CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 16-Jun-2021
Day Change Summary
Previous Current
15-Jun-2021 16-Jun-2021 Change Change % Previous Week
Open 1.1164 1.1083 -0.0081 -0.7% 1.1176
High 1.1203 1.1188 -0.0015 -0.1% 1.1255
Low 1.1157 1.1057 -0.0100 -0.9% 1.1156
Close 1.1183 1.1085 -0.0098 -0.9% 1.1177
Range 0.0046 0.0131 0.0085 184.8% 0.0099
ATR 0.0056 0.0062 0.0005 9.5% 0.0000
Volume 5 5 0 0.0% 101
Daily Pivots for day following 16-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1503 1.1425 1.1157
R3 1.1372 1.1294 1.1121
R2 1.1241 1.1241 1.1109
R1 1.1163 1.1163 1.1097 1.1202
PP 1.1110 1.1110 1.1110 1.1130
S1 1.1032 1.1032 1.1073 1.1071
S2 1.0979 1.0979 1.1061
S3 1.0848 1.0901 1.1049
S4 1.0717 1.0770 1.1013
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 1.1239 1.1057 0.0182 1.6% 0.0065 0.6% 15% False True 14
10 1.1255 1.1057 0.0198 1.8% 0.0058 0.5% 14% False True 13
20 1.1255 1.1057 0.0198 1.8% 0.0059 0.5% 14% False True 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 40 trading days
Fibonacci Retracements and Extensions
4.250 1.1745
2.618 1.1531
1.618 1.1400
1.000 1.1319
0.618 1.1269
HIGH 1.1188
0.618 1.1138
0.500 1.1123
0.382 1.1107
LOW 1.1057
0.618 1.0976
1.000 1.0926
1.618 1.0845
2.618 1.0714
4.250 1.0500
Fisher Pivots for day following 16-Jun-2021
Pivot 1 day 3 day
R1 1.1123 1.1130
PP 1.1110 1.1115
S1 1.1098 1.1100

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

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