CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 13-Apr-2021
Day Change Summary
Previous Current
12-Apr-2021 13-Apr-2021 Change Change % Previous Week
Open 1.0856 1.0873 0.0017 0.2% 1.0658
High 1.0897 1.0913 0.0016 0.1% 1.0872
Low 1.0835 1.0845 0.0010 0.1% 1.0644
Close 1.0880 1.0908 0.0028 0.3% 1.0857
Range 0.0062 0.0068 0.0006 9.7% 0.0228
ATR 0.0070 0.0069 0.0000 -0.2% 0.0000
Volume 43 19 -24 -55.8% 57
Daily Pivots for day following 13-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.1093 1.1068 1.0945
R3 1.1025 1.1000 1.0927
R2 1.0957 1.0957 1.0920
R1 1.0932 1.0932 1.0914 1.0945
PP 1.0889 1.0889 1.0889 1.0895
S1 1.0864 1.0864 1.0902 1.0877
S2 1.0821 1.0821 1.0896
S3 1.0753 1.0796 1.0889
S4 1.0685 1.0728 1.0871
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 1.0913 1.0783 0.0130 1.2% 0.0058 0.5% 96% True False 16
10 1.0913 1.0604 0.0309 2.8% 0.0067 0.6% 98% True False 13
20 1.0913 1.0604 0.0309 2.8% 0.0069 0.6% 98% True False 12
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1202
2.618 1.1091
1.618 1.1023
1.000 1.0981
0.618 1.0955
HIGH 1.0913
0.618 1.0887
0.500 1.0879
0.382 1.0871
LOW 1.0845
0.618 1.0803
1.000 1.0777
1.618 1.0735
2.618 1.0667
4.250 1.0556
Fisher Pivots for day following 13-Apr-2021
Pivot 1 day 3 day
R1 1.0898 1.0895
PP 1.0889 1.0881
S1 1.0879 1.0868

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

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