CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 13-Dec-2021
Day Change Summary
Previous Current
10-Dec-2021 13-Dec-2021 Change Change % Previous Week
Open 1.0824 1.0860 0.0036 0.3% 1.0900
High 1.0870 1.0863 -0.0007 -0.1% 1.0900
Low 1.0803 1.0804 0.0001 0.0% 1.0783
Close 1.0858 1.0838 -0.0020 -0.2% 1.0858
Range 0.0067 0.0059 -0.0008 -11.9% 0.0117
ATR 0.0072 0.0071 -0.0001 -1.3% 0.0000
Volume 7,811 910 -6,901 -88.3% 130,382
Daily Pivots for day following 13-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1012 1.0984 1.0870
R3 1.0953 1.0925 1.0854
R2 1.0894 1.0894 1.0849
R1 1.0866 1.0866 1.0843 1.0851
PP 1.0835 1.0835 1.0835 1.0827
S1 1.0807 1.0807 1.0833 1.0792
S2 1.0776 1.0776 1.0827
S3 1.0717 1.0748 1.0822
S4 1.0658 1.0689 1.0806
Weekly Pivots for week ending 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1198 1.1145 1.0922
R3 1.1081 1.1028 1.0890
R2 1.0964 1.0964 1.0879
R1 1.0911 1.0911 1.0869 1.0879
PP 1.0847 1.0847 1.0847 1.0831
S1 1.0794 1.0794 1.0847 1.0762
S2 1.0730 1.0730 1.0837
S3 1.0613 1.0677 1.0826
S4 1.0496 1.0560 1.0794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0876 1.0783 0.0093 0.9% 0.0064 0.6% 59% False False 21,134
10 1.0929 1.0783 0.0146 1.3% 0.0074 0.7% 38% False False 23,392
20 1.0929 1.0673 0.0256 2.4% 0.0073 0.7% 64% False False 24,534
40 1.1017 1.0673 0.0344 3.2% 0.0069 0.6% 48% False False 24,281
60 1.1017 1.0673 0.0344 3.2% 0.0067 0.6% 48% False False 23,779
80 1.1017 1.0673 0.0344 3.2% 0.0066 0.6% 48% False False 20,536
100 1.1124 1.0673 0.0451 4.2% 0.0064 0.6% 37% False False 16,443
120 1.1124 1.0673 0.0451 4.2% 0.0064 0.6% 37% False False 13,703
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1114
2.618 1.1017
1.618 1.0958
1.000 1.0922
0.618 1.0899
HIGH 1.0863
0.618 1.0840
0.500 1.0834
0.382 1.0827
LOW 1.0804
0.618 1.0768
1.000 1.0745
1.618 1.0709
2.618 1.0650
4.250 1.0553
Fisher Pivots for day following 13-Dec-2021
Pivot 1 day 3 day
R1 1.0837 1.0836
PP 1.0835 1.0834
S1 1.0834 1.0832

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

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