CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 27-Apr-2021
Day Change Summary
Previous Current
26-Apr-2021 27-Apr-2021 Change Change % Previous Week
Open 1.0987 1.0952 -0.0035 -0.3% 1.0906
High 1.1003 1.1000 -0.0003 0.0% 1.0997
Low 1.0953 1.0945 -0.0008 -0.1% 1.0896
Close 1.0982 1.0980 -0.0002 0.0% 1.0989
Range 0.0050 0.0055 0.0005 10.0% 0.0101
ATR 0.0063 0.0062 -0.0001 -0.9% 0.0000
Volume 139 33 -106 -76.3% 171
Daily Pivots for day following 27-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.1140 1.1115 1.1010
R3 1.1085 1.1060 1.0995
R2 1.1030 1.1030 1.0990
R1 1.1005 1.1005 1.0985 1.1018
PP 1.0975 1.0975 1.0975 1.0981
S1 1.0950 1.0950 1.0975 1.0963
S2 1.0920 1.0920 1.0970
S3 1.0865 1.0895 1.0965
S4 1.0810 1.0840 1.0950
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 1.1003 1.0918 0.0085 0.8% 0.0050 0.5% 73% False False 47
10 1.1003 1.0862 0.0141 1.3% 0.0054 0.5% 84% False False 40
20 1.1003 1.0604 0.0399 3.6% 0.0060 0.6% 94% False False 27
40 1.1003 1.0604 0.0399 3.6% 0.0062 0.6% 94% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1234
2.618 1.1144
1.618 1.1089
1.000 1.1055
0.618 1.1034
HIGH 1.1000
0.618 1.0979
0.500 1.0973
0.382 1.0966
LOW 1.0945
0.618 1.0911
1.000 1.0890
1.618 1.0856
2.618 1.0801
4.250 1.0711
Fisher Pivots for day following 27-Apr-2021
Pivot 1 day 3 day
R1 1.0978 1.0978
PP 1.0975 1.0976
S1 1.0973 1.0974

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

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