CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 18-May-2021
Day Change Summary
Previous Current
17-May-2021 18-May-2021 Change Change % Previous Week
Open 1.1125 1.1106 -0.0019 -0.2% 1.1132
High 1.1142 1.1193 0.0051 0.5% 1.1165
Low 1.1106 1.1103 -0.0003 0.0% 1.1032
Close 1.1117 1.1189 0.0072 0.6% 1.1118
Range 0.0036 0.0090 0.0054 150.0% 0.0133
ATR 0.0061 0.0063 0.0002 3.3% 0.0000
Volume 2 17 15 750.0% 93
Daily Pivots for day following 18-May-2021
Classic Woodie Camarilla DeMark
R4 1.1432 1.1400 1.1239
R3 1.1342 1.1310 1.1214
R2 1.1252 1.1252 1.1206
R1 1.1220 1.1220 1.1197 1.1236
PP 1.1162 1.1162 1.1162 1.1170
S1 1.1130 1.1130 1.1181 1.1146
S2 1.1072 1.1072 1.1173
S3 1.0982 1.1040 1.1164
S4 1.0892 1.0950 1.1140
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 1.1193 1.1032 0.0161 1.4% 0.0060 0.5% 98% True False 11
10 1.1193 1.0951 0.0242 2.2% 0.0063 0.6% 98% True False 13
20 1.1193 1.0918 0.0275 2.5% 0.0059 0.5% 99% True False 22
40 1.1193 1.0604 0.0589 5.3% 0.0061 0.5% 99% True False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1576
2.618 1.1429
1.618 1.1339
1.000 1.1283
0.618 1.1249
HIGH 1.1193
0.618 1.1159
0.500 1.1148
0.382 1.1137
LOW 1.1103
0.618 1.1047
1.000 1.1013
1.618 1.0957
2.618 1.0867
4.250 1.0721
Fisher Pivots for day following 18-May-2021
Pivot 1 day 3 day
R1 1.1175 1.1171
PP 1.1162 1.1153
S1 1.1148 1.1136

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

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