CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 22-Jun-2021
Day Change Summary
Previous Current
21-Jun-2021 22-Jun-2021 Change Change % Previous Week
Open 1.0911 1.0923 0.0012 0.1% 1.1163
High 1.0947 1.0947 0.0000 0.0% 1.1203
Low 1.0878 1.0905 0.0027 0.2% 1.0876
Close 1.0939 1.0939 0.0000 0.0% 1.0899
Range 0.0069 0.0042 -0.0027 -39.1% 0.0327
ATR 0.0069 0.0067 -0.0002 -2.8% 0.0000
Volume 12 33 21 175.0% 46
Daily Pivots for day following 22-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1056 1.1040 1.0962
R3 1.1014 1.0998 1.0951
R2 1.0972 1.0972 1.0947
R1 1.0956 1.0956 1.0943 1.0964
PP 1.0930 1.0930 1.0930 1.0935
S1 1.0914 1.0914 1.0935 1.0922
S2 1.0888 1.0888 1.0931
S3 1.0846 1.0872 1.0927
S4 1.0804 1.0830 1.0916
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 1.1188 1.0876 0.0312 2.9% 0.0090 0.8% 20% False False 17
10 1.1255 1.0876 0.0379 3.5% 0.0070 0.6% 17% False False 16
20 1.1255 1.0876 0.0379 3.5% 0.0062 0.6% 17% False False 14
40 1.1255 1.0876 0.0379 3.5% 0.0055 0.5% 17% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1126
2.618 1.1057
1.618 1.1015
1.000 1.0989
0.618 1.0973
HIGH 1.0947
0.618 1.0931
0.500 1.0926
0.382 1.0921
LOW 1.0905
0.618 1.0879
1.000 1.0863
1.618 1.0837
2.618 1.0795
4.250 1.0727
Fisher Pivots for day following 22-Jun-2021
Pivot 1 day 3 day
R1 1.0935 1.0931
PP 1.0930 1.0923
S1 1.0926 1.0915

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

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