CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 10-May-2021
Day Change Summary
Previous Current
07-May-2021 10-May-2021 Change Change % Previous Week
Open 1.1092 1.1169 0.0077 0.7% 1.1030
High 1.1162 1.1188 0.0026 0.2% 1.1162
Low 1.1063 1.1155 0.0092 0.8% 1.0980
Close 1.1162 1.1169 0.0007 0.1% 1.1162
Range 0.0099 0.0033 -0.0066 -66.7% 0.0182
ATR 0.0000 0.0058 0.0058 0.0000
Volume 1 0 -1 -100.0% 40
Daily Pivots for day following 10-May-2021
Classic Woodie Camarilla DeMark
R4 1.1270 1.1252 1.1187
R3 1.1237 1.1219 1.1178
R2 1.1204 1.1204 1.1175
R1 1.1186 1.1186 1.1172 1.1186
PP 1.1171 1.1171 1.1171 1.1170
S1 1.1153 1.1153 1.1166 1.1153
S2 1.1138 1.1138 1.1163
S3 1.1105 1.1120 1.1160
S4 1.1072 1.1087 1.1151
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 1.1188 1.0980 0.0208 1.9% 0.0057 0.5% 91% True False 5
10 1.1188 1.0963 0.0225 2.0% 0.0054 0.5% 92% True False 6
Crabel Price Patterns
NR True
NR4 True
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 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1328
2.618 1.1274
1.618 1.1241
1.000 1.1221
0.618 1.1208
HIGH 1.1188
0.618 1.1175
0.500 1.1172
0.382 1.1168
LOW 1.1155
0.618 1.1135
1.000 1.1122
1.618 1.1102
2.618 1.1069
4.250 1.1015
Fisher Pivots for day following 10-May-2021
Pivot 1 day 3 day
R1 1.1172 1.1145
PP 1.1171 1.1121
S1 1.1170 1.1097

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

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