CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 09-Jun-2021
Day Change Summary
Previous Current
08-Jun-2021 09-Jun-2021 Change Change % Previous Week
Open 1.1172 1.1178 0.0006 0.1% 1.1151
High 1.1198 1.1231 0.0033 0.3% 1.1207
Low 1.1153 1.1173 0.0020 0.2% 1.1073
Close 1.1184 1.1190 0.0006 0.1% 1.1150
Range 0.0045 0.0058 0.0013 28.9% 0.0134
ATR 0.0067 0.0066 -0.0001 -0.9% 0.0000
Volume 10,784 21,691 10,907 101.1% 2,301
Daily Pivots for day following 09-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1372 1.1339 1.1222
R3 1.1314 1.1281 1.1206
R2 1.1256 1.1256 1.1201
R1 1.1223 1.1223 1.1195 1.1240
PP 1.1198 1.1198 1.1198 1.1206
S1 1.1165 1.1165 1.1185 1.1182
S2 1.1140 1.1140 1.1179
S3 1.1082 1.1107 1.1174
S4 1.1024 1.1049 1.1158
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1545 1.1482 1.1224
R3 1.1411 1.1348 1.1187
R2 1.1277 1.1277 1.1175
R1 1.1214 1.1214 1.1162 1.1179
PP 1.1143 1.1143 1.1143 1.1126
S1 1.1080 1.1080 1.1138 1.1045
S2 1.1009 1.1009 1.1125
S3 1.0875 1.0946 1.1113
S4 1.0741 1.0812 1.1076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1231 1.1073 0.0158 1.4% 0.0066 0.6% 74% True False 7,886
10 1.1231 1.1073 0.0158 1.4% 0.0065 0.6% 74% True False 4,071
20 1.1231 1.1032 0.0199 1.8% 0.0065 0.6% 79% True False 2,050
40 1.1231 1.0862 0.0369 3.3% 0.0062 0.6% 89% True False 1,039
60 1.1231 1.0604 0.0627 5.6% 0.0064 0.6% 93% True False 697
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1478
2.618 1.1383
1.618 1.1325
1.000 1.1289
0.618 1.1267
HIGH 1.1231
0.618 1.1209
0.500 1.1202
0.382 1.1195
LOW 1.1173
0.618 1.1137
1.000 1.1115
1.618 1.1079
2.618 1.1021
4.250 1.0927
Fisher Pivots for day following 09-Jun-2021
Pivot 1 day 3 day
R1 1.1202 1.1186
PP 1.1198 1.1183
S1 1.1194 1.1179

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

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