CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 14-Apr-2021
Day Change Summary
Previous Current
13-Apr-2021 14-Apr-2021 Change Change % Previous Week
Open 1.0873 1.0913 0.0040 0.4% 1.0658
High 1.0913 1.0928 0.0015 0.1% 1.0872
Low 1.0845 1.0876 0.0031 0.3% 1.0644
Close 1.0908 1.0880 -0.0028 -0.3% 1.0857
Range 0.0068 0.0052 -0.0016 -23.5% 0.0228
ATR 0.0069 0.0068 -0.0001 -1.8% 0.0000
Volume 19 20 1 5.3% 57
Daily Pivots for day following 14-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.1051 1.1017 1.0909
R3 1.0999 1.0965 1.0894
R2 1.0947 1.0947 1.0890
R1 1.0913 1.0913 1.0885 1.0904
PP 1.0895 1.0895 1.0895 1.0890
S1 1.0861 1.0861 1.0875 1.0852
S2 1.0843 1.0843 1.0870
S3 1.0791 1.0809 1.0866
S4 1.0739 1.0757 1.0851
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 1.0928 1.0796 0.0132 1.2% 0.0059 0.5% 64% True False 19
10 1.0928 1.0604 0.0324 3.0% 0.0066 0.6% 85% True False 15
20 1.0928 1.0604 0.0324 3.0% 0.0069 0.6% 85% True False 13
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1149
2.618 1.1064
1.618 1.1012
1.000 1.0980
0.618 1.0960
HIGH 1.0928
0.618 1.0908
0.500 1.0902
0.382 1.0896
LOW 1.0876
0.618 1.0844
1.000 1.0824
1.618 1.0792
2.618 1.0740
4.250 1.0655
Fisher Pivots for day following 14-Apr-2021
Pivot 1 day 3 day
R1 1.0902 1.0882
PP 1.0895 1.0881
S1 1.0887 1.0881

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

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