CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 27-Apr-2021
Day Change Summary
Previous Current
26-Apr-2021 27-Apr-2021 Change Change % Previous Week
Open 1.0961 1.0952 -0.0009 -0.1% 1.0891
High 1.0978 1.0975 -0.0003 0.0% 1.0972
Low 1.0924 1.0917 -0.0007 -0.1% 1.0868
Close 1.0955 1.0952 -0.0003 0.0% 1.0962
Range 0.0054 0.0058 0.0004 7.4% 0.0104
ATR 0.0067 0.0066 -0.0001 -0.9% 0.0000
Volume 15,905 16,549 644 4.0% 87,207
Daily Pivots for day following 27-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.1122 1.1095 1.0984
R3 1.1064 1.1037 1.0968
R2 1.1006 1.1006 1.0963
R1 1.0979 1.0979 1.0957 1.0981
PP 1.0948 1.0948 1.0948 1.0949
S1 1.0921 1.0921 1.0947 1.0923
S2 1.0890 1.0890 1.0941
S3 1.0832 1.0863 1.0936
S4 1.0774 1.0805 1.0920
Weekly Pivots for week ending 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.1246 1.1208 1.1019
R3 1.1142 1.1104 1.0991
R2 1.1038 1.1038 1.0981
R1 1.1000 1.1000 1.0972 1.1019
PP 1.0934 1.0934 1.0934 1.0944
S1 1.0896 1.0896 1.0952 1.0915
S2 1.0830 1.0830 1.0943
S3 1.0726 1.0792 1.0933
S4 1.0622 1.0688 1.0905
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0978 1.0890 0.0088 0.8% 0.0055 0.5% 70% False False 16,368
10 1.0978 1.0832 0.0146 1.3% 0.0059 0.5% 82% False False 16,644
20 1.0978 1.0576 0.0402 3.7% 0.0066 0.6% 94% False False 17,851
40 1.0978 1.0576 0.0402 3.7% 0.0072 0.7% 94% False False 16,760
60 1.1307 1.0576 0.0731 6.7% 0.0070 0.6% 51% False False 11,274
80 1.1469 1.0576 0.0893 8.2% 0.0069 0.6% 42% False False 8,460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1222
2.618 1.1127
1.618 1.1069
1.000 1.1033
0.618 1.1011
HIGH 1.0975
0.618 1.0953
0.500 1.0946
0.382 1.0939
LOW 1.0917
0.618 1.0881
1.000 1.0859
1.618 1.0823
2.618 1.0765
4.250 1.0671
Fisher Pivots for day following 27-Apr-2021
Pivot 1 day 3 day
R1 1.0950 1.0950
PP 1.0948 1.0949
S1 1.0946 1.0947

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

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