CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 07-May-2021
Day Change Summary
Previous Current
06-May-2021 07-May-2021 Change Change % Previous Week
Open 1.0962 1.1027 0.0065 0.6% 1.0969
High 1.1036 1.1116 0.0080 0.7% 1.1116
Low 1.0945 1.1007 0.0062 0.6% 1.0923
Close 1.1014 1.1108 0.0094 0.9% 1.1108
Range 0.0091 0.0109 0.0018 19.8% 0.0193
ATR 0.0068 0.0071 0.0003 4.3% 0.0000
Volume 22,171 27,610 5,439 24.5% 105,550
Daily Pivots for day following 07-May-2021
Classic Woodie Camarilla DeMark
R4 1.1404 1.1365 1.1168
R3 1.1295 1.1256 1.1138
R2 1.1186 1.1186 1.1128
R1 1.1147 1.1147 1.1118 1.1167
PP 1.1077 1.1077 1.1077 1.1087
S1 1.1038 1.1038 1.1098 1.1058
S2 1.0968 1.0968 1.1088
S3 1.0859 1.0929 1.1078
S4 1.0750 1.0820 1.1048
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 1.1628 1.1561 1.1214
R3 1.1435 1.1368 1.1161
R2 1.1242 1.1242 1.1143
R1 1.1175 1.1175 1.1126 1.1209
PP 1.1049 1.1049 1.1049 1.1066
S1 1.0982 1.0982 1.1090 1.1016
S2 1.0856 1.0856 1.1073
S3 1.0663 1.0789 1.1055
S4 1.0470 1.0596 1.1002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1116 1.0923 0.0193 1.7% 0.0075 0.7% 96% True False 21,110
10 1.1116 1.0905 0.0211 1.9% 0.0072 0.6% 96% True False 21,174
20 1.1116 1.0807 0.0309 2.8% 0.0067 0.6% 97% True False 19,121
40 1.1116 1.0576 0.0540 4.9% 0.0070 0.6% 99% True False 19,548
60 1.1307 1.0576 0.0731 6.6% 0.0072 0.7% 73% False False 14,237
80 1.1359 1.0576 0.0783 7.0% 0.0069 0.6% 68% False False 10,699
100 1.1469 1.0576 0.0893 8.0% 0.0066 0.6% 60% False False 8,561
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 0.0020
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1579
2.618 1.1401
1.618 1.1292
1.000 1.1225
0.618 1.1183
HIGH 1.1116
0.618 1.1074
0.500 1.1062
0.382 1.1049
LOW 1.1007
0.618 1.0940
1.000 1.0898
1.618 1.0831
2.618 1.0722
4.250 1.0544
Fisher Pivots for day following 07-May-2021
Pivot 1 day 3 day
R1 1.1093 1.1079
PP 1.1077 1.1049
S1 1.1062 1.1020

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

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