CME Swiss Franc Future June 2021

Trading Metrics calculated at close of trading on 25-Feb-2021

Day Change Summary
	Previous	Current
	24-Feb-2021	25-Feb-2021	Change	Change %	Previous Week
Open	1.1078	1.1058	-0.0020	-0.2%	1.1265
High	1.1086	1.1107	0.0021	0.2%	1.1307
Low	1.1029	1.1044	0.0015	0.1%	1.1152
Close	1.1048	1.1083	0.0035	0.3%	1.1185
Range	0.0057	0.0063	0.0006	10.5%	0.0155
ATR	0.0065	0.0065	0.0000	-0.2%	0.0000
Volume	542	171	-371	-68.5%	1,633

Daily Pivots for day following 25-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1267	1.1238	1.1118
R3	1.1204	1.1175	1.1100
R2	1.1141	1.1141	1.1095
R1	1.1112	1.1112	1.1089	1.1127
PP	1.1078	1.1078	1.1078	1.1085
S1	1.1049	1.1049	1.1077	1.1064
S2	1.1015	1.1015	1.1071
S3	1.0952	1.0986	1.1066
S4	1.0889	1.0923	1.1048

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%	0.0078	0.7%	27%	False	False	177
10	1.1307	1.1029	0.0278	2.5%	0.0066	0.6%	19%	False	False	258
20	1.1317	1.1029	0.0288	2.6%	0.0063	0.6%	19%	False	False	210
40	1.1469	1.1029	0.0440	4.0%	0.0062	0.6%	12%	False	False	112

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	1.1375
2.618	1.1272
1.618	1.1209
1.000	1.1170
0.618	1.1146
HIGH	1.1107
0.618	1.1083
0.500	1.1076
0.382	1.1068
LOW	1.1044
0.618	1.1005
1.000	1.0981
1.618	1.0942
2.618	1.0879
4.250	1.0776

Fisher Pivots for day following 25-Feb-2021
Pivot	1 day	3 day
R1	1.1081	1.1118
PP	1.1078	1.1106
S1	1.1076	1.1095

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols