CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 12-May-2021
Day Change Summary
Previous Current
11-May-2021 12-May-2021 Change Change % Previous Week
Open 1.1108 1.1077 -0.0031 -0.3% 1.0969
High 1.1119 1.1083 -0.0036 -0.3% 1.1116
Low 1.1072 1.1004 -0.0068 -0.6% 1.0923
Close 1.1079 1.1021 -0.0058 -0.5% 1.1108
Range 0.0047 0.0079 0.0032 68.1% 0.0193
ATR 0.0067 0.0068 0.0001 1.3% 0.0000
Volume 20,954 23,796 2,842 13.6% 105,550
Daily Pivots for day following 12-May-2021
Classic Woodie Camarilla DeMark
R4 1.1273 1.1226 1.1064
R3 1.1194 1.1147 1.1043
R2 1.1115 1.1115 1.1035
R1 1.1068 1.1068 1.1028 1.1052
PP 1.1036 1.1036 1.1036 1.1028
S1 1.0989 1.0989 1.1014 1.0973
S2 1.0957 1.0957 1.1007
S3 1.0878 1.0910 1.0999
S4 1.0799 1.0831 1.0978
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 1.1138 1.0945 0.0193 1.8% 0.0074 0.7% 39% False False 22,915
10 1.1138 1.0923 0.0215 2.0% 0.0067 0.6% 46% False False 22,066
20 1.1138 1.0832 0.0306 2.8% 0.0065 0.6% 62% False False 19,672
40 1.1138 1.0576 0.0562 5.1% 0.0070 0.6% 79% False False 19,614
60 1.1236 1.0576 0.0660 6.0% 0.0073 0.7% 67% False False 15,291
80 1.1359 1.0576 0.0783 7.1% 0.0069 0.6% 57% False False 11,509
100 1.1469 1.0576 0.0893 8.1% 0.0067 0.6% 50% False False 9,209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1419
2.618 1.1290
1.618 1.1211
1.000 1.1162
0.618 1.1132
HIGH 1.1083
0.618 1.1053
0.500 1.1044
0.382 1.1034
LOW 1.1004
0.618 1.0955
1.000 1.0925
1.618 1.0876
2.618 1.0797
4.250 1.0668
Fisher Pivots for day following 12-May-2021
Pivot 1 day 3 day
R1 1.1044 1.1071
PP 1.1036 1.1054
S1 1.1029 1.1038

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

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