CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 14-Jun-2021
Day Change Summary
Previous Current
11-Jun-2021 14-Jun-2021 Change Change % Previous Week
Open 1.1165 1.1163 -0.0002 0.0% 1.1176
High 1.1239 1.1182 -0.0057 -0.5% 1.1255
Low 1.1165 1.1163 -0.0002 0.0% 1.1156
Close 1.1177 1.1163 -0.0014 -0.1% 1.1177
Range 0.0074 0.0019 -0.0055 -74.3% 0.0099
ATR 0.0060 0.0057 -0.0003 -4.9% 0.0000
Volume 37 0 -37 -100.0% 101
Daily Pivots for day following 14-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1226 1.1214 1.1173
R3 1.1207 1.1195 1.1168
R2 1.1188 1.1188 1.1166
R1 1.1176 1.1176 1.1165 1.1173
PP 1.1169 1.1169 1.1169 1.1168
S1 1.1157 1.1157 1.1161 1.1154
S2 1.1150 1.1150 1.1160
S3 1.1131 1.1138 1.1158
S4 1.1112 1.1119 1.1153
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 1.1163 0.0092 0.8% 0.0046 0.4% 0% False True 15
10 1.1255 1.1105 0.0150 1.3% 0.0053 0.5% 39% False False 18
20 1.1255 1.1105 0.0150 1.3% 0.0055 0.5% 39% False False 11
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.1263
2.618 1.1232
1.618 1.1213
1.000 1.1201
0.618 1.1194
HIGH 1.1182
0.618 1.1175
0.500 1.1173
0.382 1.1170
LOW 1.1163
0.618 1.1151
1.000 1.1144
1.618 1.1132
2.618 1.1113
4.250 1.1082
Fisher Pivots for day following 14-Jun-2021
Pivot 1 day 3 day
R1 1.1173 1.1201
PP 1.1169 1.1188
S1 1.1166 1.1176

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

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