CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 25-Jun-2021
Day Change Summary
Previous Current
24-Jun-2021 25-Jun-2021 Change Change % Previous Week
Open 1.0935 1.0959 0.0024 0.2% 1.0911
High 1.0946 1.0984 0.0038 0.3% 1.0984
Low 1.0920 1.0942 0.0022 0.2% 1.0878
Close 1.0938 1.0942 0.0004 0.0% 1.0942
Range 0.0026 0.0042 0.0016 61.5% 0.0106
ATR 0.0063 0.0061 -0.0001 -1.9% 0.0000
Volume 2 12 10 500.0% 61
Daily Pivots for day following 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1082 1.1054 1.0965
R3 1.1040 1.1012 1.0954
R2 1.0998 1.0998 1.0950
R1 1.0970 1.0970 1.0946 1.0963
PP 1.0956 1.0956 1.0956 1.0953
S1 1.0928 1.0928 1.0938 1.0921
S2 1.0914 1.0914 1.0934
S3 1.0872 1.0886 1.0930
S4 1.0830 1.0844 1.0919
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1253 1.1203 1.1000
R3 1.1147 1.1097 1.0971
R2 1.1041 1.1041 1.0961
R1 1.0991 1.0991 1.0952 1.1016
PP 1.0935 1.0935 1.0935 1.0947
S1 1.0885 1.0885 1.0932 1.0910
S2 1.0829 1.0829 1.0923
S3 1.0723 1.0779 1.0913
S4 1.0617 1.0673 1.0884
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0984 1.0878 0.0106 1.0% 0.0046 0.4% 60% True False 12
10 1.1203 1.0876 0.0327 3.0% 0.0063 0.6% 20% False False 10
20 1.1255 1.0876 0.0379 3.5% 0.0060 0.5% 17% False False 15
40 1.1255 1.0876 0.0379 3.5% 0.0053 0.5% 17% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1163
2.618 1.1094
1.618 1.1052
1.000 1.1026
0.618 1.1010
HIGH 1.0984
0.618 1.0968
0.500 1.0963
0.382 1.0958
LOW 1.0942
0.618 1.0916
1.000 1.0900
1.618 1.0874
2.618 1.0832
4.250 1.0764
Fisher Pivots for day following 25-Jun-2021
Pivot 1 day 3 day
R1 1.0963 1.0952
PP 1.0956 1.0949
S1 1.0949 1.0945

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

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