CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 20-Jan-2021
Day Change Summary
Previous Current
19-Jan-2021 20-Jan-2021 Change Change % Previous Week
Open 1.1256 1.1313 0.0057 0.5% 1.1306
High 1.1327 1.1325 -0.0002 0.0% 1.1348
Low 1.1252 1.1260 0.0008 0.1% 1.1260
Close 1.1302 1.1286 -0.0016 -0.1% 1.1270
Range 0.0075 0.0065 -0.0010 -13.3% 0.0088
ATR 0.0064 0.0064 0.0000 0.1% 0.0000
Volume 40 1 -39 -97.5% 78
Daily Pivots for day following 20-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.1485 1.1451 1.1322
R3 1.1420 1.1386 1.1304
R2 1.1355 1.1355 1.1298
R1 1.1321 1.1321 1.1292 1.1306
PP 1.1290 1.1290 1.1290 1.1283
S1 1.1256 1.1256 1.1280 1.1241
S2 1.1225 1.1225 1.1274
S3 1.1160 1.1191 1.1268
S4 1.1095 1.1126 1.1250
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 1.1252 0.0096 0.9% 0.0062 0.6% 35% False False 11
10 1.1469 1.1252 0.0217 1.9% 0.0072 0.6% 16% False False 17
20 1.1469 1.1252 0.0217 1.9% 0.0062 0.6% 16% False False 10
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1601
2.618 1.1495
1.618 1.1430
1.000 1.1390
0.618 1.1365
HIGH 1.1325
0.618 1.1300
0.500 1.1293
0.382 1.1285
LOW 1.1260
0.618 1.1220
1.000 1.1195
1.618 1.1155
2.618 1.1090
4.250 1.0984
Fisher Pivots for day following 20-Jan-2021
Pivot 1 day 3 day
R1 1.1293 1.1290
PP 1.1290 1.1288
S1 1.1288 1.1287

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

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