CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 04-Jun-2021
Day Change Summary
Previous Current
03-Jun-2021 04-Jun-2021 Change Change % Previous Week
Open 1.1148 1.1179 0.0031 0.3% 1.1178
High 1.1154 1.1185 0.0031 0.3% 1.1230
Low 1.1105 1.1109 0.0004 0.0% 1.1105
Close 1.1114 1.1176 0.0062 0.6% 1.1176
Range 0.0049 0.0076 0.0027 55.1% 0.0125
ATR 0.0062 0.0063 0.0001 1.6% 0.0000
Volume 14 11 -3 -21.4% 81
Daily Pivots for day following 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1385 1.1356 1.1218
R3 1.1309 1.1280 1.1197
R2 1.1233 1.1233 1.1190
R1 1.1204 1.1204 1.1183 1.1181
PP 1.1157 1.1157 1.1157 1.1145
S1 1.1128 1.1128 1.1169 1.1105
S2 1.1081 1.1081 1.1162
S3 1.1005 1.1052 1.1155
S4 1.0929 1.0976 1.1134
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1545 1.1486 1.1245
R3 1.1420 1.1361 1.1210
R2 1.1295 1.1295 1.1199
R1 1.1236 1.1236 1.1187 1.1203
PP 1.1170 1.1170 1.1170 1.1154
S1 1.1111 1.1111 1.1165 1.1078
S2 1.1045 1.1045 1.1153
S3 1.0920 1.0986 1.1142
S4 1.0795 1.0861 1.1107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1230 1.1105 0.0125 1.1% 0.0062 0.6% 57% False False 19
10 1.1253 1.1105 0.0148 1.3% 0.0057 0.5% 48% False False 10
20 1.1253 1.1061 0.0192 1.7% 0.0051 0.5% 60% False False 6
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1508
2.618 1.1384
1.618 1.1308
1.000 1.1261
0.618 1.1232
HIGH 1.1185
0.618 1.1156
0.500 1.1147
0.382 1.1138
LOW 1.1109
0.618 1.1062
1.000 1.1033
1.618 1.0986
2.618 1.0910
4.250 1.0786
Fisher Pivots for day following 04-Jun-2021
Pivot 1 day 3 day
R1 1.1166 1.1167
PP 1.1157 1.1157
S1 1.1147 1.1148

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

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