CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 24-May-2021
Day Change Summary
Previous Current
21-May-2021 24-May-2021 Change Change % Previous Week
Open 1.1178 1.1171 -0.0007 -0.1% 1.1125
High 1.1199 1.1195 -0.0004 0.0% 1.1199
Low 1.1144 1.1141 -0.0003 0.0% 1.1087
Close 1.1167 1.1182 0.0015 0.1% 1.1167
Range 0.0055 0.0054 -0.0001 -1.8% 0.0112
ATR 0.0067 0.0066 -0.0001 -1.4% 0.0000
Volume 46 83 37 80.4% 113
Daily Pivots for day following 24-May-2021
Classic Woodie Camarilla DeMark
R4 1.1335 1.1312 1.1212
R3 1.1281 1.1258 1.1197
R2 1.1227 1.1227 1.1192
R1 1.1204 1.1204 1.1187 1.1216
PP 1.1173 1.1173 1.1173 1.1178
S1 1.1150 1.1150 1.1177 1.1162
S2 1.1119 1.1119 1.1172
S3 1.1065 1.1096 1.1167
S4 1.1011 1.1042 1.1152
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 1.1487 1.1439 1.1229
R3 1.1375 1.1327 1.1198
R2 1.1263 1.1263 1.1188
R1 1.1215 1.1215 1.1177 1.1239
PP 1.1151 1.1151 1.1151 1.1163
S1 1.1103 1.1103 1.1157 1.1127
S2 1.1039 1.1039 1.1146
S3 1.0927 1.0991 1.1136
S4 1.0815 1.0879 1.1105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1199 1.1087 0.0112 1.0% 0.0077 0.7% 85% False False 38
10 1.1199 1.1032 0.0167 1.5% 0.0064 0.6% 90% False False 24
20 1.1199 1.0934 0.0265 2.4% 0.0064 0.6% 94% False False 21
40 1.1199 1.0604 0.0595 5.3% 0.0062 0.6% 97% False False 23
60 1.1199 1.0604 0.0595 5.3% 0.0064 0.6% 97% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1425
2.618 1.1336
1.618 1.1282
1.000 1.1249
0.618 1.1228
HIGH 1.1195
0.618 1.1174
0.500 1.1168
0.382 1.1162
LOW 1.1141
0.618 1.1108
1.000 1.1087
1.618 1.1054
2.618 1.1000
4.250 1.0912
Fisher Pivots for day following 24-May-2021
Pivot 1 day 3 day
R1 1.1177 1.1169
PP 1.1173 1.1156
S1 1.1168 1.1143

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

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