CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 24-May-2021
Day Change Summary
Previous Current
21-May-2021 24-May-2021 Change Change % Previous Week
Open 1.1215 1.1209 -0.0006 -0.1% 1.1152
High 1.1224 1.1219 -0.0005 0.0% 1.1224
Low 1.1171 1.1170 -0.0001 0.0% 1.1119
Close 1.1194 1.1209 0.0015 0.1% 1.1194
Range 0.0053 0.0049 -0.0004 -7.5% 0.0105
ATR 0.0059 0.0059 -0.0001 -1.3% 0.0000
Volume 1 0 -1 -100.0% 25
Daily Pivots for day following 24-May-2021
Classic Woodie Camarilla DeMark
R4 1.1346 1.1327 1.1236
R3 1.1297 1.1278 1.1222
R2 1.1248 1.1248 1.1218
R1 1.1229 1.1229 1.1213 1.1234
PP 1.1199 1.1199 1.1199 1.1202
S1 1.1180 1.1180 1.1205 1.1185
S2 1.1150 1.1150 1.1200
S3 1.1101 1.1131 1.1196
S4 1.1052 1.1082 1.1182
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 1.1494 1.1449 1.1252
R3 1.1389 1.1344 1.1223
R2 1.1284 1.1284 1.1213
R1 1.1239 1.1239 1.1204 1.1262
PP 1.1179 1.1179 1.1179 1.1190
S1 1.1134 1.1134 1.1184 1.1157
S2 1.1074 1.1074 1.1175
S3 1.0969 1.1029 1.1165
S4 1.0864 1.0924 1.1136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1224 1.1119 0.0105 0.9% 0.0068 0.6% 86% False False 4
10 1.1224 1.1061 0.0163 1.5% 0.0043 0.4% 91% False False 3
20 1.1224 1.0963 0.0261 2.3% 0.0048 0.4% 94% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1427
2.618 1.1347
1.618 1.1298
1.000 1.1268
0.618 1.1249
HIGH 1.1219
0.618 1.1200
0.500 1.1195
0.382 1.1189
LOW 1.1170
0.618 1.1140
1.000 1.1121
1.618 1.1091
2.618 1.1042
4.250 1.0962
Fisher Pivots for day following 24-May-2021
Pivot 1 day 3 day
R1 1.1204 1.1197
PP 1.1199 1.1184
S1 1.1195 1.1172

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

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