CME Swiss Franc Future December 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 1.1176 1.1220 0.0044 0.4% 1.1178
High 1.1202 1.1220 0.0018 0.2% 1.1230
Low 1.1156 1.1191 0.0035 0.3% 1.1105
Close 1.1202 1.1210 0.0008 0.1% 1.1176
Range 0.0046 0.0029 -0.0017 -37.0% 0.0125
ATR 0.0062 0.0060 -0.0002 -3.8% 0.0000
Volume 22 3 -19 -86.4% 81
Daily Pivots for day following 08-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1294 1.1281 1.1226
R3 1.1265 1.1252 1.1218
R2 1.1236 1.1236 1.1215
R1 1.1223 1.1223 1.1213 1.1215
PP 1.1207 1.1207 1.1207 1.1203
S1 1.1194 1.1194 1.1207 1.1186
S2 1.1178 1.1178 1.1205
S3 1.1149 1.1165 1.1202
S4 1.1120 1.1136 1.1194
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 1.1220 1.1105 0.0115 1.0% 0.0050 0.4% 91% True False 10
10 1.1253 1.1105 0.0148 1.3% 0.0054 0.5% 71% False False 12
20 1.1253 1.1061 0.0192 1.7% 0.0049 0.4% 78% False False 7
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 0.0010
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.1343
2.618 1.1296
1.618 1.1267
1.000 1.1249
0.618 1.1238
HIGH 1.1220
0.618 1.1209
0.500 1.1206
0.382 1.1202
LOW 1.1191
0.618 1.1173
1.000 1.1162
1.618 1.1144
2.618 1.1115
4.250 1.1068
Fisher Pivots for day following 08-Jun-2021
Pivot 1 day 3 day
R1 1.1209 1.1195
PP 1.1207 1.1180
S1 1.1206 1.1165

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

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