CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 12-Jul-2021
Day Change Summary
Previous Current
09-Jul-2021 12-Jul-2021 Change Change % Previous Week
Open 1.0950 1.0958 0.0008 0.1% 1.0867
High 1.0964 1.0969 0.0005 0.0% 1.0967
Low 1.0917 1.0922 0.0005 0.0% 1.0808
Close 1.0958 1.0942 -0.0016 -0.1% 1.0958
Range 0.0047 0.0047 0.0000 0.0% 0.0159
ATR 0.0070 0.0068 -0.0002 -2.3% 0.0000
Volume 21,529 16,063 -5,466 -25.4% 114,639
Daily Pivots for day following 12-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1085 1.1061 1.0968
R3 1.1038 1.1014 1.0955
R2 1.0991 1.0991 1.0951
R1 1.0967 1.0967 1.0946 1.0956
PP 1.0944 1.0944 1.0944 1.0939
S1 1.0920 1.0920 1.0938 1.0909
S2 1.0897 1.0897 1.0933
S3 1.0850 1.0873 1.0929
S4 1.0803 1.0826 1.0916
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 1.0969 1.0808 0.0161 1.5% 0.0073 0.7% 83% True False 26,140
10 1.0969 1.0801 0.0168 1.5% 0.0067 0.6% 84% True False 25,288
20 1.1179 1.0801 0.0378 3.5% 0.0068 0.6% 37% False False 24,416
40 1.1231 1.0801 0.0430 3.9% 0.0068 0.6% 33% False False 14,586
60 1.1231 1.0801 0.0430 3.9% 0.0065 0.6% 33% False False 9,733
80 1.1231 1.0604 0.0627 5.7% 0.0066 0.6% 54% False False 7,303
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Fibonacci Retracements and Extensions
4.250 1.1169
2.618 1.1092
1.618 1.1045
1.000 1.1016
0.618 1.0998
HIGH 1.0969
0.618 1.0951
0.500 1.0946
0.382 1.0940
LOW 1.0922
0.618 1.0893
1.000 1.0875
1.618 1.0846
2.618 1.0799
4.250 1.0722
Fisher Pivots for day following 12-Jul-2021
Pivot 1 day 3 day
R1 1.0946 1.0926
PP 1.0944 1.0909
S1 1.0943 1.0893

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

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