CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 24-Jun-2021
Day Change Summary
Previous Current
23-Jun-2021 24-Jun-2021 Change Change % Previous Week
Open 1.0932 1.0935 0.0003 0.0% 1.1163
High 1.0971 1.0946 -0.0025 -0.2% 1.1203
Low 1.0921 1.0920 -0.0001 0.0% 1.0876
Close 1.0939 1.0938 -0.0001 0.0% 1.0899
Range 0.0050 0.0026 -0.0024 -48.0% 0.0327
ATR 0.0065 0.0063 -0.0003 -4.3% 0.0000
Volume 2 2 0 0.0% 46
Daily Pivots for day following 24-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1013 1.1001 1.0952
R3 1.0987 1.0975 1.0945
R2 1.0961 1.0961 1.0943
R1 1.0949 1.0949 1.0940 1.0955
PP 1.0935 1.0935 1.0935 1.0938
S1 1.0923 1.0923 1.0936 1.0929
S2 1.0909 1.0909 1.0933
S3 1.0883 1.0897 1.0931
S4 1.0857 1.0871 1.0924
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 1.0971 1.0876 0.0095 0.9% 0.0053 0.5% 65% False False 14
10 1.1239 1.0876 0.0363 3.3% 0.0067 0.6% 17% False False 13
20 1.1255 1.0876 0.0379 3.5% 0.0061 0.6% 16% False False 14
40 1.1255 1.0876 0.0379 3.5% 0.0053 0.5% 16% False False 9
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 0.0013
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1057
2.618 1.1014
1.618 1.0988
1.000 1.0972
0.618 1.0962
HIGH 1.0946
0.618 1.0936
0.500 1.0933
0.382 1.0930
LOW 1.0920
0.618 1.0904
1.000 1.0894
1.618 1.0878
2.618 1.0852
4.250 1.0810
Fisher Pivots for day following 24-Jun-2021
Pivot 1 day 3 day
R1 1.0936 1.0938
PP 1.0935 1.0938
S1 1.0933 1.0938

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

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