CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 19-Apr-2021
Day Change Summary
Previous Current
16-Apr-2021 19-Apr-2021 Change Change % Previous Week
Open 1.0928 1.0906 -0.0022 -0.2% 1.0856
High 1.0936 1.0997 0.0061 0.6% 1.0936
Low 1.0873 1.0896 0.0023 0.2% 1.0835
Close 1.0914 1.0978 0.0064 0.6% 1.0914
Range 0.0063 0.0101 0.0038 60.3% 0.0101
ATR 0.0066 0.0068 0.0003 3.8% 0.0000
Volume 41 23 -18 -43.9% 128
Daily Pivots for day following 19-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.1260 1.1220 1.1034
R3 1.1159 1.1119 1.1006
R2 1.1058 1.1058 1.0997
R1 1.1018 1.1018 1.0987 1.1038
PP 1.0957 1.0957 1.0957 1.0967
S1 1.0917 1.0917 1.0969 1.0937
S2 1.0856 1.0856 1.0959
S3 1.0755 1.0816 1.0950
S4 1.0654 1.0715 1.0922
Weekly Pivots for week ending 16-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.1198 1.1157 1.0970
R3 1.1097 1.1056 1.0942
R2 1.0996 1.0996 1.0933
R1 1.0955 1.0955 1.0923 1.0976
PP 1.0895 1.0895 1.0895 1.0905
S1 1.0854 1.0854 1.0905 1.0875
S2 1.0794 1.0794 1.0895
S3 1.0693 1.0753 1.0886
S4 1.0592 1.0652 1.0858
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0997 1.0845 0.0152 1.4% 0.0065 0.6% 88% True False 21
10 1.0997 1.0690 0.0307 2.8% 0.0065 0.6% 94% True False 20
20 1.0997 1.0604 0.0393 3.6% 0.0066 0.6% 95% True False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1426
2.618 1.1261
1.618 1.1160
1.000 1.1098
0.618 1.1059
HIGH 1.0997
0.618 1.0958
0.500 1.0947
0.382 1.0935
LOW 1.0896
0.618 1.0834
1.000 1.0795
1.618 1.0733
2.618 1.0632
4.250 1.0467
Fisher Pivots for day following 19-Apr-2021
Pivot 1 day 3 day
R1 1.0968 1.0962
PP 1.0957 1.0946
S1 1.0947 1.0930

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

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