CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 09-Apr-2021
Day Change Summary
Previous Current
08-Apr-2021 09-Apr-2021 Change Change % Previous Week
Open 1.0830 1.0850 0.0020 0.2% 1.0658
High 1.0872 1.0859 -0.0013 -0.1% 1.0872
Low 1.0796 1.0823 0.0027 0.3% 1.0644
Close 1.0871 1.0857 -0.0014 -0.1% 1.0857
Range 0.0076 0.0036 -0.0040 -52.6% 0.0228
ATR 0.0072 0.0070 -0.0002 -2.4% 0.0000
Volume 5 8 3 60.0% 57
Daily Pivots for day following 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.0954 1.0942 1.0877
R3 1.0918 1.0906 1.0867
R2 1.0882 1.0882 1.0864
R1 1.0870 1.0870 1.0860 1.0876
PP 1.0846 1.0846 1.0846 1.0850
S1 1.0834 1.0834 1.0854 1.0840
S2 1.0810 1.0810 1.0850
S3 1.0774 1.0798 1.0847
S4 1.0738 1.0762 1.0837
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.1475 1.1394 1.0982
R3 1.1247 1.1166 1.0920
R2 1.1019 1.1019 1.0899
R1 1.0938 1.0938 1.0878 1.0979
PP 1.0791 1.0791 1.0791 1.0811
S1 1.0710 1.0710 1.0836 1.0751
S2 1.0563 1.0563 1.0815
S3 1.0335 1.0482 1.0794
S4 1.0107 1.0254 1.0732
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0872 1.0644 0.0228 2.1% 0.0071 0.7% 93% False False 11
10 1.0872 1.0604 0.0268 2.5% 0.0061 0.6% 94% False False 8
20 1.0901 1.0604 0.0297 2.7% 0.0066 0.6% 85% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0015
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1012
2.618 1.0953
1.618 1.0917
1.000 1.0895
0.618 1.0881
HIGH 1.0859
0.618 1.0845
0.500 1.0841
0.382 1.0837
LOW 1.0823
0.618 1.0801
1.000 1.0787
1.618 1.0765
2.618 1.0729
4.250 1.0670
Fisher Pivots for day following 09-Apr-2021
Pivot 1 day 3 day
R1 1.0852 1.0847
PP 1.0846 1.0837
S1 1.0841 1.0828

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

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