CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 22-Mar-2021
Day Change Summary
Previous Current
19-Mar-2021 22-Mar-2021 Change Change % Previous Week
Open 1.0806 1.0780 -0.0026 -0.2% 1.0786
High 1.0835 1.0869 0.0034 0.3% 1.0880
Low 1.0755 1.0767 0.0012 0.1% 1.0755
Close 1.0789 1.0854 0.0065 0.6% 1.0789
Range 0.0080 0.0102 0.0022 27.5% 0.0125
ATR 0.0078 0.0079 0.0002 2.2% 0.0000
Volume 18,475 24,691 6,216 33.6% 104,309
Daily Pivots for day following 22-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.1136 1.1097 1.0910
R3 1.1034 1.0995 1.0882
R2 1.0932 1.0932 1.0873
R1 1.0893 1.0893 1.0863 1.0913
PP 1.0830 1.0830 1.0830 1.0840
S1 1.0791 1.0791 1.0845 1.0811
S2 1.0728 1.0728 1.0835
S3 1.0626 1.0689 1.0826
S4 1.0524 1.0587 1.0798
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.1183 1.1111 1.0858
R3 1.1058 1.0986 1.0823
R2 1.0933 1.0933 1.0812
R1 1.0861 1.0861 1.0800 1.0897
PP 1.0808 1.0808 1.0808 1.0826
S1 1.0736 1.0736 1.0778 1.0772
S2 1.0683 1.0683 1.0766
S3 1.0558 1.0611 1.0755
S4 1.0433 1.0486 1.0720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0880 1.0755 0.0125 1.2% 0.0087 0.8% 79% False False 22,673
10 1.0880 1.0695 0.0185 1.7% 0.0084 0.8% 86% False False 21,434
20 1.1207 1.0695 0.0512 4.7% 0.0085 0.8% 31% False False 11,405
40 1.1347 1.0695 0.0652 6.0% 0.0071 0.7% 24% False False 5,790
60 1.1469 1.0695 0.0774 7.1% 0.0068 0.6% 21% False False 3,864
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 1.1303
2.618 1.1136
1.618 1.1034
1.000 1.0971
0.618 1.0932
HIGH 1.0869
0.618 1.0830
0.500 1.0818
0.382 1.0806
LOW 1.0767
0.618 1.0704
1.000 1.0665
1.618 1.0602
2.618 1.0500
4.250 1.0334
Fisher Pivots for day following 22-Mar-2021
Pivot 1 day 3 day
R1 1.0842 1.0841
PP 1.0830 1.0827
S1 1.0818 1.0814

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

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