CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 02-Mar-2021
Day Change Summary
Previous Current
01-Mar-2021 02-Mar-2021 Change Change % Previous Week
Open 1.1036 1.0960 -0.0076 -0.7% 1.1184
High 1.1054 1.0975 -0.0079 -0.7% 1.1207
Low 1.0949 1.0908 -0.0041 -0.4% 1.1017
Close 1.0958 1.0969 0.0011 0.1% 1.1031
Range 0.0105 0.0067 -0.0038 -36.2% 0.0190
ATR 0.0070 0.0070 0.0000 -0.3% 0.0000
Volume 1,687 924 -763 -45.2% 1,102
Daily Pivots for day following 02-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.1152 1.1127 1.1006
R3 1.1085 1.1060 1.0987
R2 1.1018 1.1018 1.0981
R1 1.0993 1.0993 1.0975 1.1006
PP 1.0951 1.0951 1.0951 1.0957
S1 1.0926 1.0926 1.0963 1.0939
S2 1.0884 1.0884 1.0957
S3 1.0817 1.0859 1.0951
S4 1.0750 1.0792 1.0932
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 1.1109 1.0908 0.0201 1.8% 0.0077 0.7% 30% False True 714
10 1.1236 1.0908 0.0328 3.0% 0.0078 0.7% 19% False True 393
20 1.1307 1.0908 0.0399 3.6% 0.0067 0.6% 15% False True 346
40 1.1469 1.0908 0.0561 5.1% 0.0065 0.6% 11% False True 183
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1260
2.618 1.1150
1.618 1.1083
1.000 1.1042
0.618 1.1016
HIGH 1.0975
0.618 1.0949
0.500 1.0942
0.382 1.0934
LOW 1.0908
0.618 1.0867
1.000 1.0841
1.618 1.0800
2.618 1.0733
4.250 1.0623
Fisher Pivots for day following 02-Mar-2021
Pivot 1 day 3 day
R1 1.0960 1.1009
PP 1.0951 1.0995
S1 1.0942 1.0982

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

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