CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 08-Jul-2021
Day Change Summary
Previous Current
07-Jul-2021 08-Jul-2021 Change Change % Previous Week
Open 1.0835 1.0823 -0.0012 -0.1% 1.0929
High 1.0862 1.0967 0.0105 1.0% 1.0931
Low 1.0808 1.0816 0.0008 0.1% 1.0801
Close 1.0829 1.0938 0.0109 1.0% 1.0858
Range 0.0054 0.0151 0.0097 179.6% 0.0130
ATR 0.0065 0.0071 0.0006 9.4% 0.0000
Volume 24,485 32,337 7,852 32.1% 122,180
Daily Pivots for day following 08-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1360 1.1300 1.1021
R3 1.1209 1.1149 1.0980
R2 1.1058 1.1058 1.0966
R1 1.0998 1.0998 1.0952 1.1028
PP 1.0907 1.0907 1.0907 1.0922
S1 1.0847 1.0847 1.0924 1.0877
S2 1.0756 1.0756 1.0910
S3 1.0605 1.0696 1.0896
S4 1.0454 1.0545 1.0855
Weekly Pivots for week ending 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1253 1.1186 1.0930
R3 1.1123 1.1056 1.0894
R2 1.0993 1.0993 1.0882
R1 1.0926 1.0926 1.0870 1.0895
PP 1.0863 1.0863 1.0863 1.0848
S1 1.0796 1.0796 1.0846 1.0765
S2 1.0733 1.0733 1.0834
S3 1.0603 1.0666 1.0822
S4 1.0473 1.0536 1.0787
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0967 1.0801 0.0166 1.5% 0.0080 0.7% 83% True False 29,598
10 1.0967 1.0801 0.0166 1.5% 0.0066 0.6% 83% True False 24,761
20 1.1221 1.0801 0.0420 3.8% 0.0072 0.7% 33% False False 25,244
40 1.1231 1.0801 0.0430 3.9% 0.0068 0.6% 32% False False 13,647
60 1.1231 1.0801 0.0430 3.9% 0.0065 0.6% 32% False False 9,107
80 1.1231 1.0604 0.0627 5.7% 0.0066 0.6% 53% False False 6,834
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 92 trading days
Fibonacci Retracements and Extensions
4.250 1.1609
2.618 1.1362
1.618 1.1211
1.000 1.1118
0.618 1.1060
HIGH 1.0967
0.618 1.0909
0.500 1.0892
0.382 1.0874
LOW 1.0816
0.618 1.0723
1.000 1.0665
1.618 1.0572
2.618 1.0421
4.250 1.0174
Fisher Pivots for day following 08-Jul-2021
Pivot 1 day 3 day
R1 1.0923 1.0921
PP 1.0907 1.0904
S1 1.0892 1.0888

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

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