CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 26-Jan-2021
Day Change Summary
Previous Current
25-Jan-2021 26-Jan-2021 Change Change % Previous Week
Open 1.1323 1.1308 -0.0015 -0.1% 1.1256
High 1.1347 1.1328 -0.0019 -0.2% 1.1359
Low 1.1293 1.1288 -0.0005 0.0% 1.1252
Close 1.1305 1.1325 0.0020 0.2% 1.1331
Range 0.0054 0.0040 -0.0014 -25.9% 0.0107
ATR 0.0061 0.0060 -0.0002 -2.5% 0.0000
Volume 17 29 12 70.6% 64
Daily Pivots for day following 26-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.1434 1.1419 1.1347
R3 1.1394 1.1379 1.1336
R2 1.1354 1.1354 1.1332
R1 1.1339 1.1339 1.1329 1.1347
PP 1.1314 1.1314 1.1314 1.1317
S1 1.1299 1.1299 1.1321 1.1307
S2 1.1274 1.1274 1.1318
S3 1.1234 1.1259 1.1314
S4 1.1194 1.1219 1.1303
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 1.1260 0.0099 0.9% 0.0050 0.4% 66% False False 14
10 1.1359 1.1252 0.0107 0.9% 0.0056 0.5% 68% False False 12
20 1.1469 1.1252 0.0217 1.9% 0.0061 0.5% 34% False False 13
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1498
2.618 1.1433
1.618 1.1393
1.000 1.1368
0.618 1.1353
HIGH 1.1328
0.618 1.1313
0.500 1.1308
0.382 1.1303
LOW 1.1288
0.618 1.1263
1.000 1.1248
1.618 1.1223
2.618 1.1183
4.250 1.1118
Fisher Pivots for day following 26-Jan-2021
Pivot 1 day 3 day
R1 1.1319 1.1325
PP 1.1314 1.1324
S1 1.1308 1.1324

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

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