CME Swiss Franc Future September 2021

Trading Metrics calculated at close of trading on 11-May-2021

Day Change Summary
	Previous	Current
	10-May-2021	11-May-2021	Change	Change %	Previous Week
Open	1.1132	1.1111	-0.0021	-0.2%	1.0983
High	1.1165	1.1145	-0.0020	-0.2%	1.1141
Low	1.1125	1.1100	-0.0025	-0.2%	1.0951
Close	1.1140	1.1106	-0.0034	-0.3%	1.1134
Range	0.0040	0.0045	0.0005	12.5%	0.0190
ATR	0.0065	0.0064	-0.0001	-2.2%	0.0000
Volume	47	9	-38	-80.9%	67

Daily Pivots for day following 11-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1252	1.1224	1.1131
R3	1.1207	1.1179	1.1118
R2	1.1162	1.1162	1.1114
R1	1.1134	1.1134	1.1110	1.1126
PP	1.1117	1.1117	1.1117	1.1113
S1	1.1089	1.1089	1.1102	1.1081
S2	1.1072	1.1072	1.1098
S3	1.1027	1.1044	1.1094
S4	1.0982	1.0999	1.1081

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	1.1165	1.0951	0.0214	1.9%	0.0066	0.6%	72%	False	False	16
10	1.1165	1.0934	0.0231	2.1%	0.0064	0.6%	74%	False	False	16
20	1.1165	1.0862	0.0303	2.7%	0.0059	0.5%	81%	False	False	28
40	1.1165	1.0604	0.0561	5.1%	0.0064	0.6%	89%	False	False	20

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1336
2.618	1.1263
1.618	1.1218
1.000	1.1190
0.618	1.1173
HIGH	1.1145
0.618	1.1128
0.500	1.1123
0.382	1.1117
LOW	1.1100
0.618	1.1072
1.000	1.1055
1.618	1.1027
2.618	1.0982
4.250	1.0909

Fisher Pivots for day following 11-May-2021
Pivot	1 day	3 day
R1	1.1123	1.1104
PP	1.1117	1.1102
S1	1.1112	1.1100

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