CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 11-Oct-2021
Day Change Summary
Previous Current
08-Oct-2021 11-Oct-2021 Change Change % Previous Week
Open 1.0784 1.0805 0.0021 0.2% 1.0773
High 1.0817 1.0828 0.0011 0.1% 1.0853
Low 1.0763 1.0783 0.0020 0.2% 1.0758
Close 1.0809 1.0800 -0.0009 -0.1% 1.0809
Range 0.0054 0.0045 -0.0009 -16.7% 0.0095
ATR 0.0063 0.0062 -0.0001 -2.1% 0.0000
Volume 20,992 15,928 -5,064 -24.1% 104,854
Daily Pivots for day following 11-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.0939 1.0914 1.0825
R3 1.0894 1.0869 1.0812
R2 1.0849 1.0849 1.0808
R1 1.0824 1.0824 1.0804 1.0814
PP 1.0804 1.0804 1.0804 1.0799
S1 1.0779 1.0779 1.0796 1.0769
S2 1.0759 1.0759 1.0792
S3 1.0714 1.0734 1.0788
S4 1.0669 1.0689 1.0775
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1092 1.1045 1.0861
R3 1.0997 1.0950 1.0835
R2 1.0902 1.0902 1.0826
R1 1.0855 1.0855 1.0818 1.0879
PP 1.0807 1.0807 1.0807 1.0818
S1 1.0760 1.0760 1.0800 1.0784
S2 1.0712 1.0712 1.0792
S3 1.0617 1.0665 1.0783
S4 1.0522 1.0570 1.0757
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0841 1.0761 0.0080 0.7% 0.0049 0.5% 49% False False 19,021
10 1.0853 1.0693 0.0160 1.5% 0.0061 0.6% 67% False False 22,225
20 1.0937 1.0693 0.0244 2.3% 0.0063 0.6% 44% False False 23,098
40 1.1021 1.0693 0.0328 3.0% 0.0064 0.6% 33% False False 14,660
60 1.1124 1.0693 0.0431 4.0% 0.0061 0.6% 25% False False 9,792
80 1.1124 1.0693 0.0431 4.0% 0.0061 0.6% 25% False False 7,346
100 1.1255 1.0693 0.0562 5.2% 0.0061 0.6% 19% False False 5,879
120 1.1255 1.0693 0.0562 5.2% 0.0058 0.5% 19% False False 4,900
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1019
2.618 1.0946
1.618 1.0901
1.000 1.0873
0.618 1.0856
HIGH 1.0828
0.618 1.0811
0.500 1.0806
0.382 1.0800
LOW 1.0783
0.618 1.0755
1.000 1.0738
1.618 1.0710
2.618 1.0665
4.250 1.0592
Fisher Pivots for day following 11-Oct-2021
Pivot 1 day 3 day
R1 1.0806 1.0799
PP 1.0804 1.0797
S1 1.0802 1.0796

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

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