CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 31-Aug-2021
Day Change Summary
Previous Current
30-Aug-2021 31-Aug-2021 Change Change % Previous Week
Open 1.0978 1.0911 -0.0067 -0.6% 1.0908
High 1.0991 1.0976 -0.0015 -0.1% 1.0986
Low 1.0890 1.0904 0.0014 0.1% 1.0874
Close 1.0913 1.0934 0.0021 0.2% 1.0977
Range 0.0101 0.0072 -0.0029 -28.7% 0.0112
ATR 0.0067 0.0067 0.0000 0.5% 0.0000
Volume 17,908 24,267 6,359 35.5% 94,103
Daily Pivots for day following 31-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1154 1.1116 1.0974
R3 1.1082 1.1044 1.0954
R2 1.1010 1.1010 1.0947
R1 1.0972 1.0972 1.0941 1.0991
PP 1.0938 1.0938 1.0938 1.0948
S1 1.0900 1.0900 1.0927 1.0919
S2 1.0866 1.0866 1.0921
S3 1.0794 1.0828 1.0914
S4 1.0722 1.0756 1.0894
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% 0.0078 0.7% 51% False False 20,874
10 1.0991 1.0868 0.0123 1.1% 0.0069 0.6% 54% False False 19,798
20 1.1100 1.0828 0.0272 2.5% 0.0067 0.6% 39% False False 20,185
40 1.1100 1.0808 0.0292 2.7% 0.0065 0.6% 43% False False 20,420
60 1.1231 1.0801 0.0430 3.9% 0.0066 0.6% 31% False False 21,622
80 1.1231 1.0801 0.0430 3.9% 0.0065 0.6% 31% False False 16,324
100 1.1231 1.0801 0.0430 3.9% 0.0064 0.6% 31% False False 13,065
120 1.1231 1.0604 0.0627 5.7% 0.0065 0.6% 53% False False 10,889
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1282
2.618 1.1164
1.618 1.1092
1.000 1.1048
0.618 1.1020
HIGH 1.0976
0.618 1.0948
0.500 1.0940
0.382 1.0932
LOW 1.0904
0.618 1.0860
1.000 1.0832
1.618 1.0788
2.618 1.0716
4.250 1.0598
Fisher Pivots for day following 31-Aug-2021
Pivot 1 day 3 day
R1 1.0940 1.0934
PP 1.0938 1.0933
S1 1.0936 1.0933

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

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