CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 25-Mar-2021
Day Change Summary
Previous Current
24-Mar-2021 25-Mar-2021 Change Change % Previous Week
Open 1.0732 1.0712 -0.0020 -0.2% 1.0786
High 1.0735 1.0719 -0.0016 -0.1% 1.0880
Low 1.0697 1.0658 -0.0039 -0.4% 1.0755
Close 1.0714 1.0670 -0.0044 -0.4% 1.0789
Range 0.0038 0.0061 0.0023 60.5% 0.0125
ATR 0.0080 0.0079 -0.0001 -1.7% 0.0000
Volume 16,724 15,153 -1,571 -9.4% 104,309
Daily Pivots for day following 25-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.0865 1.0829 1.0704
R3 1.0804 1.0768 1.0687
R2 1.0743 1.0743 1.0681
R1 1.0707 1.0707 1.0676 1.0695
PP 1.0682 1.0682 1.0682 1.0676
S1 1.0646 1.0646 1.0664 1.0634
S2 1.0621 1.0621 1.0659
S3 1.0560 1.0585 1.0653
S4 1.0499 1.0524 1.0636
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 1.0869 1.0658 0.0211 2.0% 0.0083 0.8% 6% False True 20,389
10 1.0880 1.0658 0.0222 2.1% 0.0081 0.8% 5% False True 21,643
20 1.1109 1.0658 0.0451 4.2% 0.0084 0.8% 3% False True 14,307
40 1.1317 1.0658 0.0659 6.2% 0.0073 0.7% 2% False True 7,258
60 1.1469 1.0658 0.0811 7.6% 0.0070 0.7% 1% False True 4,843
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0978
2.618 1.0879
1.618 1.0818
1.000 1.0780
0.618 1.0757
HIGH 1.0719
0.618 1.0696
0.500 1.0689
0.382 1.0681
LOW 1.0658
0.618 1.0620
1.000 1.0597
1.618 1.0559
2.618 1.0498
4.250 1.0399
Fisher Pivots for day following 25-Mar-2021
Pivot 1 day 3 day
R1 1.0689 1.0758
PP 1.0682 1.0729
S1 1.0676 1.0699

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

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