CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 02-Jun-2021
Day Change Summary
Previous Current
01-Jun-2021 02-Jun-2021 Change Change % Previous Week
Open 1.1178 1.1191 0.0013 0.1% 1.1209
High 1.1230 1.1191 -0.0039 -0.3% 1.1253
Low 1.1154 1.1139 -0.0015 -0.1% 1.1132
Close 1.1208 1.1191 -0.0017 -0.2% 1.1172
Range 0.0076 0.0052 -0.0024 -31.6% 0.0121
ATR 0.0060 0.0060 0.0001 1.1% 0.0000
Volume 55 1 -54 -98.2% 18
Daily Pivots for day following 02-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1330 1.1312 1.1220
R3 1.1278 1.1260 1.1205
R2 1.1226 1.1226 1.1201
R1 1.1208 1.1208 1.1196 1.1217
PP 1.1174 1.1174 1.1174 1.1178
S1 1.1156 1.1156 1.1186 1.1165
S2 1.1122 1.1122 1.1181
S3 1.1070 1.1104 1.1177
S4 1.1018 1.1052 1.1162
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 1.1549 1.1481 1.1239
R3 1.1428 1.1360 1.1205
R2 1.1307 1.1307 1.1194
R1 1.1239 1.1239 1.1183 1.1213
PP 1.1186 1.1186 1.1186 1.1172
S1 1.1118 1.1118 1.1161 1.1092
S2 1.1065 1.1065 1.1150
S3 1.0944 1.0997 1.1139
S4 1.0823 1.0876 1.1105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1238 1.1132 0.0106 0.9% 0.0058 0.5% 56% False False 14
10 1.1253 1.1119 0.0134 1.2% 0.0060 0.5% 54% False False 8
20 1.1253 1.0980 0.0273 2.4% 0.0051 0.5% 77% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1412
2.618 1.1327
1.618 1.1275
1.000 1.1243
0.618 1.1223
HIGH 1.1191
0.618 1.1171
0.500 1.1165
0.382 1.1159
LOW 1.1139
0.618 1.1107
1.000 1.1087
1.618 1.1055
2.618 1.1003
4.250 1.0918
Fisher Pivots for day following 02-Jun-2021
Pivot 1 day 3 day
R1 1.1182 1.1188
PP 1.1174 1.1184
S1 1.1165 1.1181

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

View Archives - Comment on this page... - Back to Index of Symbols