CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 18-Jun-2021
Day Change Summary
Previous Current
17-Jun-2021 18-Jun-2021 Change Change % Previous Week
Open 1.1050 1.0942 -0.0108 -1.0% 1.1163
High 1.1066 1.0954 -0.0112 -1.0% 1.1203
Low 1.0936 1.0876 -0.0060 -0.5% 1.0876
Close 1.0951 1.0899 -0.0052 -0.5% 1.0899
Range 0.0130 0.0078 -0.0052 -40.0% 0.0327
ATR 0.0068 0.0069 0.0001 1.1% 0.0000
Volume 14 22 8 57.1% 46
Daily Pivots for day following 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1144 1.1099 1.0942
R3 1.1066 1.1021 1.0920
R2 1.0988 1.0988 1.0913
R1 1.0943 1.0943 1.0906 1.0927
PP 1.0910 1.0910 1.0910 1.0901
S1 1.0865 1.0865 1.0892 1.0849
S2 1.0832 1.0832 1.0885
S3 1.0754 1.0787 1.0878
S4 1.0676 1.0709 1.0856
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1974 1.1763 1.1079
R3 1.1647 1.1436 1.0989
R2 1.1320 1.1320 1.0959
R1 1.1109 1.1109 1.0929 1.1051
PP 1.0993 1.0993 1.0993 1.0964
S1 1.0782 1.0782 1.0869 1.0724
S2 1.0666 1.0666 1.0839
S3 1.0339 1.0455 1.0809
S4 1.0012 1.0128 1.0719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1203 1.0876 0.0327 3.0% 0.0081 0.7% 7% False True 9
10 1.1255 1.0876 0.0379 3.5% 0.0066 0.6% 6% False True 14
20 1.1255 1.0876 0.0379 3.5% 0.0061 0.6% 6% False True 12
40 1.1255 1.0876 0.0379 3.5% 0.0053 0.5% 6% False True 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1286
2.618 1.1158
1.618 1.1080
1.000 1.1032
0.618 1.1002
HIGH 1.0954
0.618 1.0924
0.500 1.0915
0.382 1.0906
LOW 1.0876
0.618 1.0828
1.000 1.0798
1.618 1.0750
2.618 1.0672
4.250 1.0545
Fisher Pivots for day following 18-Jun-2021
Pivot 1 day 3 day
R1 1.0915 1.1032
PP 1.0910 1.0988
S1 1.0904 1.0943

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

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