CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 05-May-2021
Day Change Summary
Previous Current
04-May-2021 05-May-2021 Change Change % Previous Week
Open 1.0967 1.0984 0.0017 0.2% 1.0987
High 1.0987 1.1000 0.0013 0.1% 1.1051
Low 1.0956 1.0951 -0.0005 0.0% 1.0934
Close 1.0985 1.0985 0.0000 0.0% 1.0987
Range 0.0031 0.0049 0.0018 58.1% 0.0117
ATR 0.0064 0.0063 -0.0001 -1.6% 0.0000
Volume 16 1 -15 -93.8% 209
Daily Pivots for day following 05-May-2021
Classic Woodie Camarilla DeMark
R4 1.1126 1.1104 1.1012
R3 1.1077 1.1055 1.0998
R2 1.1028 1.1028 1.0994
R1 1.1006 1.1006 1.0989 1.1017
PP 1.0979 1.0979 1.0979 1.0984
S1 1.0957 1.0957 1.0981 1.0968
S2 1.0930 1.0930 1.0976
S3 1.0881 1.0908 1.0972
S4 1.0832 1.0859 1.0958
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 1.0951 0.0100 0.9% 0.0050 0.5% 34% False True 11
10 1.1051 1.0925 0.0126 1.1% 0.0056 0.5% 48% False False 30
20 1.1051 1.0796 0.0255 2.3% 0.0057 0.5% 74% False False 28
40 1.1051 1.0604 0.0447 4.1% 0.0062 0.6% 85% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1208
2.618 1.1128
1.618 1.1079
1.000 1.1049
0.618 1.1030
HIGH 1.1000
0.618 1.0981
0.500 1.0976
0.382 1.0970
LOW 1.0951
0.618 1.0921
1.000 1.0902
1.618 1.0872
2.618 1.0823
4.250 1.0743
Fisher Pivots for day following 05-May-2021
Pivot 1 day 3 day
R1 1.0982 1.0993
PP 1.0979 1.0990
S1 1.0976 1.0988

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

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