CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 18-Mar-2021
Day Change Summary
Previous Current
17-Mar-2021 18-Mar-2021 Change Change % Previous Week
Open 1.0836 1.0865 0.0029 0.3% 1.0756
High 1.0880 1.0873 -0.0007 -0.1% 1.0856
Low 1.0784 1.0771 -0.0013 -0.1% 1.0695
Close 1.0870 1.0796 -0.0074 -0.7% 1.0785
Range 0.0096 0.0102 0.0006 6.3% 0.0161
ATR 0.0076 0.0078 0.0002 2.5% 0.0000
Volume 24,448 27,876 3,428 14.0% 90,645
Daily Pivots for day following 18-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.1119 1.1060 1.0852
R3 1.1017 1.0958 1.0824
R2 1.0915 1.0915 1.0815
R1 1.0856 1.0856 1.0805 1.0835
PP 1.0813 1.0813 1.0813 1.0803
S1 1.0754 1.0754 1.0787 1.0733
S2 1.0711 1.0711 1.0777
S3 1.0609 1.0652 1.0768
S4 1.0507 1.0550 1.0740
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.1262 1.1184 1.0874
R3 1.1101 1.1023 1.0829
R2 1.0940 1.0940 1.0815
R1 1.0862 1.0862 1.0800 1.0901
PP 1.0779 1.0779 1.0779 1.0798
S1 1.0701 1.0701 1.0770 1.0740
S2 1.0618 1.0618 1.0755
S3 1.0457 1.0540 1.0741
S4 1.0296 1.0379 1.0696
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0880 1.0750 0.0130 1.2% 0.0079 0.7% 35% False False 22,898
10 1.0880 1.0695 0.0185 1.7% 0.0081 0.7% 55% False False 18,012
20 1.1227 1.0695 0.0532 4.9% 0.0083 0.8% 19% False False 9,254
40 1.1359 1.0695 0.0664 6.2% 0.0069 0.6% 15% False False 4,712
60 1.1469 1.0695 0.0774 7.2% 0.0067 0.6% 13% False False 3,145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1307
2.618 1.1140
1.618 1.1038
1.000 1.0975
0.618 1.0936
HIGH 1.0873
0.618 1.0834
0.500 1.0822
0.382 1.0810
LOW 1.0771
0.618 1.0708
1.000 1.0669
1.618 1.0606
2.618 1.0504
4.250 1.0338
Fisher Pivots for day following 18-Mar-2021
Pivot 1 day 3 day
R1 1.0822 1.0826
PP 1.0813 1.0816
S1 1.0805 1.0806

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

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