CME Swiss Franc Future December 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 1.1220 1.1210 -0.0010 -0.1% 1.1178
High 1.1220 1.1255 0.0035 0.3% 1.1230
Low 1.1191 1.1203 0.0012 0.1% 1.1105
Close 1.1210 1.1216 0.0006 0.1% 1.1176
Range 0.0029 0.0052 0.0023 79.3% 0.0125
ATR 0.0060 0.0059 -0.0001 -0.9% 0.0000
Volume 3 15 12 400.0% 81
Daily Pivots for day following 09-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1381 1.1350 1.1245
R3 1.1329 1.1298 1.1230
R2 1.1277 1.1277 1.1226
R1 1.1246 1.1246 1.1221 1.1262
PP 1.1225 1.1225 1.1225 1.1232
S1 1.1194 1.1194 1.1211 1.1210
S2 1.1173 1.1173 1.1206
S3 1.1121 1.1142 1.1202
S4 1.1069 1.1090 1.1187
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 1.1255 1.1105 0.0150 1.3% 0.0050 0.4% 74% True False 13
10 1.1255 1.1105 0.0150 1.3% 0.0054 0.5% 74% True False 13
20 1.1255 1.1061 0.0194 1.7% 0.0051 0.5% 80% True False 8
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1476
2.618 1.1391
1.618 1.1339
1.000 1.1307
0.618 1.1287
HIGH 1.1255
0.618 1.1235
0.500 1.1229
0.382 1.1223
LOW 1.1203
0.618 1.1171
1.000 1.1151
1.618 1.1119
2.618 1.1067
4.250 1.0982
Fisher Pivots for day following 09-Jun-2021
Pivot 1 day 3 day
R1 1.1229 1.1213
PP 1.1225 1.1209
S1 1.1220 1.1206

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

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