CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 01-Mar-2021
Day Change Summary
Previous Current
26-Feb-2021 01-Mar-2021 Change Change % Previous Week
Open 1.1080 1.1036 -0.0044 -0.4% 1.1184
High 1.1109 1.1054 -0.0055 -0.5% 1.1207
Low 1.1017 1.0949 -0.0068 -0.6% 1.1017
Close 1.1031 1.0958 -0.0073 -0.7% 1.1031
Range 0.0092 0.0105 0.0013 14.1% 0.0190
ATR 0.0067 0.0070 0.0003 4.1% 0.0000
Volume 247 1,687 1,440 583.0% 1,102
Daily Pivots for day following 01-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.1302 1.1235 1.1016
R3 1.1197 1.1130 1.0987
R2 1.1092 1.1092 1.0977
R1 1.1025 1.1025 1.0968 1.1006
PP 1.0987 1.0987 1.0987 1.0978
S1 1.0920 1.0920 1.0948 1.0901
S2 1.0882 1.0882 1.0939
S3 1.0777 1.0815 1.0929
S4 1.0672 1.0710 1.0900
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.1655 1.1533 1.1136
R3 1.1465 1.1343 1.1083
R2 1.1275 1.1275 1.1066
R1 1.1153 1.1153 1.1048 1.1119
PP 1.1085 1.1085 1.1085 1.1068
S1 1.0963 1.0963 1.1014 1.0929
S2 1.0895 1.0895 1.0996
S3 1.0705 1.0773 1.0979
S4 1.0515 1.0583 1.0927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1207 1.0949 0.0258 2.4% 0.0090 0.8% 3% False True 537
10 1.1307 1.0949 0.0358 3.3% 0.0079 0.7% 3% False True 442
20 1.1307 1.0949 0.0358 3.3% 0.0068 0.6% 3% False True 302
40 1.1469 1.0949 0.0520 4.7% 0.0066 0.6% 2% False True 160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1500
2.618 1.1329
1.618 1.1224
1.000 1.1159
0.618 1.1119
HIGH 1.1054
0.618 1.1014
0.500 1.1002
0.382 1.0989
LOW 1.0949
0.618 1.0884
1.000 1.0844
1.618 1.0779
2.618 1.0674
4.250 1.0503
Fisher Pivots for day following 01-Mar-2021
Pivot 1 day 3 day
R1 1.1002 1.1029
PP 1.0987 1.1005
S1 1.0973 1.0982

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

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