CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 01-Oct-2021
Day Change Summary
Previous Current
30-Sep-2021 01-Oct-2021 Change Change % Previous Week
Open 1.0720 1.0752 0.0032 0.3% 1.0839
High 1.0755 1.0792 0.0037 0.3% 1.0843
Low 1.0693 1.0728 0.0035 0.3% 1.0693
Close 1.0742 1.0769 0.0027 0.3% 1.0769
Range 0.0062 0.0064 0.0002 3.2% 0.0150
ATR 0.0066 0.0066 0.0000 -0.2% 0.0000
Volume 29,401 23,169 -6,232 -21.2% 125,030
Daily Pivots for day following 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.0955 1.0926 1.0804
R3 1.0891 1.0862 1.0787
R2 1.0827 1.0827 1.0781
R1 1.0798 1.0798 1.0775 1.0813
PP 1.0763 1.0763 1.0763 1.0770
S1 1.0734 1.0734 1.0763 1.0749
S2 1.0699 1.0699 1.0757
S3 1.0635 1.0670 1.0751
S4 1.0571 1.0606 1.0734
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1218 1.1144 1.0852
R3 1.1068 1.0994 1.0810
R2 1.0918 1.0918 1.0797
R1 1.0844 1.0844 1.0783 1.0806
PP 1.0768 1.0768 1.0768 1.0750
S1 1.0694 1.0694 1.0755 1.0656
S2 1.0618 1.0618 1.0742
S3 1.0468 1.0544 1.0728
S4 1.0318 1.0394 1.0687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0843 1.0693 0.0150 1.4% 0.0066 0.6% 51% False False 25,006
10 1.0874 1.0693 0.0181 1.7% 0.0065 0.6% 42% False False 24,915
20 1.0996 1.0693 0.0303 2.8% 0.0067 0.6% 25% False False 23,145
40 1.1044 1.0693 0.0351 3.3% 0.0065 0.6% 22% False False 11,644
60 1.1124 1.0693 0.0431 4.0% 0.0061 0.6% 18% False False 7,779
80 1.1239 1.0693 0.0546 5.1% 0.0062 0.6% 14% False False 5,837
100 1.1255 1.0693 0.0562 5.2% 0.0060 0.6% 14% False False 4,671
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1064
2.618 1.0960
1.618 1.0896
1.000 1.0856
0.618 1.0832
HIGH 1.0792
0.618 1.0768
0.500 1.0760
0.382 1.0752
LOW 1.0728
0.618 1.0688
1.000 1.0664
1.618 1.0624
2.618 1.0560
4.250 1.0456
Fisher Pivots for day following 01-Oct-2021
Pivot 1 day 3 day
R1 1.0766 1.0761
PP 1.0763 1.0753
S1 1.0760 1.0745

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

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