CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 07-May-2021
Day Change Summary
Previous Current
06-May-2021 07-May-2021 Change Change % Previous Week
Open 1.0977 1.1070 0.0093 0.8% 1.0983
High 1.1060 1.1141 0.0081 0.7% 1.1141
Low 1.0973 1.1034 0.0061 0.6% 1.0951
Close 1.1040 1.1134 0.0094 0.9% 1.1134
Range 0.0087 0.0107 0.0020 23.0% 0.0190
ATR 0.0064 0.0067 0.0003 4.7% 0.0000
Volume 10 13 3 30.0% 67
Daily Pivots for day following 07-May-2021
Classic Woodie Camarilla DeMark
R4 1.1424 1.1386 1.1193
R3 1.1317 1.1279 1.1163
R2 1.1210 1.1210 1.1154
R1 1.1172 1.1172 1.1144 1.1191
PP 1.1103 1.1103 1.1103 1.1113
S1 1.1065 1.1065 1.1124 1.1084
S2 1.0996 1.0996 1.1114
S3 1.0889 1.0958 1.1105
S4 1.0782 1.0851 1.1075
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 1.1645 1.1580 1.1239
R3 1.1455 1.1390 1.1186
R2 1.1265 1.1265 1.1169
R1 1.1200 1.1200 1.1151 1.1233
PP 1.1075 1.1075 1.1075 1.1092
S1 1.1010 1.1010 1.1117 1.1043
S2 1.0885 1.0885 1.1099
S3 1.0695 1.0820 1.1082
S4 1.0505 1.0630 1.1030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1141 1.0951 0.0190 1.7% 0.0067 0.6% 96% True False 13
10 1.1141 1.0934 0.0207 1.9% 0.0066 0.6% 97% True False 27
20 1.1141 1.0835 0.0306 2.7% 0.0061 0.6% 98% True False 28
40 1.1141 1.0604 0.0537 4.8% 0.0064 0.6% 99% True False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1596
2.618 1.1421
1.618 1.1314
1.000 1.1248
0.618 1.1207
HIGH 1.1141
0.618 1.1100
0.500 1.1088
0.382 1.1075
LOW 1.1034
0.618 1.0968
1.000 1.0927
1.618 1.0861
2.618 1.0754
4.250 1.0579
Fisher Pivots for day following 07-May-2021
Pivot 1 day 3 day
R1 1.1119 1.1105
PP 1.1103 1.1075
S1 1.1088 1.1046

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

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