CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 23-Apr-2021
Day Change Summary
Previous Current
22-Apr-2021 23-Apr-2021 Change Change % Previous Week
Open 1.0950 1.0974 0.0024 0.2% 1.0906
High 1.0977 1.0994 0.0017 0.2% 1.0997
Low 1.0925 1.0950 0.0025 0.2% 1.0896
Close 1.0932 1.0989 0.0057 0.5% 1.0989
Range 0.0052 0.0044 -0.0008 -15.4% 0.0101
ATR 0.0064 0.0064 0.0000 -0.2% 0.0000
Volume 4 47 43 1,075.0% 171
Daily Pivots for day following 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.1110 1.1093 1.1013
R3 1.1066 1.1049 1.1001
R2 1.1022 1.1022 1.0997
R1 1.1005 1.1005 1.0993 1.1014
PP 1.0978 1.0978 1.0978 1.0982
S1 1.0961 1.0961 1.0985 1.0970
S2 1.0934 1.0934 1.0981
S3 1.0890 1.0917 1.0977
S4 1.0846 1.0873 1.0965
Weekly Pivots for week ending 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.1264 1.1227 1.1045
R3 1.1163 1.1126 1.1017
R2 1.1062 1.1062 1.1008
R1 1.1025 1.1025 1.0998 1.1044
PP 1.0961 1.0961 1.0961 1.0970
S1 1.0924 1.0924 1.0980 1.0943
S2 1.0860 1.0860 1.0970
S3 1.0759 1.0823 1.0961
S4 1.0658 1.0722 1.0933
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0997 1.0896 0.0101 0.9% 0.0056 0.5% 92% False False 34
10 1.0997 1.0835 0.0162 1.5% 0.0057 0.5% 95% False False 29
20 1.0997 1.0604 0.0393 3.6% 0.0059 0.5% 98% False False 19
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1181
2.618 1.1109
1.618 1.1065
1.000 1.1038
0.618 1.1021
HIGH 1.0994
0.618 1.0977
0.500 1.0972
0.382 1.0967
LOW 1.0950
0.618 1.0923
1.000 1.0906
1.618 1.0879
2.618 1.0835
4.250 1.0763
Fisher Pivots for day following 23-Apr-2021
Pivot 1 day 3 day
R1 1.0983 1.0978
PP 1.0978 1.0967
S1 1.0972 1.0956

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

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