CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 11-Feb-2021
Day Change Summary
Previous Current
10-Feb-2021 11-Feb-2021 Change Change % Previous Week
Open 1.1214 1.1242 0.0028 0.2% 1.1244
High 1.1258 1.1254 -0.0004 0.0% 1.1247
Low 1.1206 1.1231 0.0025 0.2% 1.1064
Close 1.1247 1.1245 -0.0002 0.0% 1.1126
Range 0.0052 0.0023 -0.0029 -55.8% 0.0183
ATR 0.0065 0.0062 -0.0003 -4.6% 0.0000
Volume 18,833 13,825 -5,008 -26.6% 106,893
Daily Pivots for day following 11-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.1312 1.1302 1.1258
R3 1.1289 1.1279 1.1251
R2 1.1266 1.1266 1.1249
R1 1.1256 1.1256 1.1247 1.1261
PP 1.1243 1.1243 1.1243 1.1246
S1 1.1233 1.1233 1.1243 1.1238
S2 1.1220 1.1220 1.1241
S3 1.1197 1.1210 1.1239
S4 1.1174 1.1187 1.1232
Weekly Pivots for week ending 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.1695 1.1593 1.1227
R3 1.1512 1.1410 1.1176
R2 1.1329 1.1329 1.1160
R1 1.1227 1.1227 1.1143 1.1187
PP 1.1146 1.1146 1.1146 1.1125
S1 1.1044 1.1044 1.1109 1.1004
S2 1.0963 1.0963 1.1092
S3 1.0780 1.0861 1.1076
S4 1.0597 1.0678 1.1025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1258 1.1064 0.0194 1.7% 0.0057 0.5% 93% False False 19,842
10 1.1283 1.1064 0.0219 1.9% 0.0060 0.5% 83% False False 21,046
20 1.1331 1.1064 0.0267 2.4% 0.0061 0.5% 68% False False 20,053
40 1.1441 1.1064 0.0377 3.4% 0.0065 0.6% 48% False False 20,122
60 1.1441 1.0969 0.0472 4.2% 0.0064 0.6% 58% False False 15,665
80 1.1441 1.0911 0.0530 4.7% 0.0066 0.6% 63% False False 11,762
100 1.1441 1.0816 0.0625 5.6% 0.0064 0.6% 69% False False 9,410
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 1.1352
2.618 1.1314
1.618 1.1291
1.000 1.1277
0.618 1.1268
HIGH 1.1254
0.618 1.1245
0.500 1.1243
0.382 1.1240
LOW 1.1231
0.618 1.1217
1.000 1.1208
1.618 1.1194
2.618 1.1171
4.250 1.1133
Fisher Pivots for day following 11-Feb-2021
Pivot 1 day 3 day
R1 1.1244 1.1229
PP 1.1243 1.1212
S1 1.1243 1.1196

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

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