CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 15-Apr-2021
Day Change Summary
Previous Current
14-Apr-2021 15-Apr-2021 Change Change % Previous Week
Open 1.0913 1.0880 -0.0033 -0.3% 1.0658
High 1.0928 1.0902 -0.0026 -0.2% 1.0872
Low 1.0876 1.0862 -0.0014 -0.1% 1.0644
Close 1.0880 1.0892 0.0012 0.1% 1.0857
Range 0.0052 0.0040 -0.0012 -23.1% 0.0228
ATR 0.0068 0.0066 -0.0002 -3.0% 0.0000
Volume 20 5 -15 -75.0% 57
Daily Pivots for day following 15-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.1005 1.0989 1.0914
R3 1.0965 1.0949 1.0903
R2 1.0925 1.0925 1.0899
R1 1.0909 1.0909 1.0896 1.0917
PP 1.0885 1.0885 1.0885 1.0890
S1 1.0869 1.0869 1.0888 1.0877
S2 1.0845 1.0845 1.0885
S3 1.0805 1.0829 1.0881
S4 1.0765 1.0789 1.0870
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 1.0823 0.0105 1.0% 0.0052 0.5% 66% False False 19
10 1.0928 1.0604 0.0324 3.0% 0.0065 0.6% 89% False False 14
20 1.0928 1.0604 0.0324 3.0% 0.0066 0.6% 89% False False 13
Crabel Price Patterns
NR True
NR4 True
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 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1072
2.618 1.1007
1.618 1.0967
1.000 1.0942
0.618 1.0927
HIGH 1.0902
0.618 1.0887
0.500 1.0882
0.382 1.0877
LOW 1.0862
0.618 1.0837
1.000 1.0822
1.618 1.0797
2.618 1.0757
4.250 1.0692
Fisher Pivots for day following 15-Apr-2021
Pivot 1 day 3 day
R1 1.0889 1.0890
PP 1.0885 1.0888
S1 1.0882 1.0887

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

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