CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 22-Apr-2021
Day Change Summary
Previous Current
21-Apr-2021 22-Apr-2021 Change Change % Previous Week
Open 1.0966 1.0950 -0.0016 -0.1% 1.0856
High 1.0967 1.0977 0.0010 0.1% 1.0936
Low 1.0918 1.0925 0.0007 0.1% 1.0835
Close 1.0946 1.0932 -0.0014 -0.1% 1.0914
Range 0.0049 0.0052 0.0003 6.1% 0.0101
ATR 0.0065 0.0064 -0.0001 -1.4% 0.0000
Volume 16 4 -12 -75.0% 128
Daily Pivots for day following 22-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.1101 1.1068 1.0961
R3 1.1049 1.1016 1.0946
R2 1.0997 1.0997 1.0942
R1 1.0964 1.0964 1.0937 1.0955
PP 1.0945 1.0945 1.0945 1.0940
S1 1.0912 1.0912 1.0927 1.0903
S2 1.0893 1.0893 1.0922
S3 1.0841 1.0860 1.0918
S4 1.0789 1.0808 1.0903
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 1.0873 0.0124 1.1% 0.0060 0.6% 48% False False 33
10 1.0997 1.0823 0.0174 1.6% 0.0056 0.5% 63% False False 26
20 1.0997 1.0604 0.0393 3.6% 0.0059 0.5% 83% False False 17
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1198
2.618 1.1113
1.618 1.1061
1.000 1.1029
0.618 1.1009
HIGH 1.0977
0.618 1.0957
0.500 1.0951
0.382 1.0945
LOW 1.0925
0.618 1.0893
1.000 1.0873
1.618 1.0841
2.618 1.0789
4.250 1.0704
Fisher Pivots for day following 22-Apr-2021
Pivot 1 day 3 day
R1 1.0951 1.0953
PP 1.0945 1.0946
S1 1.0938 1.0939

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

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