CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 23-Dec-2020
Day Change Summary
Previous Current
22-Dec-2020 23-Dec-2020 Change Change % Previous Week
Open 1.1302 1.1311 0.0009 0.1% 1.1337
High 1.1302 1.1339 0.0037 0.3% 1.1398
Low 1.1299 1.1292 -0.0007 -0.1% 1.1319
Close 1.1302 1.1315 0.0013 0.1% 1.1380
Range 0.0003 0.0047 0.0044 1,466.7% 0.0079
ATR
Volume 0 4 4 10
Daily Pivots for day following 23-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.1456 1.1433 1.1341
R3 1.1409 1.1386 1.1328
R2 1.1362 1.1362 1.1324
R1 1.1339 1.1339 1.1319 1.1351
PP 1.1315 1.1315 1.1315 1.1321
S1 1.1292 1.1292 1.1311 1.1304
S2 1.1268 1.1268 1.1306
S3 1.1221 1.1245 1.1302
S4 1.1174 1.1198 1.1289
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.1603 1.1570 1.1423
R3 1.1524 1.1491 1.1402
R2 1.1445 1.1445 1.1394
R1 1.1412 1.1412 1.1387 1.1429
PP 1.1366 1.1366 1.1366 1.1374
S1 1.1333 1.1333 1.1373 1.1350
S2 1.1287 1.1287 1.1366
S3 1.1208 1.1254 1.1358
S4 1.1129 1.1175 1.1337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1398 1.1278 0.0120 1.1% 0.0044 0.4% 31% False False 1
10 1.1398 1.1278 0.0120 1.1% 0.0039 0.3% 31% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1539
2.618 1.1462
1.618 1.1415
1.000 1.1386
0.618 1.1368
HIGH 1.1339
0.618 1.1321
0.500 1.1316
0.382 1.1310
LOW 1.1292
0.618 1.1263
1.000 1.1245
1.618 1.1216
2.618 1.1169
4.250 1.1092
Fisher Pivots for day following 23-Dec-2020
Pivot 1 day 3 day
R1 1.1316 1.1325
PP 1.1315 1.1321
S1 1.1315 1.1318

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

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