CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 25-Jan-2021
Day Change Summary
Previous Current
22-Jan-2021 25-Jan-2021 Change Change % Previous Week
Open 1.1350 1.1323 -0.0027 -0.2% 1.1256
High 1.1359 1.1347 -0.0012 -0.1% 1.1359
Low 1.1327 1.1293 -0.0034 -0.3% 1.1252
Close 1.1331 1.1305 -0.0026 -0.2% 1.1331
Range 0.0032 0.0054 0.0022 68.8% 0.0107
ATR 0.0062 0.0061 -0.0001 -0.9% 0.0000
Volume 18 17 -1 -5.6% 64
Daily Pivots for day following 25-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.1477 1.1445 1.1335
R3 1.1423 1.1391 1.1320
R2 1.1369 1.1369 1.1315
R1 1.1337 1.1337 1.1310 1.1326
PP 1.1315 1.1315 1.1315 1.1310
S1 1.1283 1.1283 1.1300 1.1272
S2 1.1261 1.1261 1.1295
S3 1.1207 1.1229 1.1290
S4 1.1153 1.1175 1.1275
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% 0.0057 0.5% 50% False False 16
10 1.1359 1.1252 0.0107 0.9% 0.0061 0.5% 50% False False 15
20 1.1469 1.1252 0.0217 1.9% 0.0062 0.6% 24% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1577
2.618 1.1488
1.618 1.1434
1.000 1.1401
0.618 1.1380
HIGH 1.1347
0.618 1.1326
0.500 1.1320
0.382 1.1314
LOW 1.1293
0.618 1.1260
1.000 1.1239
1.618 1.1206
2.618 1.1152
4.250 1.1064
Fisher Pivots for day following 25-Jan-2021
Pivot 1 day 3 day
R1 1.1320 1.1322
PP 1.1315 1.1316
S1 1.1310 1.1311

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

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