CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 13-May-2021
Day Change Summary
Previous Current
12-May-2021 13-May-2021 Change Change % Previous Week
Open 1.1074 1.1078 0.0004 0.0% 1.1030
High 1.1074 1.1105 0.0031 0.3% 1.1162
Low 1.1061 1.1062 0.0001 0.0% 1.0980
Close 1.1074 1.1095 0.0021 0.2% 1.1162
Range 0.0013 0.0043 0.0030 230.8% 0.0182
ATR 0.0058 0.0057 -0.0001 -1.8% 0.0000
Volume 4 1 -3 -75.0% 40
Daily Pivots for day following 13-May-2021
Classic Woodie Camarilla DeMark
R4 1.1216 1.1199 1.1119
R3 1.1173 1.1156 1.1107
R2 1.1130 1.1130 1.1103
R1 1.1113 1.1113 1.1099 1.1122
PP 1.1087 1.1087 1.1087 1.1092
S1 1.1070 1.1070 1.1091 1.1079
S2 1.1044 1.1044 1.1087
S3 1.1001 1.1027 1.1083
S4 1.0958 1.0984 1.1071
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 1.1061 0.0127 1.1% 0.0038 0.3% 27% False False 1
10 1.1188 1.0980 0.0208 1.9% 0.0041 0.4% 55% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1288
2.618 1.1218
1.618 1.1175
1.000 1.1148
0.618 1.1132
HIGH 1.1105
0.618 1.1089
0.500 1.1084
0.382 1.1078
LOW 1.1062
0.618 1.1035
1.000 1.1019
1.618 1.0992
2.618 1.0949
4.250 1.0879
Fisher Pivots for day following 13-May-2021
Pivot 1 day 3 day
R1 1.1091 1.1098
PP 1.1087 1.1097
S1 1.1084 1.1096

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

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