CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 12-May-2021
Day Change Summary
Previous Current
11-May-2021 12-May-2021 Change Change % Previous Week
Open 1.1111 1.1082 -0.0029 -0.3% 1.0983
High 1.1145 1.1107 -0.0038 -0.3% 1.1141
Low 1.1100 1.1032 -0.0068 -0.6% 1.0951
Close 1.1106 1.1047 -0.0059 -0.5% 1.1134
Range 0.0045 0.0075 0.0030 66.7% 0.0190
ATR 0.0064 0.0065 0.0001 1.2% 0.0000
Volume 9 15 6 66.7% 67
Daily Pivots for day following 12-May-2021
Classic Woodie Camarilla DeMark
R4 1.1287 1.1242 1.1088
R3 1.1212 1.1167 1.1068
R2 1.1137 1.1137 1.1061
R1 1.1092 1.1092 1.1054 1.1077
PP 1.1062 1.1062 1.1062 1.1055
S1 1.1017 1.1017 1.1040 1.1002
S2 1.0987 1.0987 1.1033
S3 1.0912 1.0942 1.1026
S4 1.0837 1.0867 1.1006
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 1.0973 0.0192 1.7% 0.0071 0.6% 39% False False 18
10 1.1165 1.0951 0.0214 1.9% 0.0061 0.5% 45% False False 15
20 1.1165 1.0862 0.0303 2.7% 0.0060 0.5% 61% False False 28
40 1.1165 1.0604 0.0561 5.1% 0.0064 0.6% 79% 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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1426
2.618 1.1303
1.618 1.1228
1.000 1.1182
0.618 1.1153
HIGH 1.1107
0.618 1.1078
0.500 1.1070
0.382 1.1061
LOW 1.1032
0.618 1.0986
1.000 1.0957
1.618 1.0911
2.618 1.0836
4.250 1.0713
Fisher Pivots for day following 12-May-2021
Pivot 1 day 3 day
R1 1.1070 1.1099
PP 1.1062 1.1081
S1 1.1055 1.1064

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

View Archives - Comment on this page... - Back to Index of Symbols