CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 22-Jan-2021
Day Change Summary
Previous Current
21-Jan-2021 22-Jan-2021 Change Change % Previous Week
Open 1.1344 1.1350 0.0006 0.1% 1.1256
High 1.1346 1.1359 0.0013 0.1% 1.1359
Low 1.1285 1.1327 0.0042 0.4% 1.1252
Close 1.1341 1.1331 -0.0010 -0.1% 1.1331
Range 0.0061 0.0032 -0.0029 -47.5% 0.0107
ATR 0.0064 0.0062 -0.0002 -3.6% 0.0000
Volume 5 18 13 260.0% 64
Daily Pivots for day following 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.1435 1.1415 1.1349
R3 1.1403 1.1383 1.1340
R2 1.1371 1.1371 1.1337
R1 1.1351 1.1351 1.1334 1.1345
PP 1.1339 1.1339 1.1339 1.1336
S1 1.1319 1.1319 1.1328 1.1313
S2 1.1307 1.1307 1.1325
S3 1.1275 1.1287 1.1322
S4 1.1243 1.1255 1.1313
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.1635 1.1590 1.1390
R3 1.1528 1.1483 1.1360
R2 1.1421 1.1421 1.1351
R1 1.1376 1.1376 1.1341 1.1399
PP 1.1314 1.1314 1.1314 1.1325
S1 1.1269 1.1269 1.1321 1.1292
S2 1.1207 1.1207 1.1311
S3 1.1100 1.1162 1.1302
S4 1.0993 1.1055 1.1272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1359 1.1252 0.0107 0.9% 0.0058 0.5% 74% True False 12
10 1.1381 1.1252 0.0129 1.1% 0.0063 0.6% 61% False False 15
20 1.1469 1.1252 0.0217 1.9% 0.0062 0.5% 36% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.0014
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.1495
2.618 1.1443
1.618 1.1411
1.000 1.1391
0.618 1.1379
HIGH 1.1359
0.618 1.1347
0.500 1.1343
0.382 1.1339
LOW 1.1327
0.618 1.1307
1.000 1.1295
1.618 1.1275
2.618 1.1243
4.250 1.1191
Fisher Pivots for day following 22-Jan-2021
Pivot 1 day 3 day
R1 1.1343 1.1324
PP 1.1339 1.1317
S1 1.1335 1.1310

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

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