CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 05-Mar-2021
Day Change Summary
Previous Current
04-Mar-2021 05-Mar-2021 Change Change % Previous Week
Open 1.0903 1.0796 -0.0107 -1.0% 1.1036
High 1.0910 1.0829 -0.0081 -0.7% 1.1054
Low 1.0785 1.0759 -0.0026 -0.2% 1.0759
Close 1.0790 1.0772 -0.0018 -0.2% 1.0772
Range 0.0125 0.0070 -0.0055 -44.0% 0.0295
ATR 0.0074 0.0073 0.0000 -0.3% 0.0000
Volume 653 3,646 2,993 458.3% 7,467
Daily Pivots for day following 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.0997 1.0954 1.0811
R3 1.0927 1.0884 1.0791
R2 1.0857 1.0857 1.0785
R1 1.0814 1.0814 1.0778 1.0801
PP 1.0787 1.0787 1.0787 1.0780
S1 1.0744 1.0744 1.0766 1.0731
S2 1.0717 1.0717 1.0759
S3 1.0647 1.0674 1.0753
S4 1.0577 1.0604 1.0734
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.1747 1.1554 1.0934
R3 1.1452 1.1259 1.0853
R2 1.1157 1.1157 1.0826
R1 1.0964 1.0964 1.0799 1.0913
PP 1.0862 1.0862 1.0862 1.0836
S1 1.0669 1.0669 1.0745 1.0618
S2 1.0567 1.0567 1.0718
S3 1.0272 1.0374 1.0691
S4 0.9977 1.0079 1.0610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1054 1.0759 0.0295 2.7% 0.0087 0.8% 4% False True 1,493
10 1.1207 1.0759 0.0448 4.2% 0.0087 0.8% 3% False True 856
20 1.1307 1.0759 0.0548 5.1% 0.0072 0.7% 2% False True 537
40 1.1446 1.0759 0.0687 6.4% 0.0067 0.6% 2% False True 303
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1127
2.618 1.1012
1.618 1.0942
1.000 1.0899
0.618 1.0872
HIGH 1.0829
0.618 1.0802
0.500 1.0794
0.382 1.0786
LOW 1.0759
0.618 1.0716
1.000 1.0689
1.618 1.0646
2.618 1.0576
4.250 1.0462
Fisher Pivots for day following 05-Mar-2021
Pivot 1 day 3 day
R1 1.0794 1.0865
PP 1.0787 1.0834
S1 1.0779 1.0803

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

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