CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 08-Jun-2021
Day Change Summary
Previous Current
07-Jun-2021 08-Jun-2021 Change Change % Previous Week
Open 1.1123 1.1145 0.0022 0.2% 1.1117
High 1.1154 1.1173 0.0019 0.2% 1.1182
Low 1.1100 1.1127 0.0027 0.2% 1.1047
Close 1.1150 1.1158 0.0008 0.1% 1.1124
Range 0.0054 0.0046 -0.0008 -14.8% 0.0135
ATR 0.0070 0.0069 -0.0002 -2.5% 0.0000
Volume 17,239 25,872 8,633 50.1% 80,894
Daily Pivots for day following 08-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1291 1.1270 1.1183
R3 1.1245 1.1224 1.1171
R2 1.1199 1.1199 1.1166
R1 1.1178 1.1178 1.1162 1.1189
PP 1.1153 1.1153 1.1153 1.1158
S1 1.1132 1.1132 1.1154 1.1143
S2 1.1107 1.1107 1.1150
S3 1.1061 1.1086 1.1145
S4 1.1015 1.1040 1.1133
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1523 1.1458 1.1198
R3 1.1388 1.1323 1.1161
R2 1.1253 1.1253 1.1149
R1 1.1188 1.1188 1.1136 1.1221
PP 1.1118 1.1118 1.1118 1.1134
S1 1.1053 1.1053 1.1112 1.1086
S2 1.0983 1.0983 1.1099
S3 1.0848 1.0918 1.1087
S4 1.0713 1.0783 1.1050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1173 1.1047 0.0126 1.1% 0.0070 0.6% 88% True False 19,612
10 1.1203 1.1047 0.0156 1.4% 0.0068 0.6% 71% False False 20,696
20 1.1203 1.1004 0.0199 1.8% 0.0068 0.6% 77% False False 20,399
40 1.1203 1.0817 0.0386 3.5% 0.0067 0.6% 88% False False 19,815
60 1.1203 1.0576 0.0627 5.6% 0.0069 0.6% 93% False False 19,688
80 1.1307 1.0576 0.0731 6.6% 0.0071 0.6% 80% False False 16,027
100 1.1359 1.0576 0.0783 7.0% 0.0069 0.6% 74% False False 12,840
120 1.1469 1.0576 0.0893 8.0% 0.0067 0.6% 65% False False 10,701
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0014
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.1369
2.618 1.1293
1.618 1.1247
1.000 1.1219
0.618 1.1201
HIGH 1.1173
0.618 1.1155
0.500 1.1150
0.382 1.1145
LOW 1.1127
0.618 1.1099
1.000 1.1081
1.618 1.1053
2.618 1.1007
4.250 1.0932
Fisher Pivots for day following 08-Jun-2021
Pivot 1 day 3 day
R1 1.1155 1.1142
PP 1.1153 1.1126
S1 1.1150 1.1110

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

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