CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 19-Feb-2021
Day Change Summary
Previous Current
18-Feb-2021 19-Feb-2021 Change Change % Previous Week
Open 1.1158 1.1191 0.0033 0.3% 1.1265
High 1.1197 1.1227 0.0030 0.3% 1.1307
Low 1.1152 1.1180 0.0028 0.3% 1.1152
Close 1.1190 1.1185 -0.0005 0.0% 1.1185
Range 0.0045 0.0047 0.0002 4.4% 0.0155
ATR 0.0059 0.0058 -0.0001 -1.5% 0.0000
Volume 14 33 19 135.7% 1,633
Daily Pivots for day following 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.1338 1.1309 1.1211
R3 1.1291 1.1262 1.1198
R2 1.1244 1.1244 1.1194
R1 1.1215 1.1215 1.1189 1.1206
PP 1.1197 1.1197 1.1197 1.1193
S1 1.1168 1.1168 1.1181 1.1159
S2 1.1150 1.1150 1.1176
S3 1.1103 1.1121 1.1172
S4 1.1056 1.1074 1.1159
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.1680 1.1587 1.1270
R3 1.1525 1.1432 1.1228
R2 1.1370 1.1370 1.1213
R1 1.1277 1.1277 1.1199 1.1246
PP 1.1215 1.1215 1.1215 1.1199
S1 1.1122 1.1122 1.1171 1.1091
S2 1.1060 1.1060 1.1157
S3 1.0905 1.0967 1.1142
S4 1.0750 1.0812 1.1100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1307 1.1152 0.0155 1.4% 0.0058 0.5% 21% False False 328
10 1.1307 1.1095 0.0212 1.9% 0.0056 0.5% 42% False False 218
20 1.1359 1.1095 0.0264 2.4% 0.0055 0.5% 34% False False 171
40 1.1469 1.1095 0.0374 3.3% 0.0058 0.5% 24% False False 91
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1427
2.618 1.1350
1.618 1.1303
1.000 1.1274
0.618 1.1256
HIGH 1.1227
0.618 1.1209
0.500 1.1204
0.382 1.1198
LOW 1.1180
0.618 1.1151
1.000 1.1133
1.618 1.1104
2.618 1.1057
4.250 1.0980
Fisher Pivots for day following 19-Feb-2021
Pivot 1 day 3 day
R1 1.1204 1.1194
PP 1.1197 1.1191
S1 1.1191 1.1188

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

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