CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 29-Jun-2021
Day Change Summary
Previous Current
28-Jun-2021 29-Jun-2021 Change Change % Previous Week
Open 1.0938 1.0899 -0.0039 -0.4% 1.0911
High 1.0956 1.0928 -0.0028 -0.3% 1.0984
Low 1.0903 1.0881 -0.0022 -0.2% 1.0878
Close 1.0921 1.0907 -0.0014 -0.1% 1.0942
Range 0.0053 0.0047 -0.0006 -11.3% 0.0106
ATR 0.0061 0.0060 -0.0001 -1.6% 0.0000
Volume 11 2 -9 -81.8% 61
Daily Pivots for day following 29-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1046 1.1024 1.0933
R3 1.0999 1.0977 1.0920
R2 1.0952 1.0952 1.0916
R1 1.0930 1.0930 1.0911 1.0941
PP 1.0905 1.0905 1.0905 1.0911
S1 1.0883 1.0883 1.0903 1.0894
S2 1.0858 1.0858 1.0898
S3 1.0811 1.0836 1.0894
S4 1.0764 1.0789 1.0881
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 1.0881 0.0103 0.9% 0.0044 0.4% 25% False True 5
10 1.1188 1.0876 0.0312 2.9% 0.0067 0.6% 10% False False 11
20 1.1255 1.0876 0.0379 3.5% 0.0058 0.5% 8% False False 12
40 1.1255 1.0876 0.0379 3.5% 0.0054 0.5% 8% False False 9
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 True
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1128
2.618 1.1051
1.618 1.1004
1.000 1.0975
0.618 1.0957
HIGH 1.0928
0.618 1.0910
0.500 1.0905
0.382 1.0899
LOW 1.0881
0.618 1.0852
1.000 1.0834
1.618 1.0805
2.618 1.0758
4.250 1.0681
Fisher Pivots for day following 29-Jun-2021
Pivot 1 day 3 day
R1 1.0906 1.0933
PP 1.0905 1.0924
S1 1.0905 1.0916

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

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