CME Swiss Franc Future December 2021

Trading Metrics calculated at close of trading on 10-Jun-2021

Day Change Summary
	Previous	Current
	09-Jun-2021	10-Jun-2021	Change	Change %	Previous Week
Open	1.1210	1.1218	0.0008	0.1%	1.1178
High	1.1255	1.1234	-0.0021	-0.2%	1.1230
Low	1.1203	1.1178	-0.0025	-0.2%	1.1105
Close	1.1216	1.1227	0.0011	0.1%	1.1176
Range	0.0052	0.0056	0.0004	7.7%	0.0125
ATR	0.0059	0.0059	0.0000	-0.4%	0.0000
Volume	15	24	9	60.0%	81

Daily Pivots for day following 10-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1381	1.1360	1.1258
R3	1.1325	1.1304	1.1242
R2	1.1269	1.1269	1.1237
R1	1.1248	1.1248	1.1232	1.1259
PP	1.1213	1.1213	1.1213	1.1218
S1	1.1192	1.1192	1.1222	1.1203
S2	1.1157	1.1157	1.1217
S3	1.1101	1.1136	1.1212
S4	1.1045	1.1080	1.1196

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	1.1109	0.0146	1.3%	0.0052	0.5%	81%	False	False	15
10	1.1255	1.1105	0.0150	1.3%	0.0055	0.5%	81%	False	False	16
20	1.1255	1.1062	0.0193	1.7%	0.0053	0.5%	85%	False	False	9

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1472
2.618	1.1381
1.618	1.1325
1.000	1.1290
0.618	1.1269
HIGH	1.1234
0.618	1.1213
0.500	1.1206
0.382	1.1199
LOW	1.1178
0.618	1.1143
1.000	1.1122
1.618	1.1087
2.618	1.1031
4.250	1.0940

Fisher Pivots for day following 10-Jun-2021
Pivot	1 day	3 day
R1	1.1220	1.1224
PP	1.1213	1.1220
S1	1.1206	1.1217

Download as Excel Spreadsheet

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

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