CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 07-May-2021
Day Change Summary
Previous Current
06-May-2021 07-May-2021 Change Change % Previous Week
Open 1.1061 1.1092 0.0031 0.3% 1.1030
High 1.1084 1.1162 0.0078 0.7% 1.1162
Low 1.1005 1.1063 0.0058 0.5% 1.0980
Close 1.1068 1.1162 0.0094 0.8% 1.1162
Range 0.0079 0.0099 0.0020 25.3% 0.0182
ATR
Volume 5 1 -4 -80.0% 40
Daily Pivots for day following 07-May-2021
Classic Woodie Camarilla DeMark
R4 1.1426 1.1393 1.1216
R3 1.1327 1.1294 1.1189
R2 1.1228 1.1228 1.1180
R1 1.1195 1.1195 1.1171 1.1212
PP 1.1129 1.1129 1.1129 1.1137
S1 1.1096 1.1096 1.1153 1.1113
S2 1.1030 1.1030 1.1144
S3 1.0931 1.0997 1.1135
S4 1.0832 1.0898 1.1108
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 1.1647 1.1587 1.1262
R3 1.1465 1.1405 1.1212
R2 1.1283 1.1283 1.1195
R1 1.1223 1.1223 1.1179 1.1253
PP 1.1101 1.1101 1.1101 1.1117
S1 1.1041 1.1041 1.1145 1.1071
S2 1.0919 1.0919 1.1129
S3 1.0737 1.0859 1.1112
S4 1.0555 1.0677 1.1062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1162 1.0980 0.0182 1.6% 0.0062 0.6% 100% True False 8
10 1.1162 1.0963 0.0199 1.8% 0.0054 0.5% 100% True False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1583
2.618 1.1421
1.618 1.1322
1.000 1.1261
0.618 1.1223
HIGH 1.1162
0.618 1.1124
0.500 1.1113
0.382 1.1101
LOW 1.1063
0.618 1.1002
1.000 1.0964
1.618 1.0903
2.618 1.0804
4.250 1.0642
Fisher Pivots for day following 07-May-2021
Pivot 1 day 3 day
R1 1.1146 1.1132
PP 1.1129 1.1101
S1 1.1113 1.1071

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

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