CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 05-May-2021
Day Change Summary
Previous Current
04-May-2021 05-May-2021 Change Change % Previous Week
Open 1.0984 1.0956 -0.0028 -0.3% 1.0961
High 1.0988 1.0974 -0.0014 -0.1% 1.1025
Low 1.0928 1.0923 -0.0005 0.0% 1.0905
Close 1.0958 1.0958 0.0000 0.0% 1.0960
Range 0.0060 0.0051 -0.0009 -15.0% 0.0120
ATR 0.0067 0.0066 -0.0001 -1.7% 0.0000
Volume 20,561 16,342 -4,219 -20.5% 106,199
Daily Pivots for day following 05-May-2021
Classic Woodie Camarilla DeMark
R4 1.1105 1.1082 1.0986
R3 1.1054 1.1031 1.0972
R2 1.1003 1.1003 1.0967
R1 1.0980 1.0980 1.0963 1.0992
PP 1.0952 1.0952 1.0952 1.0957
S1 1.0929 1.0929 1.0953 1.0941
S2 1.0901 1.0901 1.0949
S3 1.0850 1.0878 1.0944
S4 1.0799 1.0827 1.0930
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.1323 1.1262 1.1026
R3 1.1203 1.1142 1.0993
R2 1.1083 1.1083 1.0982
R1 1.1022 1.1022 1.0971 1.0993
PP 1.0963 1.0963 1.0963 1.0949
S1 1.0902 1.0902 1.0949 1.0873
S2 1.0843 1.0843 1.0938
S3 1.0723 1.0782 1.0927
S4 1.0603 1.0662 1.0894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1025 1.0923 0.0102 0.9% 0.0060 0.5% 34% False True 21,217
10 1.1025 1.0895 0.0130 1.2% 0.0063 0.6% 48% False False 19,655
20 1.1025 1.0769 0.0256 2.3% 0.0063 0.6% 74% False False 18,729
40 1.1025 1.0576 0.0449 4.1% 0.0069 0.6% 85% False False 19,487
60 1.1307 1.0576 0.0731 6.7% 0.0071 0.6% 52% False False 13,412
80 1.1359 1.0576 0.0783 7.1% 0.0068 0.6% 49% False False 10,078
100 1.1469 1.0576 0.0893 8.1% 0.0065 0.6% 43% False False 8,063
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1191
2.618 1.1108
1.618 1.1057
1.000 1.1025
0.618 1.1006
HIGH 1.0974
0.618 1.0955
0.500 1.0949
0.382 1.0942
LOW 1.0923
0.618 1.0891
1.000 1.0872
1.618 1.0840
2.618 1.0789
4.250 1.0706
Fisher Pivots for day following 05-May-2021
Pivot 1 day 3 day
R1 1.0955 1.0966
PP 1.0952 1.0963
S1 1.0949 1.0961

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

View Archives - Comment on this page... - Back to Index of Symbols