CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 11-May-2021
Day Change Summary
Previous Current
10-May-2021 11-May-2021 Change Change % Previous Week
Open 1.1169 1.1134 -0.0035 -0.3% 1.1030
High 1.1188 1.1134 -0.0054 -0.5% 1.1162
Low 1.1155 1.1130 -0.0025 -0.2% 1.0980
Close 1.1169 1.1134 -0.0035 -0.3% 1.1162
Range 0.0033 0.0004 -0.0029 -87.9% 0.0182
ATR 0.0058 0.0056 -0.0001 -2.3% 0.0000
Volume
Daily Pivots for day following 11-May-2021
Classic Woodie Camarilla DeMark
R4 1.1145 1.1143 1.1136
R3 1.1141 1.1139 1.1135
R2 1.1137 1.1137 1.1135
R1 1.1135 1.1135 1.1134 1.1136
PP 1.1133 1.1133 1.1133 1.1133
S1 1.1131 1.1131 1.1134 1.1132
S2 1.1129 1.1129 1.1133
S3 1.1125 1.1127 1.1133
S4 1.1121 1.1123 1.1132
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% 0.0052 0.5% 74% False False 3
10 1.1188 1.0963 0.0225 2.0% 0.0049 0.4% 76% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0015
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1151
2.618 1.1144
1.618 1.1140
1.000 1.1138
0.618 1.1136
HIGH 1.1134
0.618 1.1132
0.500 1.1132
0.382 1.1132
LOW 1.1130
0.618 1.1128
1.000 1.1126
1.618 1.1124
2.618 1.1120
4.250 1.1113
Fisher Pivots for day following 11-May-2021
Pivot 1 day 3 day
R1 1.1133 1.1131
PP 1.1133 1.1128
S1 1.1132 1.1126

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

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