CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 15-Apr-2021
Day Change Summary
Previous Current
14-Apr-2021 15-Apr-2021 Change Change % Previous Week
Open 1.0878 1.0852 -0.0026 -0.2% 1.0628
High 1.0903 1.0878 -0.0025 -0.2% 1.0850
Low 1.0847 1.0832 -0.0015 -0.1% 1.0614
Close 1.0853 1.0865 0.0012 0.1% 1.0830
Range 0.0056 0.0046 -0.0010 -17.9% 0.0236
ATR 0.0072 0.0070 -0.0002 -2.6% 0.0000
Volume 17,082 14,526 -2,556 -15.0% 96,711
Daily Pivots for day following 15-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.0996 1.0977 1.0890
R3 1.0950 1.0931 1.0878
R2 1.0904 1.0904 1.0873
R1 1.0885 1.0885 1.0869 1.0895
PP 1.0858 1.0858 1.0858 1.0863
S1 1.0839 1.0839 1.0861 1.0849
S2 1.0812 1.0812 1.0857
S3 1.0766 1.0793 1.0852
S4 1.0720 1.0747 1.0840
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.1473 1.1387 1.0960
R3 1.1237 1.1151 1.0895
R2 1.1001 1.1001 1.0873
R1 1.0915 1.0915 1.0852 1.0958
PP 1.0765 1.0765 1.0765 1.0786
S1 1.0679 1.0679 1.0808 1.0722
S2 1.0529 1.0529 1.0787
S3 1.0293 1.0443 1.0765
S4 1.0057 1.0207 1.0700
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0903 1.0792 0.0111 1.0% 0.0058 0.5% 66% False False 18,610
10 1.0903 1.0576 0.0327 3.0% 0.0071 0.6% 88% False False 18,458
20 1.0903 1.0576 0.0327 3.0% 0.0071 0.7% 88% False False 19,060
40 1.1227 1.0576 0.0651 6.0% 0.0076 0.7% 44% False False 13,460
60 1.1359 1.0576 0.0783 7.2% 0.0069 0.6% 37% False False 9,030
80 1.1469 1.0576 0.0893 8.2% 0.0067 0.6% 32% False False 6,775
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0021
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1074
2.618 1.0998
1.618 1.0952
1.000 1.0924
0.618 1.0906
HIGH 1.0878
0.618 1.0860
0.500 1.0855
0.382 1.0850
LOW 1.0832
0.618 1.0804
1.000 1.0786
1.618 1.0758
2.618 1.0712
4.250 1.0637
Fisher Pivots for day following 15-Apr-2021
Pivot 1 day 3 day
R1 1.0862 1.0863
PP 1.0858 1.0862
S1 1.0855 1.0860

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

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