CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 30-Jun-2021
Day Change Summary
Previous Current
29-Jun-2021 30-Jun-2021 Change Change % Previous Week
Open 1.0899 1.0858 -0.0041 -0.4% 1.0911
High 1.0928 1.0908 -0.0020 -0.2% 1.0984
Low 1.0881 1.0845 -0.0036 -0.3% 1.0878
Close 1.0907 1.0845 -0.0062 -0.6% 1.0942
Range 0.0047 0.0063 0.0016 34.0% 0.0106
ATR 0.0060 0.0060 0.0000 0.4% 0.0000
Volume 2 1 -1 -50.0% 61
Daily Pivots for day following 30-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1055 1.1013 1.0880
R3 1.0992 1.0950 1.0862
R2 1.0929 1.0929 1.0857
R1 1.0887 1.0887 1.0851 1.0877
PP 1.0866 1.0866 1.0866 1.0861
S1 1.0824 1.0824 1.0839 1.0814
S2 1.0803 1.0803 1.0833
S3 1.0740 1.0761 1.0828
S4 1.0677 1.0698 1.0810
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 1.0845 0.0139 1.3% 0.0046 0.4% 0% False True 5
10 1.1066 1.0845 0.0221 2.0% 0.0060 0.6% 0% False True 11
20 1.1255 1.0845 0.0410 3.8% 0.0059 0.5% 0% False True 12
40 1.1255 1.0845 0.0410 3.8% 0.0055 0.5% 0% False True 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1176
2.618 1.1073
1.618 1.1010
1.000 1.0971
0.618 1.0947
HIGH 1.0908
0.618 1.0884
0.500 1.0877
0.382 1.0869
LOW 1.0845
0.618 1.0806
1.000 1.0782
1.618 1.0743
2.618 1.0680
4.250 1.0577
Fisher Pivots for day following 30-Jun-2021
Pivot 1 day 3 day
R1 1.0877 1.0901
PP 1.0866 1.0882
S1 1.0856 1.0864

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

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