CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 30-Aug-2021
Day Change Summary
Previous Current
27-Aug-2021 30-Aug-2021 Change Change % Previous Week
Open 1.0903 1.0978 0.0075 0.7% 1.0908
High 1.0986 1.0991 0.0005 0.0% 1.0986
Low 1.0874 1.0890 0.0016 0.1% 1.0874
Close 1.0977 1.0913 -0.0064 -0.6% 1.0977
Range 0.0112 0.0101 -0.0011 -9.8% 0.0112
ATR 0.0064 0.0067 0.0003 4.1% 0.0000
Volume 23,251 17,908 -5,343 -23.0% 94,103
Daily Pivots for day following 30-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1234 1.1175 1.0969
R3 1.1133 1.1074 1.0941
R2 1.1032 1.1032 1.0932
R1 1.0973 1.0973 1.0922 1.0952
PP 1.0931 1.0931 1.0931 1.0921
S1 1.0872 1.0872 1.0904 1.0851
S2 1.0830 1.0830 1.0894
S3 1.0729 1.0771 1.0885
S4 1.0628 1.0670 1.0857
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1282 1.1241 1.1039
R3 1.1170 1.1129 1.1008
R2 1.1058 1.1058 1.0998
R1 1.1017 1.1017 1.0987 1.1038
PP 1.0946 1.0946 1.0946 1.0956
S1 1.0905 1.0905 1.0967 1.0926
S2 1.0834 1.0834 1.0956
S3 1.0722 1.0793 1.0946
S4 1.0610 1.0681 1.0915
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0991 1.0874 0.0117 1.1% 0.0071 0.6% 33% True False 18,571
10 1.0997 1.0868 0.0129 1.2% 0.0068 0.6% 35% False False 19,674
20 1.1100 1.0828 0.0272 2.5% 0.0065 0.6% 31% False False 19,678
40 1.1100 1.0808 0.0292 2.7% 0.0065 0.6% 36% False False 20,721
60 1.1231 1.0801 0.0430 3.9% 0.0065 0.6% 26% False False 21,309
80 1.1231 1.0801 0.0430 3.9% 0.0066 0.6% 26% False False 16,021
100 1.1231 1.0801 0.0430 3.9% 0.0064 0.6% 26% False False 12,822
120 1.1231 1.0604 0.0627 5.7% 0.0065 0.6% 49% False False 10,687
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1420
2.618 1.1255
1.618 1.1154
1.000 1.1092
0.618 1.1053
HIGH 1.0991
0.618 1.0952
0.500 1.0941
0.382 1.0929
LOW 1.0890
0.618 1.0828
1.000 1.0789
1.618 1.0727
2.618 1.0626
4.250 1.0461
Fisher Pivots for day following 30-Aug-2021
Pivot 1 day 3 day
R1 1.0941 1.0933
PP 1.0931 1.0926
S1 1.0922 1.0920

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

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