CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 24-Feb-2021
Day Change Summary
Previous Current
23-Feb-2021 24-Feb-2021 Change Change % Previous Week
Open 1.1177 1.1078 -0.0099 -0.9% 1.1265
High 1.1207 1.1086 -0.0121 -1.1% 1.1307
Low 1.1074 1.1029 -0.0045 -0.4% 1.1152
Close 1.1077 1.1048 -0.0029 -0.3% 1.1185
Range 0.0133 0.0057 -0.0076 -57.1% 0.0155
ATR 0.0066 0.0065 -0.0001 -1.0% 0.0000
Volume 42 542 500 1,190.5% 1,633
Daily Pivots for day following 24-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.1225 1.1194 1.1079
R3 1.1168 1.1137 1.1064
R2 1.1111 1.1111 1.1058
R1 1.1080 1.1080 1.1053 1.1067
PP 1.1054 1.1054 1.1054 1.1048
S1 1.1023 1.1023 1.1043 1.1010
S2 1.0997 1.0997 1.1038
S3 1.0940 1.0966 1.1032
S4 1.0883 1.0909 1.1017
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 1.1227 1.1029 0.0198 1.8% 0.0075 0.7% 10% False True 146
10 1.1307 1.1029 0.0278 2.5% 0.0064 0.6% 7% False True 247
20 1.1329 1.1029 0.0300 2.7% 0.0063 0.6% 6% False True 202
40 1.1469 1.1029 0.0440 4.0% 0.0062 0.6% 4% False True 108
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1328
2.618 1.1235
1.618 1.1178
1.000 1.1143
0.618 1.1121
HIGH 1.1086
0.618 1.1064
0.500 1.1058
0.382 1.1051
LOW 1.1029
0.618 1.0994
1.000 1.0972
1.618 1.0937
2.618 1.0880
4.250 1.0787
Fisher Pivots for day following 24-Feb-2021
Pivot 1 day 3 day
R1 1.1058 1.1118
PP 1.1054 1.1095
S1 1.1051 1.1071

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

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