CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 09-Jul-2021
Day Change Summary
Previous Current
08-Jul-2021 09-Jul-2021 Change Change % Previous Week
Open 1.0823 1.0950 0.0127 1.2% 1.0867
High 1.0967 1.0964 -0.0003 0.0% 1.0967
Low 1.0816 1.0917 0.0101 0.9% 1.0808
Close 1.0938 1.0958 0.0020 0.2% 1.0958
Range 0.0151 0.0047 -0.0104 -68.9% 0.0159
ATR 0.0071 0.0070 -0.0002 -2.4% 0.0000
Volume 32,337 21,529 -10,808 -33.4% 114,639
Daily Pivots for day following 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1087 1.1070 1.0984
R3 1.1040 1.1023 1.0971
R2 1.0993 1.0993 1.0967
R1 1.0976 1.0976 1.0962 1.0985
PP 1.0946 1.0946 1.0946 1.0951
S1 1.0929 1.0929 1.0954 1.0938
S2 1.0899 1.0899 1.0949
S3 1.0852 1.0882 1.0945
S4 1.0805 1.0835 1.0932
Weekly Pivots for week ending 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1388 1.1332 1.1045
R3 1.1229 1.1173 1.1002
R2 1.1070 1.1070 1.0987
R1 1.1014 1.1014 1.0973 1.1042
PP 1.0911 1.0911 1.0911 1.0925
S1 1.0855 1.0855 1.0943 1.0883
S2 1.0752 1.0752 1.0929
S3 1.0593 1.0696 1.0914
S4 1.0434 1.0537 1.0871
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% 0.0081 0.7% 95% False False 28,819
10 1.0967 1.0801 0.0166 1.5% 0.0067 0.6% 95% False False 25,409
20 1.1221 1.0801 0.0420 3.8% 0.0070 0.6% 37% False False 25,126
40 1.1231 1.0801 0.0430 3.9% 0.0068 0.6% 37% False False 14,185
60 1.1231 1.0801 0.0430 3.9% 0.0065 0.6% 37% False False 9,466
80 1.1231 1.0604 0.0627 5.7% 0.0066 0.6% 56% False False 7,103
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1164
2.618 1.1087
1.618 1.1040
1.000 1.1011
0.618 1.0993
HIGH 1.0964
0.618 1.0946
0.500 1.0941
0.382 1.0935
LOW 1.0917
0.618 1.0888
1.000 1.0870
1.618 1.0841
2.618 1.0794
4.250 1.0717
Fisher Pivots for day following 09-Jul-2021
Pivot 1 day 3 day
R1 1.0952 1.0935
PP 1.0946 1.0911
S1 1.0941 1.0888

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

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