CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 05-Apr-2021
Day Change Summary
Previous Current
01-Apr-2021 05-Apr-2021 Change Change % Previous Week
Open 1.0616 1.0628 0.0012 0.1% 1.0670
High 1.0652 1.0710 0.0058 0.5% 1.0695
Low 1.0576 1.0614 0.0038 0.4% 1.0576
Close 1.0635 1.0701 0.0066 0.6% 1.0635
Range 0.0076 0.0096 0.0020 26.3% 0.0119
ATR 0.0072 0.0074 0.0002 2.4% 0.0000
Volume 19,574 12,006 -7,568 -38.7% 71,676
Daily Pivots for day following 05-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.0963 1.0928 1.0754
R3 1.0867 1.0832 1.0727
R2 1.0771 1.0771 1.0719
R1 1.0736 1.0736 1.0710 1.0754
PP 1.0675 1.0675 1.0675 1.0684
S1 1.0640 1.0640 1.0692 1.0658
S2 1.0579 1.0579 1.0683
S3 1.0483 1.0544 1.0675
S4 1.0387 1.0448 1.0648
Weekly Pivots for week ending 02-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.0992 1.0933 1.0700
R3 1.0873 1.0814 1.0668
R2 1.0754 1.0754 1.0657
R1 1.0695 1.0695 1.0646 1.0665
PP 1.0635 1.0635 1.0635 1.0621
S1 1.0576 1.0576 1.0624 1.0546
S2 1.0516 1.0516 1.0613
S3 1.0397 1.0457 1.0602
S4 1.0278 1.0338 1.0570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0710 1.0576 0.0134 1.3% 0.0067 0.6% 93% True False 16,736
10 1.0869 1.0576 0.0293 2.7% 0.0071 0.7% 43% False False 18,184
20 1.0880 1.0576 0.0304 2.8% 0.0076 0.7% 41% False False 18,840
40 1.1307 1.0576 0.0731 6.8% 0.0074 0.7% 17% False False 9,688
60 1.1446 1.0576 0.0870 8.1% 0.0070 0.7% 14% False False 6,482
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 0.0013
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1118
2.618 1.0961
1.618 1.0865
1.000 1.0806
0.618 1.0769
HIGH 1.0710
0.618 1.0673
0.500 1.0662
0.382 1.0651
LOW 1.0614
0.618 1.0555
1.000 1.0518
1.618 1.0459
2.618 1.0363
4.250 1.0206
Fisher Pivots for day following 05-Apr-2021
Pivot 1 day 3 day
R1 1.0688 1.0682
PP 1.0675 1.0662
S1 1.0662 1.0643

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

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