CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 03-Mar-2021
Day Change Summary
Previous Current
02-Mar-2021 03-Mar-2021 Change Change % Previous Week
Open 1.0960 1.0962 0.0002 0.0% 1.1184
High 1.0975 1.0970 -0.0005 0.0% 1.1207
Low 1.0908 1.0900 -0.0008 -0.1% 1.1017
Close 1.0969 1.0904 -0.0065 -0.6% 1.1031
Range 0.0067 0.0070 0.0003 4.5% 0.0190
ATR 0.0070 0.0070 0.0000 0.1% 0.0000
Volume 924 557 -367 -39.7% 1,102
Daily Pivots for day following 03-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.1135 1.1089 1.0943
R3 1.1065 1.1019 1.0923
R2 1.0995 1.0995 1.0917
R1 1.0949 1.0949 1.0910 1.0937
PP 1.0925 1.0925 1.0925 1.0919
S1 1.0879 1.0879 1.0898 1.0867
S2 1.0855 1.0855 1.0891
S3 1.0785 1.0809 1.0885
S4 1.0715 1.0739 1.0866
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 1.0900 0.0209 1.9% 0.0079 0.7% 2% False True 717
10 1.1227 1.0900 0.0327 3.0% 0.0077 0.7% 1% False True 431
20 1.1307 1.0900 0.0407 3.7% 0.0067 0.6% 1% False True 335
40 1.1469 1.0900 0.0569 5.2% 0.0065 0.6% 1% False True 197
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1268
2.618 1.1153
1.618 1.1083
1.000 1.1040
0.618 1.1013
HIGH 1.0970
0.618 1.0943
0.500 1.0935
0.382 1.0927
LOW 1.0900
0.618 1.0857
1.000 1.0830
1.618 1.0787
2.618 1.0717
4.250 1.0603
Fisher Pivots for day following 03-Mar-2021
Pivot 1 day 3 day
R1 1.0935 1.0977
PP 1.0925 1.0953
S1 1.0914 1.0928

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

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