CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 28-Oct-2021
Day Change Summary
Previous Current
27-Oct-2021 28-Oct-2021 Change Change % Previous Week
Open 1.0884 1.0904 0.0020 0.2% 1.0844
High 1.0924 1.0984 0.0060 0.5% 1.0942
Low 1.0878 1.0888 0.0010 0.1% 1.0799
Close 1.0914 1.0980 0.0066 0.6% 1.0929
Range 0.0046 0.0096 0.0050 108.7% 0.0143
ATR 0.0059 0.0061 0.0003 4.5% 0.0000
Volume 23,405 31,565 8,160 34.9% 105,575
Daily Pivots for day following 28-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1239 1.1205 1.1033
R3 1.1143 1.1109 1.1006
R2 1.1047 1.1047 1.0998
R1 1.1013 1.1013 1.0989 1.1030
PP 1.0951 1.0951 1.0951 1.0959
S1 1.0917 1.0917 1.0971 1.0934
S2 1.0855 1.0855 1.0962
S3 1.0759 1.0821 1.0954
S4 1.0663 1.0725 1.0927
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1319 1.1267 1.1008
R3 1.1176 1.1124 1.0968
R2 1.1033 1.1033 1.0955
R1 1.0981 1.0981 1.0942 1.1007
PP 1.0890 1.0890 1.0890 1.0903
S1 1.0838 1.0838 1.0916 1.0864
S2 1.0747 1.0747 1.0903
S3 1.0604 1.0695 1.0890
S4 1.0461 1.0552 1.0850
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0984 1.0852 0.0132 1.2% 0.0059 0.5% 97% True False 22,555
10 1.0984 1.0799 0.0185 1.7% 0.0059 0.5% 98% True False 21,745
20 1.0984 1.0728 0.0256 2.3% 0.0060 0.5% 98% True False 21,362
40 1.0996 1.0693 0.0303 2.8% 0.0063 0.6% 95% False False 21,706
60 1.1082 1.0693 0.0389 3.5% 0.0063 0.6% 74% False False 14,497
80 1.1124 1.0693 0.0431 3.9% 0.0062 0.6% 67% False False 10,885
100 1.1255 1.0693 0.0562 5.1% 0.0062 0.6% 51% False False 8,711
120 1.1255 1.0693 0.0562 5.1% 0.0060 0.5% 51% False False 7,260
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 1.1392
2.618 1.1235
1.618 1.1139
1.000 1.1080
0.618 1.1043
HIGH 1.0984
0.618 1.0947
0.500 1.0936
0.382 1.0925
LOW 1.0888
0.618 1.0829
1.000 1.0792
1.618 1.0733
2.618 1.0637
4.250 1.0480
Fisher Pivots for day following 28-Oct-2021
Pivot 1 day 3 day
R1 1.0965 1.0959
PP 1.0951 1.0939
S1 1.0936 1.0918

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

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