CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 11-Jun-2021
Day Change Summary
Previous Current
10-Jun-2021 11-Jun-2021 Change Change % Previous Week
Open 1.1218 1.1165 -0.0053 -0.5% 1.1176
High 1.1234 1.1239 0.0005 0.0% 1.1255
Low 1.1178 1.1165 -0.0013 -0.1% 1.1156
Close 1.1227 1.1177 -0.0050 -0.4% 1.1177
Range 0.0056 0.0074 0.0018 32.1% 0.0099
ATR 0.0059 0.0060 0.0001 1.8% 0.0000
Volume 24 37 13 54.2% 101
Daily Pivots for day following 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1416 1.1370 1.1218
R3 1.1342 1.1296 1.1197
R2 1.1268 1.1268 1.1191
R1 1.1222 1.1222 1.1184 1.1245
PP 1.1194 1.1194 1.1194 1.1205
S1 1.1148 1.1148 1.1170 1.1171
S2 1.1120 1.1120 1.1163
S3 1.1046 1.1074 1.1157
S4 1.0972 1.1000 1.1136
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1493 1.1434 1.1231
R3 1.1394 1.1335 1.1204
R2 1.1295 1.1295 1.1195
R1 1.1236 1.1236 1.1186 1.1266
PP 1.1196 1.1196 1.1196 1.1211
S1 1.1137 1.1137 1.1168 1.1167
S2 1.1097 1.1097 1.1159
S3 1.0998 1.1038 1.1150
S4 1.0899 1.0939 1.1123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1255 1.1156 0.0099 0.9% 0.0051 0.5% 21% False False 20
10 1.1255 1.1105 0.0150 1.3% 0.0057 0.5% 48% False False 19
20 1.1255 1.1105 0.0150 1.3% 0.0055 0.5% 48% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1554
2.618 1.1433
1.618 1.1359
1.000 1.1313
0.618 1.1285
HIGH 1.1239
0.618 1.1211
0.500 1.1202
0.382 1.1193
LOW 1.1165
0.618 1.1119
1.000 1.1091
1.618 1.1045
2.618 1.0971
4.250 1.0851
Fisher Pivots for day following 11-Jun-2021
Pivot 1 day 3 day
R1 1.1202 1.1210
PP 1.1194 1.1199
S1 1.1185 1.1188

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

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