CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 05-May-2021
Day Change Summary
Previous Current
04-May-2021 05-May-2021 Change Change % Previous Week
Open 1.1014 1.1013 -0.0001 0.0% 1.1010
High 1.1014 1.1024 0.0010 0.1% 1.1077
Low 1.0985 1.0980 -0.0005 0.0% 1.0963
Close 1.1014 1.1013 -0.0001 0.0% 1.1016
Range 0.0029 0.0044 0.0015 51.7% 0.0114
ATR
Volume 6 13 7 116.7% 21
Daily Pivots for day following 05-May-2021
Classic Woodie Camarilla DeMark
R4 1.1138 1.1119 1.1037
R3 1.1094 1.1075 1.1025
R2 1.1050 1.1050 1.1021
R1 1.1031 1.1031 1.1017 1.1035
PP 1.1006 1.1006 1.1006 1.1008
S1 1.0987 1.0987 1.1009 1.0991
S2 1.0962 1.0962 1.1005
S3 1.0918 1.0943 1.1001
S4 1.0874 1.0899 1.0989
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.1361 1.1302 1.1079
R3 1.1247 1.1188 1.1047
R2 1.1133 1.1133 1.1037
R1 1.1074 1.1074 1.1026 1.1104
PP 1.1019 1.1019 1.1019 1.1033
S1 1.0960 1.0960 1.1006 1.0990
S2 1.0905 1.0905 1.0995
S3 1.0791 1.0846 1.0985
S4 1.0677 1.0732 1.0953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1077 1.0980 0.0097 0.9% 0.0034 0.3% 34% False True 10
10 1.1077 1.0955 0.0122 1.1% 0.0041 0.4% 48% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1211
2.618 1.1139
1.618 1.1095
1.000 1.1068
0.618 1.1051
HIGH 1.1024
0.618 1.1007
0.500 1.1002
0.382 1.0997
LOW 1.0980
0.618 1.0953
1.000 1.0936
1.618 1.0909
2.618 1.0865
4.250 1.0793
Fisher Pivots for day following 05-May-2021
Pivot 1 day 3 day
R1 1.1009 1.1020
PP 1.1006 1.1018
S1 1.1002 1.1015

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

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