CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 17-Aug-2021
Day Change Summary
Previous Current
16-Aug-2021 17-Aug-2021 Change Change % Previous Week
Open 1.0948 1.1008 0.0060 0.5% 1.0949
High 1.1010 1.1021 0.0011 0.1% 1.0967
Low 1.0946 1.0959 0.0013 0.1% 1.0855
Close 1.0995 1.0965 -0.0030 -0.3% 1.0960
Range 0.0064 0.0062 -0.0002 -3.1% 0.0112
ATR 0.0060 0.0060 0.0000 0.2% 0.0000
Volume 34 81 47 138.2% 117
Daily Pivots for day following 17-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1168 1.1128 1.0999
R3 1.1106 1.1066 1.0982
R2 1.1044 1.1044 1.0976
R1 1.1004 1.1004 1.0971 1.0993
PP 1.0982 1.0982 1.0982 1.0976
S1 1.0942 1.0942 1.0959 1.0931
S2 1.0920 1.0920 1.0954
S3 1.0858 1.0880 1.0948
S4 1.0796 1.0818 1.0931
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1263 1.1224 1.1022
R3 1.1151 1.1112 1.0991
R2 1.1039 1.1039 1.0981
R1 1.1000 1.1000 1.0970 1.1020
PP 1.0927 1.0927 1.0927 1.0937
S1 1.0888 1.0888 1.0950 1.0908
S2 1.0815 1.0815 1.0939
S3 1.0703 1.0776 1.0929
S4 1.0591 1.0664 1.0898
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1021 1.0855 0.0166 1.5% 0.0061 0.6% 66% True False 38
10 1.1124 1.0855 0.0269 2.5% 0.0060 0.5% 41% False False 26
20 1.1124 1.0855 0.0269 2.5% 0.0056 0.5% 41% False False 60
40 1.1124 1.0829 0.0295 2.7% 0.0057 0.5% 46% False False 34
60 1.1255 1.0829 0.0426 3.9% 0.0059 0.5% 32% False False 27
80 1.1255 1.0829 0.0426 3.9% 0.0056 0.5% 32% False False 21
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1285
2.618 1.1183
1.618 1.1121
1.000 1.1083
0.618 1.1059
HIGH 1.1021
0.618 1.0997
0.500 1.0990
0.382 1.0983
LOW 1.0959
0.618 1.0921
1.000 1.0897
1.618 1.0859
2.618 1.0797
4.250 1.0696
Fisher Pivots for day following 17-Aug-2021
Pivot 1 day 3 day
R1 1.0990 1.0957
PP 1.0982 1.0948
S1 1.0973 1.0940

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

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