CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 19-May-2021
Day Change Summary
Previous Current
18-May-2021 19-May-2021 Change Change % Previous Week
Open 1.1204 1.1205 0.0001 0.0% 1.1169
High 1.1218 1.1207 -0.0011 -0.1% 1.1188
Low 1.1142 1.1124 -0.0018 -0.2% 1.1061
Close 1.1217 1.1124 -0.0093 -0.8% 1.1145
Range 0.0076 0.0083 0.0007 9.2% 0.0127
ATR 0.0056 0.0059 0.0003 4.7% 0.0000
Volume 17 6 -11 -64.7% 5
Daily Pivots for day following 19-May-2021
Classic Woodie Camarilla DeMark
R4 1.1401 1.1345 1.1170
R3 1.1318 1.1262 1.1147
R2 1.1235 1.1235 1.1139
R1 1.1179 1.1179 1.1132 1.1166
PP 1.1152 1.1152 1.1152 1.1145
S1 1.1096 1.1096 1.1116 1.1083
S2 1.1069 1.1069 1.1109
S3 1.0986 1.1013 1.1101
S4 1.0903 1.0930 1.1078
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 1.1218 1.1062 0.0156 1.4% 0.0047 0.4% 40% False False 5
10 1.1218 1.1005 0.0213 1.9% 0.0046 0.4% 56% False False 3
20 1.1218 1.0955 0.0263 2.4% 0.0044 0.4% 64% False False 4
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 0.0011
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1560
2.618 1.1424
1.618 1.1341
1.000 1.1290
0.618 1.1258
HIGH 1.1207
0.618 1.1175
0.500 1.1166
0.382 1.1156
LOW 1.1124
0.618 1.1073
1.000 1.1041
1.618 1.0990
2.618 1.0907
4.250 1.0771
Fisher Pivots for day following 19-May-2021
Pivot 1 day 3 day
R1 1.1166 1.1171
PP 1.1152 1.1155
S1 1.1138 1.1140

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

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