CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 15-Jun-2021
Day Change Summary
Previous Current
14-Jun-2021 15-Jun-2021 Change Change % Previous Week
Open 1.1163 1.1164 0.0001 0.0% 1.1176
High 1.1182 1.1203 0.0021 0.2% 1.1255
Low 1.1163 1.1157 -0.0006 -0.1% 1.1156
Close 1.1163 1.1183 0.0020 0.2% 1.1177
Range 0.0019 0.0046 0.0027 142.1% 0.0099
ATR 0.0057 0.0056 -0.0001 -1.4% 0.0000
Volume 0 5 5 101
Daily Pivots for day following 15-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1319 1.1297 1.1208
R3 1.1273 1.1251 1.1196
R2 1.1227 1.1227 1.1191
R1 1.1205 1.1205 1.1187 1.1216
PP 1.1181 1.1181 1.1181 1.1187
S1 1.1159 1.1159 1.1179 1.1170
S2 1.1135 1.1135 1.1175
S3 1.1089 1.1113 1.1170
S4 1.1043 1.1067 1.1158
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 1.1157 0.0098 0.9% 0.0049 0.4% 27% False True 16
10 1.1255 1.1105 0.0150 1.3% 0.0050 0.4% 52% False False 13
20 1.1255 1.1105 0.0150 1.3% 0.0056 0.5% 52% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1399
2.618 1.1323
1.618 1.1277
1.000 1.1249
0.618 1.1231
HIGH 1.1203
0.618 1.1185
0.500 1.1180
0.382 1.1175
LOW 1.1157
0.618 1.1129
1.000 1.1111
1.618 1.1083
2.618 1.1037
4.250 1.0962
Fisher Pivots for day following 15-Jun-2021
Pivot 1 day 3 day
R1 1.1182 1.1198
PP 1.1181 1.1193
S1 1.1180 1.1188

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

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