CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 11-Aug-2021
Day Change Summary
Previous Current
10-Aug-2021 11-Aug-2021 Change Change % Previous Week
Open 1.0900 1.0870 -0.0030 -0.3% 1.1076
High 1.0909 1.0899 -0.0010 -0.1% 1.1124
Low 1.0865 1.0855 -0.0010 -0.1% 1.0958
Close 1.0870 1.0882 0.0012 0.1% 1.0962
Range 0.0044 0.0044 0.0000 0.0% 0.0166
ATR 0.0060 0.0059 -0.0001 -1.9% 0.0000
Volume 12 12 0 0.0% 83
Daily Pivots for day following 11-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1011 1.0990 1.0906
R3 1.0967 1.0946 1.0894
R2 1.0923 1.0923 1.0890
R1 1.0902 1.0902 1.0886 1.0913
PP 1.0879 1.0879 1.0879 1.0884
S1 1.0858 1.0858 1.0878 1.0869
S2 1.0835 1.0835 1.0874
S3 1.0791 1.0814 1.0870
S4 1.0747 1.0770 1.0858
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 1.1082 1.0855 0.0227 2.1% 0.0055 0.5% 12% False True 12
10 1.1124 1.0855 0.0269 2.5% 0.0051 0.5% 10% False True 15
20 1.1124 1.0855 0.0269 2.5% 0.0055 0.5% 10% False True 53
40 1.1188 1.0829 0.0359 3.3% 0.0061 0.6% 15% False False 30
60 1.1255 1.0829 0.0426 3.9% 0.0059 0.5% 12% False False 24
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.1086
2.618 1.1014
1.618 1.0970
1.000 1.0943
0.618 1.0926
HIGH 1.0899
0.618 1.0882
0.500 1.0877
0.382 1.0872
LOW 1.0855
0.618 1.0828
1.000 1.0811
1.618 1.0784
2.618 1.0740
4.250 1.0668
Fisher Pivots for day following 11-Aug-2021
Pivot 1 day 3 day
R1 1.0880 1.0911
PP 1.0879 1.0901
S1 1.0877 1.0892

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.