CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 15-Jan-2021
Day Change Summary
Previous Current
14-Jan-2021 15-Jan-2021 Change Change % Previous Week
Open 1.1317 1.1270 -0.0047 -0.4% 1.1306
High 1.1332 1.1322 -0.0010 -0.1% 1.1348
Low 1.1264 1.1266 0.0002 0.0% 1.1260
Close 1.1311 1.1270 -0.0041 -0.4% 1.1270
Range 0.0068 0.0056 -0.0012 -17.6% 0.0088
ATR 0.0064 0.0063 -0.0001 -0.9% 0.0000
Volume 14 0 -14 -100.0% 78
Daily Pivots for day following 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.1454 1.1418 1.1301
R3 1.1398 1.1362 1.1285
R2 1.1342 1.1342 1.1280
R1 1.1306 1.1306 1.1275 1.1298
PP 1.1286 1.1286 1.1286 1.1282
S1 1.1250 1.1250 1.1265 1.1242
S2 1.1230 1.1230 1.1260
S3 1.1174 1.1194 1.1255
S4 1.1118 1.1138 1.1239
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.1557 1.1501 1.1318
R3 1.1469 1.1413 1.1294
R2 1.1381 1.1381 1.1286
R1 1.1325 1.1325 1.1278 1.1309
PP 1.1293 1.1293 1.1293 1.1285
S1 1.1237 1.1237 1.1262 1.1221
S2 1.1205 1.1205 1.1254
S3 1.1117 1.1149 1.1246
S4 1.1029 1.1061 1.1222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1348 1.1260 0.0088 0.8% 0.0064 0.6% 11% False False 15
10 1.1469 1.1260 0.0209 1.9% 0.0070 0.6% 5% False False 15
20 1.1469 1.1260 0.0209 1.9% 0.0059 0.5% 5% False False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1560
2.618 1.1469
1.618 1.1413
1.000 1.1378
0.618 1.1357
HIGH 1.1322
0.618 1.1301
0.500 1.1294
0.382 1.1287
LOW 1.1266
0.618 1.1231
1.000 1.1210
1.618 1.1175
2.618 1.1119
4.250 1.1028
Fisher Pivots for day following 15-Jan-2021
Pivot 1 day 3 day
R1 1.1294 1.1306
PP 1.1286 1.1294
S1 1.1278 1.1282

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

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