CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 06-Apr-2021
Day Change Summary
Previous Current
05-Apr-2021 06-Apr-2021 Change Change % Previous Week
Open 1.0628 1.0701 0.0073 0.7% 1.0670
High 1.0710 1.0768 0.0058 0.5% 1.0695
Low 1.0614 1.0661 0.0047 0.4% 1.0576
Close 1.0701 1.0758 0.0057 0.5% 1.0635
Range 0.0096 0.0107 0.0011 11.5% 0.0119
ATR 0.0074 0.0076 0.0002 3.2% 0.0000
Volume 12,006 19,653 7,647 63.7% 71,676
Daily Pivots for day following 06-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.1050 1.1011 1.0817
R3 1.0943 1.0904 1.0787
R2 1.0836 1.0836 1.0778
R1 1.0797 1.0797 1.0768 1.0817
PP 1.0729 1.0729 1.0729 1.0739
S1 1.0690 1.0690 1.0748 1.0710
S2 1.0622 1.0622 1.0738
S3 1.0515 1.0583 1.0729
S4 1.0408 1.0476 1.0699
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 1.0768 1.0576 0.0192 1.8% 0.0080 0.7% 95% True False 17,769
10 1.0858 1.0576 0.0282 2.6% 0.0071 0.7% 65% False False 17,680
20 1.0880 1.0576 0.0304 2.8% 0.0078 0.7% 60% False False 19,557
40 1.1307 1.0576 0.0731 6.8% 0.0075 0.7% 25% False False 10,178
60 1.1381 1.0576 0.0805 7.5% 0.0070 0.7% 23% False False 6,809
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 0.0016
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1223
2.618 1.1048
1.618 1.0941
1.000 1.0875
0.618 1.0834
HIGH 1.0768
0.618 1.0727
0.500 1.0715
0.382 1.0702
LOW 1.0661
0.618 1.0595
1.000 1.0554
1.618 1.0488
2.618 1.0381
4.250 1.0206
Fisher Pivots for day following 06-Apr-2021
Pivot 1 day 3 day
R1 1.0744 1.0729
PP 1.0729 1.0701
S1 1.0715 1.0672

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

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