CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 08-Feb-2021
Day Change Summary
Previous Current
05-Feb-2021 08-Feb-2021 Change Change % Previous Week
Open 1.1095 1.1165 0.0070 0.6% 1.1255
High 1.1163 1.1170 0.0007 0.1% 1.1274
Low 1.1095 1.1127 0.0032 0.3% 1.1095
Close 1.1154 1.1166 0.0012 0.1% 1.1154
Range 0.0068 0.0043 -0.0025 -36.8% 0.0179
ATR 0.0060 0.0059 -0.0001 -2.0% 0.0000
Volume 65 112 47 72.3% 1,148
Daily Pivots for day following 08-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.1283 1.1268 1.1190
R3 1.1240 1.1225 1.1178
R2 1.1197 1.1197 1.1174
R1 1.1182 1.1182 1.1170 1.1190
PP 1.1154 1.1154 1.1154 1.1158
S1 1.1139 1.1139 1.1162 1.1147
S2 1.1111 1.1111 1.1158
S3 1.1068 1.1096 1.1154
S4 1.1025 1.1053 1.1142
Weekly Pivots for week ending 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.1711 1.1612 1.1252
R3 1.1532 1.1433 1.1203
R2 1.1353 1.1353 1.1187
R1 1.1254 1.1254 1.1170 1.1214
PP 1.1174 1.1174 1.1174 1.1155
S1 1.1075 1.1075 1.1138 1.1035
S2 1.0995 1.0995 1.1121
S3 1.0816 1.0896 1.1105
S4 1.0637 1.0717 1.1056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1217 1.1095 0.0122 1.1% 0.0055 0.5% 58% False False 243
10 1.1329 1.1095 0.0234 2.1% 0.0057 0.5% 30% False False 139
20 1.1359 1.1095 0.0264 2.4% 0.0059 0.5% 27% False False 77
40 1.1469 1.1095 0.0374 3.3% 0.0055 0.5% 19% False False 41
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1353
2.618 1.1283
1.618 1.1240
1.000 1.1213
0.618 1.1197
HIGH 1.1170
0.618 1.1154
0.500 1.1149
0.382 1.1143
LOW 1.1127
0.618 1.1100
1.000 1.1084
1.618 1.1057
2.618 1.1014
4.250 1.0944
Fisher Pivots for day following 08-Feb-2021
Pivot 1 day 3 day
R1 1.1160 1.1155
PP 1.1154 1.1144
S1 1.1149 1.1133

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

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