CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 01-Sep-2021
Day Change Summary
Previous Current
31-Aug-2021 01-Sep-2021 Change Change % Previous Week
Open 1.0911 1.0931 0.0020 0.2% 1.0908
High 1.0976 1.0945 -0.0031 -0.3% 1.0986
Low 1.0904 1.0885 -0.0019 -0.2% 1.0874
Close 1.0934 1.0930 -0.0004 0.0% 1.0977
Range 0.0072 0.0060 -0.0012 -16.7% 0.0112
ATR 0.0067 0.0067 -0.0001 -0.8% 0.0000
Volume 24,267 18,930 -5,337 -22.0% 94,103
Daily Pivots for day following 01-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1100 1.1075 1.0963
R3 1.1040 1.1015 1.0947
R2 1.0980 1.0980 1.0941
R1 1.0955 1.0955 1.0936 1.0938
PP 1.0920 1.0920 1.0920 1.0911
S1 1.0895 1.0895 1.0925 1.0878
S2 1.0860 1.0860 1.0919
S3 1.0800 1.0835 1.0914
S4 1.0740 1.0775 1.0897
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% 0.0083 0.8% 48% False False 21,164
10 1.0991 1.0868 0.0123 1.1% 0.0066 0.6% 50% False False 19,182
20 1.1058 1.0828 0.0230 2.1% 0.0066 0.6% 44% False False 20,105
40 1.1100 1.0816 0.0284 2.6% 0.0065 0.6% 40% False False 20,282
60 1.1231 1.0801 0.0430 3.9% 0.0066 0.6% 30% False False 21,758
80 1.1231 1.0801 0.0430 3.9% 0.0065 0.6% 30% False False 16,560
100 1.1231 1.0801 0.0430 3.9% 0.0064 0.6% 30% False False 13,254
120 1.1231 1.0604 0.0627 5.7% 0.0065 0.6% 52% False False 11,047
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1200
2.618 1.1102
1.618 1.1042
1.000 1.1005
0.618 1.0982
HIGH 1.0945
0.618 1.0922
0.500 1.0915
0.382 1.0908
LOW 1.0885
0.618 1.0848
1.000 1.0825
1.618 1.0788
2.618 1.0728
4.250 1.0630
Fisher Pivots for day following 01-Sep-2021
Pivot 1 day 3 day
R1 1.0925 1.0938
PP 1.0920 1.0935
S1 1.0915 1.0933

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

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