CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 13-Jul-2021
Day Change Summary
Previous Current
12-Jul-2021 13-Jul-2021 Change Change % Previous Week
Open 1.0968 1.0957 -0.0011 -0.1% 1.0858
High 1.0993 1.0979 -0.0014 -0.1% 1.0990
Low 1.0949 1.0914 -0.0035 -0.3% 1.0837
Close 1.0968 1.0927 -0.0041 -0.4% 1.0984
Range 0.0044 0.0065 0.0021 47.7% 0.0153
ATR 0.0063 0.0063 0.0000 0.3% 0.0000
Volume 0 6 6 3
Daily Pivots for day following 13-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1135 1.1096 1.0963
R3 1.1070 1.1031 1.0945
R2 1.1005 1.1005 1.0939
R1 1.0966 1.0966 1.0933 1.0953
PP 1.0940 1.0940 1.0940 1.0934
S1 1.0901 1.0901 1.0921 1.0888
S2 1.0875 1.0875 1.0915
S3 1.0810 1.0836 1.0909
S4 1.0745 1.0771 1.0891
Weekly Pivots for week ending 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1396 1.1343 1.1068
R3 1.1243 1.1190 1.1026
R2 1.1090 1.1090 1.1012
R1 1.1037 1.1037 1.0998 1.1064
PP 1.0937 1.0937 1.0937 1.0950
S1 1.0884 1.0884 1.0970 1.0911
S2 1.0784 1.0784 1.0956
S3 1.0631 1.0731 1.0942
S4 1.0478 1.0578 1.0900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0993 1.0837 0.0156 1.4% 0.0069 0.6% 58% False False 1
10 1.0993 1.0829 0.0164 1.5% 0.0064 0.6% 60% False False 5
20 1.1203 1.0829 0.0374 3.4% 0.0065 0.6% 26% False False 8
40 1.1255 1.0829 0.0426 3.9% 0.0060 0.6% 23% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1255
2.618 1.1149
1.618 1.1084
1.000 1.1044
0.618 1.1019
HIGH 1.0979
0.618 1.0954
0.500 1.0947
0.382 1.0939
LOW 1.0914
0.618 1.0874
1.000 1.0849
1.618 1.0809
2.618 1.0744
4.250 1.0638
Fisher Pivots for day following 13-Jul-2021
Pivot 1 day 3 day
R1 1.0947 1.0954
PP 1.0940 1.0945
S1 1.0934 1.0936

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

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