CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 04-May-2021
Day Change Summary
Previous Current
03-May-2021 04-May-2021 Change Change % Previous Week
Open 1.0983 1.0967 -0.0016 -0.1% 1.0987
High 1.1034 1.0987 -0.0047 -0.4% 1.1051
Low 1.0973 1.0956 -0.0017 -0.2% 1.0934
Close 1.1015 1.0985 -0.0030 -0.3% 1.0987
Range 0.0061 0.0031 -0.0030 -49.2% 0.0117
ATR 0.0064 0.0064 0.0000 -0.6% 0.0000
Volume 27 16 -11 -40.7% 209
Daily Pivots for day following 04-May-2021
Classic Woodie Camarilla DeMark
R4 1.1069 1.1058 1.1002
R3 1.1038 1.1027 1.0994
R2 1.1007 1.1007 1.0991
R1 1.0996 1.0996 1.0988 1.1002
PP 1.0976 1.0976 1.0976 1.0979
S1 1.0965 1.0965 1.0982 1.0971
S2 1.0945 1.0945 1.0979
S3 1.0914 1.0934 1.0976
S4 1.0883 1.0903 1.0968
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.1342 1.1281 1.1051
R3 1.1225 1.1164 1.1019
R2 1.1108 1.1108 1.1008
R1 1.1047 1.1047 1.0998 1.1046
PP 1.0991 1.0991 1.0991 1.0990
S1 1.0930 1.0930 1.0976 1.0929
S2 1.0874 1.0874 1.0966
S3 1.0757 1.0813 1.0955
S4 1.0640 1.0696 1.0923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1051 1.0934 0.0117 1.1% 0.0062 0.6% 44% False False 16
10 1.1051 1.0918 0.0133 1.2% 0.0056 0.5% 50% False False 31
20 1.1051 1.0783 0.0268 2.4% 0.0057 0.5% 75% False False 28
40 1.1051 1.0604 0.0447 4.1% 0.0063 0.6% 85% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 1.1119
2.618 1.1068
1.618 1.1037
1.000 1.1018
0.618 1.1006
HIGH 1.0987
0.618 1.0975
0.500 1.0972
0.382 1.0968
LOW 1.0956
0.618 1.0937
1.000 1.0925
1.618 1.0906
2.618 1.0875
4.250 1.0824
Fisher Pivots for day following 04-May-2021
Pivot 1 day 3 day
R1 1.0981 1.1004
PP 1.0976 1.0997
S1 1.0972 1.0991

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.