CME Swiss Franc Future September 2021

Trading Metrics calculated at close of trading on 17-May-2021

Day Change Summary
	Previous	Current
	14-May-2021	17-May-2021	Change	Change %	Previous Week
Open	1.1078	1.1125	0.0047	0.4%	1.1132
High	1.1129	1.1142	0.0013	0.1%	1.1165
Low	1.1078	1.1106	0.0028	0.3%	1.1032
Close	1.1118	1.1117	-0.0001	0.0%	1.1118
Range	0.0051	0.0036	-0.0015	-29.4%	0.0133
ATR	0.0063	0.0061	-0.0002	-3.1%	0.0000
Volume	15	2	-13	-86.7%	93

Daily Pivots for day following 17-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1230	1.1209	1.1137
R3	1.1194	1.1173	1.1127
R2	1.1158	1.1158	1.1124
R1	1.1137	1.1137	1.1120	1.1130
PP	1.1122	1.1122	1.1122	1.1118
S1	1.1101	1.1101	1.1114	1.1094
S2	1.1086	1.1086	1.1110
S3	1.1050	1.1065	1.1107
S4	1.1014	1.1029	1.1097

Weekly Pivots for week ending 14-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1504	1.1444	1.1191
R3	1.1371	1.1311	1.1155
R2	1.1238	1.1238	1.1142
R1	1.1178	1.1178	1.1130	1.1142
PP	1.1105	1.1105	1.1105	1.1087
S1	1.1045	1.1045	1.1106	1.1009
S2	1.0972	1.0972	1.1094
S3	1.0839	1.0912	1.1081
S4	1.0706	1.0779	1.1045

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1145	1.1032	0.0113	1.0%	0.0051	0.5%	75%	False	False	9
10	1.1165	1.0951	0.0214	1.9%	0.0057	0.5%	78%	False	False	13
20	1.1165	1.0918	0.0247	2.2%	0.0057	0.5%	81%	False	False	25
40	1.1165	1.0604	0.0561	5.0%	0.0061	0.6%	91%	False	False	20

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.1295
2.618	1.1236
1.618	1.1200
1.000	1.1178
0.618	1.1164
HIGH	1.1142
0.618	1.1128
0.500	1.1124
0.382	1.1120
LOW	1.1106
0.618	1.1084
1.000	1.1070
1.618	1.1048
2.618	1.1012
4.250	1.0953

Fisher Pivots for day following 17-May-2021
Pivot	1 day	3 day
R1	1.1124	1.1107
PP	1.1122	1.1097
S1	1.1119	1.1088

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