CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 17-Sep-2021
Day Change Summary
Previous Current
16-Sep-2021 17-Sep-2021 Change Change % Previous Week
Open 1.0896 1.0802 -0.0094 -0.9% 1.0913
High 1.0900 1.0822 -0.0078 -0.7% 1.0953
Low 1.0800 1.0747 -0.0053 -0.5% 1.0747
Close 1.0810 1.0749 -0.0061 -0.6% 1.0749
Range 0.0100 0.0075 -0.0025 -25.0% 0.0206
ATR 0.0066 0.0067 0.0001 1.0% 0.0000
Volume 32,555 22,746 -9,809 -30.1% 114,298
Daily Pivots for day following 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.0998 1.0948 1.0790
R3 1.0923 1.0873 1.0770
R2 1.0848 1.0848 1.0763
R1 1.0798 1.0798 1.0756 1.0786
PP 1.0773 1.0773 1.0773 1.0766
S1 1.0723 1.0723 1.0742 1.0711
S2 1.0698 1.0698 1.0735
S3 1.0623 1.0648 1.0728
S4 1.0548 1.0573 1.0708
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1434 1.1298 1.0862
R3 1.1228 1.1092 1.0806
R2 1.1022 1.1022 1.0787
R1 1.0886 1.0886 1.0768 1.0851
PP 1.0816 1.0816 1.0816 1.0799
S1 1.0680 1.0680 1.0730 1.0645
S2 1.0610 1.0610 1.0711
S3 1.0404 1.0474 1.0692
S4 1.0198 1.0268 1.0636
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0953 1.0747 0.0206 1.9% 0.0078 0.7% 1% False True 22,859
10 1.0996 1.0747 0.0249 2.3% 0.0069 0.6% 1% False True 21,375
20 1.1016 1.0747 0.0269 2.5% 0.0064 0.6% 1% False True 10,808
40 1.1124 1.0747 0.0377 3.5% 0.0061 0.6% 1% False True 5,439
60 1.1124 1.0747 0.0377 3.5% 0.0061 0.6% 1% False True 3,628
80 1.1255 1.0747 0.0508 4.7% 0.0061 0.6% 0% False True 2,724
100 1.1255 1.0747 0.0508 4.7% 0.0058 0.5% 0% False True 2,180
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1141
2.618 1.1018
1.618 1.0943
1.000 1.0897
0.618 1.0868
HIGH 1.0822
0.618 1.0793
0.500 1.0785
0.382 1.0776
LOW 1.0747
0.618 1.0701
1.000 1.0672
1.618 1.0626
2.618 1.0551
4.250 1.0428
Fisher Pivots for day following 17-Sep-2021
Pivot 1 day 3 day
R1 1.0785 1.0842
PP 1.0773 1.0811
S1 1.0761 1.0780

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

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