CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 19-May-2021
Day Change Summary
Previous Current
18-May-2021 19-May-2021 Change Change % Previous Week
Open 1.1082 1.1155 0.0073 0.7% 1.1118
High 1.1168 1.1157 -0.0011 -0.1% 1.1138
Low 1.1076 1.1060 -0.0016 -0.1% 1.1004
Close 1.1163 1.1071 -0.0092 -0.8% 1.1092
Range 0.0092 0.0097 0.0005 5.4% 0.0134
ATR 0.0067 0.0069 0.0003 3.9% 0.0000
Volume 23,073 27,091 4,018 17.4% 99,864
Daily Pivots for day following 19-May-2021
Classic Woodie Camarilla DeMark
R4 1.1387 1.1326 1.1124
R3 1.1290 1.1229 1.1098
R2 1.1193 1.1193 1.1089
R1 1.1132 1.1132 1.1080 1.1114
PP 1.1096 1.1096 1.1096 1.1087
S1 1.1035 1.1035 1.1062 1.1017
S2 1.0999 1.0999 1.1053
S3 1.0902 1.0938 1.1044
S4 1.0805 1.0841 1.1018
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 1.1480 1.1420 1.1166
R3 1.1346 1.1286 1.1129
R2 1.1212 1.1212 1.1117
R1 1.1152 1.1152 1.1104 1.1115
PP 1.1078 1.1078 1.1078 1.1060
S1 1.1018 1.1018 1.1080 1.0981
S2 1.0944 1.0944 1.1067
S3 1.0810 1.0884 1.1055
S4 1.0676 1.0750 1.1018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1168 1.1005 0.0163 1.5% 0.0069 0.6% 40% False False 20,066
10 1.1168 1.0945 0.0223 2.0% 0.0071 0.6% 57% False False 21,490
20 1.1168 1.0895 0.0273 2.5% 0.0067 0.6% 64% False False 20,573
40 1.1168 1.0576 0.0592 5.3% 0.0065 0.6% 84% False False 19,062
60 1.1168 1.0576 0.0592 5.3% 0.0072 0.6% 84% False False 16,958
80 1.1329 1.0576 0.0753 6.8% 0.0069 0.6% 66% False False 12,762
100 1.1469 1.0576 0.0893 8.1% 0.0068 0.6% 55% False False 10,212
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 0.0011
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1569
2.618 1.1411
1.618 1.1314
1.000 1.1254
0.618 1.1217
HIGH 1.1157
0.618 1.1120
0.500 1.1109
0.382 1.1097
LOW 1.1060
0.618 1.1000
1.000 1.0963
1.618 1.0903
2.618 1.0806
4.250 1.0648
Fisher Pivots for day following 19-May-2021
Pivot 1 day 3 day
R1 1.1109 1.1114
PP 1.1096 1.1100
S1 1.1084 1.1085

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

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