CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 19-Nov-2021
Day Change Summary
Previous Current
18-Nov-2021 19-Nov-2021 Change Change % Previous Week
Open 1.0779 1.0808 0.0029 0.3% 1.0863
High 1.0815 1.0816 0.0001 0.0% 1.0892
Low 1.0768 1.0770 0.0002 0.0% 1.0725
Close 1.0810 1.0775 -0.0035 -0.3% 1.0775
Range 0.0047 0.0046 -0.0001 -2.1% 0.0167
ATR 0.0065 0.0064 -0.0001 -2.1% 0.0000
Volume 21,012 24,471 3,459 16.5% 118,187
Daily Pivots for day following 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.0925 1.0896 1.0800
R3 1.0879 1.0850 1.0788
R2 1.0833 1.0833 1.0783
R1 1.0804 1.0804 1.0779 1.0796
PP 1.0787 1.0787 1.0787 1.0783
S1 1.0758 1.0758 1.0771 1.0750
S2 1.0741 1.0741 1.0767
S3 1.0695 1.0712 1.0762
S4 1.0649 1.0666 1.0750
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1298 1.1204 1.0867
R3 1.1131 1.1037 1.0821
R2 1.0964 1.0964 1.0806
R1 1.0870 1.0870 1.0790 1.0834
PP 1.0797 1.0797 1.0797 1.0779
S1 1.0703 1.0703 1.0760 1.0667
S2 1.0630 1.0630 1.0744
S3 1.0463 1.0536 1.0729
S4 1.0296 1.0369 1.0683
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0892 1.0725 0.0167 1.5% 0.0065 0.6% 30% False False 23,637
10 1.0996 1.0725 0.0271 2.5% 0.0062 0.6% 18% False False 23,267
20 1.1017 1.0725 0.0292 2.7% 0.0066 0.6% 17% False False 24,659
40 1.1017 1.0693 0.0324 3.0% 0.0063 0.6% 25% False False 23,253
60 1.1017 1.0693 0.0324 3.0% 0.0065 0.6% 25% False False 21,171
80 1.1124 1.0693 0.0431 4.0% 0.0063 0.6% 19% False False 15,887
100 1.1124 1.0693 0.0431 4.0% 0.0063 0.6% 19% False False 12,719
120 1.1255 1.0693 0.0562 5.2% 0.0062 0.6% 15% False False 10,601
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1012
2.618 1.0936
1.618 1.0890
1.000 1.0862
0.618 1.0844
HIGH 1.0816
0.618 1.0798
0.500 1.0793
0.382 1.0788
LOW 1.0770
0.618 1.0742
1.000 1.0724
1.618 1.0696
2.618 1.0650
4.250 1.0575
Fisher Pivots for day following 19-Nov-2021
Pivot 1 day 3 day
R1 1.0793 1.0774
PP 1.0787 1.0772
S1 1.0781 1.0771

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

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