0770 1.0857
S3 1.0694 1.0745 1.0850
S4 1.0618 1.0669 1.0829
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 1.0872 1.0604 0.0268 2.5% 0.0078 0.7% 100% True False 10
10 1.0872 1.0604 0.0268 2.5% 0.0063 0.6% 100% True False 8
20 1.0901 1.0604 0.0297 2.7% 0.0068 0.6% 90% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1195
2.618 1.1071
1.618 1.0995
1.000 1.0948
0.618 1.0919
HIGH 1.0872
0.618 1.0843
0.500 1.0834
0.382 1.0825
LOW 1.0796
0.618 1.0749
1.000 1.0720
1.618 1.0673
2.618 1.0597
4.250 1.0473
Fisher Pivots for day following 08-Apr-2021
Pivot 1 day 3 day
R1 1.0859 1.0841
PP 1.0846 1.0811
S1 1.0834 1.0781

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

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