CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 03-Jun-2021
Day Change Summary
Previous Current
02-Jun-2021 03-Jun-2021 Change Change % Previous Week
Open 1.1145 1.1141 -0.0004 0.0% 1.1141
High 1.1155 1.1141 -0.0014 -0.1% 1.1203
Low 1.1084 1.1049 -0.0035 -0.3% 1.1078
Close 1.1139 1.1062 -0.0077 -0.7% 1.1121
Range 0.0071 0.0092 0.0021 29.6% 0.0125
ATR 0.0069 0.0070 0.0002 2.4% 0.0000
Volume 18,358 18,291 -67 -0.4% 98,201
Daily Pivots for day following 03-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1360 1.1303 1.1113
R3 1.1268 1.1211 1.1087
R2 1.1176 1.1176 1.1079
R1 1.1119 1.1119 1.1070 1.1102
PP 1.1084 1.1084 1.1084 1.1075
S1 1.1027 1.1027 1.1054 1.1010
S2 1.0992 1.0992 1.1045
S3 1.0900 1.0935 1.1037
S4 1.0808 1.0843 1.1011
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 1.1509 1.1440 1.1190
R3 1.1384 1.1315 1.1155
R2 1.1259 1.1259 1.1144
R1 1.1190 1.1190 1.1132 1.1162
PP 1.1134 1.1134 1.1134 1.1120
S1 1.1065 1.1065 1.1110 1.1037
S2 1.1009 1.1009 1.1098
S3 1.0884 1.0940 1.1087
S4 1.0759 1.0815 1.1052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1182 1.1049 0.0133 1.2% 0.0077 0.7% 10% False True 21,588
10 1.1203 1.1049 0.0154 1.4% 0.0070 0.6% 8% False True 20,149
20 1.1203 1.0945 0.0258 2.3% 0.0071 0.6% 45% False False 20,820
40 1.1203 1.0769 0.0434 3.9% 0.0067 0.6% 68% False False 19,775
60 1.1203 1.0576 0.0627 5.7% 0.0069 0.6% 78% False False 19,932
80 1.1307 1.0576 0.0731 6.6% 0.0071 0.6% 66% False False 15,264
100 1.1359 1.0576 0.0783 7.1% 0.0069 0.6% 62% False False 12,226
120 1.1469 1.0576 0.0893 8.1% 0.0066 0.6% 54% False False 10,190
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 0.0014
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1532
2.618 1.1382
1.618 1.1290
1.000 1.1233
0.618 1.1198
HIGH 1.1141
0.618 1.1106
0.500 1.1095
0.382 1.1084
LOW 1.1049
0.618 1.0992
1.000 1.0957
1.618 1.0900
2.618 1.0808
4.250 1.0658
Fisher Pivots for day following 03-Jun-2021
Pivot 1 day 3 day
R1 1.1095 1.1116
PP 1.1084 1.1098
S1 1.1073 1.1080

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

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