CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 20-Aug-2021
Day Change Summary
Previous Current
19-Aug-2021 20-Aug-2021 Change Change % Previous Week
Open 1.0904 1.0912 0.0008 0.1% 1.0948
High 1.0965 1.0949 -0.0016 -0.1% 1.1021
Low 1.0894 1.0912 0.0018 0.2% 1.0894
Close 1.0918 1.0928 0.0010 0.1% 1.0928
Range 0.0071 0.0037 -0.0034 -47.9% 0.0127
ATR 0.0063 0.0061 -0.0002 -2.9% 0.0000
Volume 72 31 -41 -56.9% 341
Daily Pivots for day following 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1041 1.1021 1.0948
R3 1.1004 1.0984 1.0938
R2 1.0967 1.0967 1.0935
R1 1.0947 1.0947 1.0931 1.0957
PP 1.0930 1.0930 1.0930 1.0935
S1 1.0910 1.0910 1.0925 1.0920
S2 1.0893 1.0893 1.0921
S3 1.0856 1.0873 1.0918
S4 1.0819 1.0836 1.0908
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1329 1.1255 1.0998
R3 1.1202 1.1128 1.0963
R2 1.1075 1.1075 1.0951
R1 1.1001 1.1001 1.0940 1.0975
PP 1.0948 1.0948 1.0948 1.0934
S1 1.0874 1.0874 1.0916 1.0848
S2 1.0821 1.0821 1.0905
S3 1.0694 1.0747 1.0893
S4 1.0567 1.0620 1.0858
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1021 1.0894 0.0127 1.2% 0.0063 0.6% 27% False False 68
10 1.1021 1.0855 0.0166 1.5% 0.0061 0.6% 44% False False 45
20 1.1124 1.0855 0.0269 2.5% 0.0057 0.5% 27% False False 71
40 1.1124 1.0829 0.0295 2.7% 0.0059 0.5% 34% False False 38
60 1.1255 1.0829 0.0426 3.9% 0.0059 0.5% 23% False False 30
80 1.1255 1.0829 0.0426 3.9% 0.0056 0.5% 23% False False 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1106
2.618 1.1046
1.618 1.1009
1.000 1.0986
0.618 1.0972
HIGH 1.0949
0.618 1.0935
0.500 1.0931
0.382 1.0926
LOW 1.0912
0.618 1.0889
1.000 1.0875
1.618 1.0852
2.618 1.0815
4.250 1.0755
Fisher Pivots for day following 20-Aug-2021
Pivot 1 day 3 day
R1 1.0931 1.0942
PP 1.0930 1.0937
S1 1.0929 1.0933

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

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