CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 14-May-2021
Day Change Summary
Previous Current
13-May-2021 14-May-2021 Change Change % Previous Week
Open 1.1078 1.1145 0.0067 0.6% 1.1169
High 1.1105 1.1153 0.0048 0.4% 1.1188
Low 1.1062 1.1145 0.0083 0.8% 1.1061
Close 1.1095 1.1145 0.0050 0.5% 1.1145
Range 0.0043 0.0008 -0.0035 -81.4% 0.0127
ATR 0.0057 0.0057 0.0000 0.2% 0.0000
Volume 1 0 -1 -100.0% 5
Daily Pivots for day following 14-May-2021
Classic Woodie Camarilla DeMark
R4 1.1172 1.1166 1.1149
R3 1.1164 1.1158 1.1147
R2 1.1156 1.1156 1.1146
R1 1.1150 1.1150 1.1146 1.1149
PP 1.1148 1.1148 1.1148 1.1147
S1 1.1142 1.1142 1.1144 1.1141
S2 1.1140 1.1140 1.1144
S3 1.1132 1.1134 1.1143
S4 1.1124 1.1126 1.1141
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 1.1512 1.1456 1.1215
R3 1.1385 1.1329 1.1180
R2 1.1258 1.1258 1.1168
R1 1.1202 1.1202 1.1157 1.1167
PP 1.1131 1.1131 1.1131 1.1114
S1 1.1075 1.1075 1.1133 1.1040
S2 1.1004 1.1004 1.1122
S3 1.0877 1.0948 1.1110
S4 1.0750 1.0821 1.1075
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% 0.0020 0.2% 66% False False 1
10 1.1188 1.0980 0.0208 1.9% 0.0041 0.4% 79% False False 4
Crabel Price Patterns
NR True
NR4 False
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1187
2.618 1.1174
1.618 1.1166
1.000 1.1161
0.618 1.1158
HIGH 1.1153
0.618 1.1150
0.500 1.1149
0.382 1.1148
LOW 1.1145
0.618 1.1140
1.000 1.1137
1.618 1.1132
2.618 1.1124
4.250 1.1111
Fisher Pivots for day following 14-May-2021
Pivot 1 day 3 day
R1 1.1149 1.1132
PP 1.1148 1.1120
S1 1.1146 1.1107

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

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