CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 04-Jan-2021
Day Change Summary
Previous Current
31-Dec-2020 04-Jan-2021 Change Change % Previous Week
Open 1.1407 1.1364 -0.0043 -0.4% 1.1299
High 1.1423 1.1434 0.0011 0.1% 1.1423
Low 1.1342 1.1364 0.0022 0.2% 1.1273
Close 1.1352 1.1408 0.0056 0.5% 1.1352
Range 0.0081 0.0070 -0.0011 -13.6% 0.0150
ATR 0.0056 0.0058 0.0002 3.2% 0.0000
Volume 4 6 2 50.0% 15
Daily Pivots for day following 04-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.1612 1.1580 1.1447
R3 1.1542 1.1510 1.1427
R2 1.1472 1.1472 1.1421
R1 1.1440 1.1440 1.1414 1.1456
PP 1.1402 1.1402 1.1402 1.1410
S1 1.1370 1.1370 1.1402 1.1386
S2 1.1332 1.1332 1.1395
S3 1.1262 1.1300 1.1389
S4 1.1192 1.1230 1.1370
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.1799 1.1726 1.1435
R3 1.1649 1.1576 1.1393
R2 1.1499 1.1499 1.1380
R1 1.1426 1.1426 1.1366 1.1463
PP 1.1349 1.1349 1.1349 1.1368
S1 1.1276 1.1276 1.1338 1.1313
S2 1.1199 1.1199 1.1325
S3 1.1049 1.1126 1.1311
S4 1.0899 1.0976 1.1270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1434 1.1273 0.0161 1.4% 0.0054 0.5% 84% True False 4
10 1.1434 1.1273 0.0161 1.4% 0.0052 0.5% 84% True False 2
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1732
2.618 1.1617
1.618 1.1547
1.000 1.1504
0.618 1.1477
HIGH 1.1434
0.618 1.1407
0.500 1.1399
0.382 1.1391
LOW 1.1364
0.618 1.1321
1.000 1.1294
1.618 1.1251
2.618 1.1181
4.250 1.1067
Fisher Pivots for day following 04-Jan-2021
Pivot 1 day 3 day
R1 1.1405 1.1401
PP 1.1402 1.1395
S1 1.1399 1.1388

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

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