CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 28-Jun-2021
Day Change Summary
Previous Current
25-Jun-2021 28-Jun-2021 Change Change % Previous Week
Open 1.0959 1.0938 -0.0021 -0.2% 1.0911
High 1.0984 1.0956 -0.0028 -0.3% 1.0984
Low 1.0942 1.0903 -0.0039 -0.4% 1.0878
Close 1.0942 1.0921 -0.0021 -0.2% 1.0942
Range 0.0042 0.0053 0.0011 26.2% 0.0106
ATR 0.0061 0.0061 -0.0001 -1.0% 0.0000
Volume 12 11 -1 -8.3% 61
Daily Pivots for day following 28-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1086 1.1056 1.0950
R3 1.1033 1.1003 1.0936
R2 1.0980 1.0980 1.0931
R1 1.0950 1.0950 1.0926 1.0939
PP 1.0927 1.0927 1.0927 1.0921
S1 1.0897 1.0897 1.0916 1.0886
S2 1.0874 1.0874 1.0911
S3 1.0821 1.0844 1.0906
S4 1.0768 1.0791 1.0892
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 1.0903 0.0081 0.7% 0.0043 0.4% 22% False True 12
10 1.1203 1.0876 0.0327 3.0% 0.0067 0.6% 14% False False 11
20 1.1255 1.0876 0.0379 3.5% 0.0060 0.5% 12% False False 15
40 1.1255 1.0876 0.0379 3.5% 0.0055 0.5% 12% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1181
2.618 1.1095
1.618 1.1042
1.000 1.1009
0.618 1.0989
HIGH 1.0956
0.618 1.0936
0.500 1.0930
0.382 1.0923
LOW 1.0903
0.618 1.0870
1.000 1.0850
1.618 1.0817
2.618 1.0764
4.250 1.0678
Fisher Pivots for day following 28-Jun-2021
Pivot 1 day 3 day
R1 1.0930 1.0944
PP 1.0927 1.0936
S1 1.0924 1.0929

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

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