CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 25-Aug-2021
Day Change Summary
Previous Current
24-Aug-2021 25-Aug-2021 Change Change % Previous Week
Open 1.0966 1.0962 -0.0004 0.0% 1.0930
High 1.0981 1.0963 -0.0018 -0.2% 1.0997
Low 1.0947 1.0925 -0.0022 -0.2% 1.0868
Close 1.0962 1.0951 -0.0011 -0.1% 1.0903
Range 0.0034 0.0038 0.0004 11.8% 0.0129
ATR 0.0062 0.0060 -0.0002 -2.7% 0.0000
Volume 12,752 17,480 4,728 37.1% 104,108
Daily Pivots for day following 25-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1060 1.1044 1.0972
R3 1.1022 1.1006 1.0961
R2 1.0984 1.0984 1.0958
R1 1.0968 1.0968 1.0954 1.0957
PP 1.0946 1.0946 1.0946 1.0941
S1 1.0930 1.0930 1.0948 1.0919
S2 1.0908 1.0908 1.0944
S3 1.0870 1.0892 1.0941
S4 1.0832 1.0854 1.0930
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1310 1.1235 1.0974
R3 1.1181 1.1106 1.0938
R2 1.1052 1.1052 1.0927
R1 1.0977 1.0977 1.0915 1.0950
PP 1.0923 1.0923 1.0923 1.0909
S1 1.0848 1.0848 1.0891 1.0821
S2 1.0794 1.0794 1.0879
S3 1.0665 1.0719 1.0868
S4 1.0536 1.0590 1.0832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0981 1.0868 0.0113 1.0% 0.0050 0.5% 73% False False 17,199
10 1.0997 1.0831 0.0166 1.5% 0.0060 0.5% 72% False False 18,796
20 1.1100 1.0828 0.0272 2.5% 0.0058 0.5% 45% False False 19,963
40 1.1100 1.0801 0.0299 2.7% 0.0063 0.6% 50% False False 21,184
60 1.1231 1.0801 0.0430 3.9% 0.0065 0.6% 35% False False 20,296
80 1.1231 1.0801 0.0430 3.9% 0.0064 0.6% 35% False False 15,238
100 1.1231 1.0690 0.0541 4.9% 0.0064 0.6% 48% False False 12,197
120 1.1231 1.0604 0.0627 5.7% 0.0064 0.6% 55% False False 10,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1125
2.618 1.1062
1.618 1.1024
1.000 1.1001
0.618 1.0986
HIGH 1.0963
0.618 1.0948
0.500 1.0944
0.382 1.0940
LOW 1.0925
0.618 1.0902
1.000 1.0887
1.618 1.0864
2.618 1.0826
4.250 1.0764
Fisher Pivots for day following 25-Aug-2021
Pivot 1 day 3 day
R1 1.0949 1.0948
PP 1.0946 1.0944
S1 1.0944 1.0941

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

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