CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 10-Aug-2021
Day Change Summary
Previous Current
09-Aug-2021 10-Aug-2021 Change Change % Previous Week
Open 1.0949 1.0900 -0.0049 -0.4% 1.1076
High 1.0967 1.0909 -0.0058 -0.5% 1.1124
Low 1.0896 1.0865 -0.0031 -0.3% 1.0958
Close 1.0904 1.0870 -0.0034 -0.3% 1.0962
Range 0.0071 0.0044 -0.0027 -38.0% 0.0166
ATR 0.0061 0.0060 -0.0001 -2.0% 0.0000
Volume 27 12 -15 -55.6% 83
Daily Pivots for day following 10-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1013 1.0986 1.0894
R3 1.0969 1.0942 1.0882
R2 1.0925 1.0925 1.0878
R1 1.0898 1.0898 1.0874 1.0890
PP 1.0881 1.0881 1.0881 1.0877
S1 1.0854 1.0854 1.0866 1.0846
S2 1.0837 1.0837 1.0862
S3 1.0793 1.0810 1.0858
S4 1.0749 1.0766 1.0846
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1513 1.1403 1.1053
R3 1.1347 1.1237 1.1008
R2 1.1181 1.1181 1.0992
R1 1.1071 1.1071 1.0977 1.1043
PP 1.1015 1.1015 1.1015 1.1001
S1 1.0905 1.0905 1.0947 1.0877
S2 1.0849 1.0849 1.0932
S3 1.0683 1.0739 1.0916
S4 1.0517 1.0573 1.0871
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1124 1.0865 0.0259 2.4% 0.0060 0.6% 2% False True 13
10 1.1124 1.0865 0.0259 2.4% 0.0054 0.5% 2% False True 16
20 1.1124 1.0865 0.0259 2.4% 0.0056 0.5% 2% False True 52
40 1.1203 1.0829 0.0374 3.4% 0.0061 0.6% 11% False False 30
60 1.1255 1.0829 0.0426 3.9% 0.0059 0.5% 10% False False 24
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1096
2.618 1.1024
1.618 1.0980
1.000 1.0953
0.618 1.0936
HIGH 1.0909
0.618 1.0892
0.500 1.0887
0.382 1.0882
LOW 1.0865
0.618 1.0838
1.000 1.0821
1.618 1.0794
2.618 1.0750
4.250 1.0678
Fisher Pivots for day following 10-Aug-2021
Pivot 1 day 3 day
R1 1.0887 1.0955
PP 1.0881 1.0926
S1 1.0876 1.0898

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

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