CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 28-Dec-2020
Day Change Summary
Previous Current
24-Dec-2020 28-Dec-2020 Change Change % Previous Week
Open 1.1314 1.1299 -0.0015 -0.1% 1.1371
High 1.1337 1.1323 -0.0014 -0.1% 1.1371
Low 1.1277 1.1273 -0.0004 0.0% 1.1277
Close 1.1277 1.1299 0.0022 0.2% 1.1277
Range 0.0060 0.0050 -0.0010 -16.7% 0.0094
ATR
Volume 4 8 4 100.0% 8
Daily Pivots for day following 28-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.1448 1.1424 1.1327
R3 1.1398 1.1374 1.1313
R2 1.1348 1.1348 1.1308
R1 1.1324 1.1324 1.1304 1.1324
PP 1.1298 1.1298 1.1298 1.1299
S1 1.1274 1.1274 1.1294 1.1274
S2 1.1248 1.1248 1.1290
S3 1.1198 1.1224 1.1285
S4 1.1148 1.1174 1.1272
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.1590 1.1528 1.1329
R3 1.1496 1.1434 1.1303
R2 1.1402 1.1402 1.1294
R1 1.1340 1.1340 1.1286 1.1324
PP 1.1308 1.1308 1.1308 1.1301
S1 1.1246 1.1246 1.1268 1.1230
S2 1.1214 1.1214 1.1260
S3 1.1120 1.1152 1.1251
S4 1.1026 1.1058 1.1225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1371 1.1273 0.0098 0.9% 0.0051 0.4% 27% False True 3
10 1.1398 1.1273 0.0125 1.1% 0.0046 0.4% 21% False True 2
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 False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1536
2.618 1.1454
1.618 1.1404
1.000 1.1373
0.618 1.1354
HIGH 1.1323
0.618 1.1304
0.500 1.1298
0.382 1.1292
LOW 1.1273
0.618 1.1242
1.000 1.1223
1.618 1.1192
2.618 1.1142
4.250 1.1061
Fisher Pivots for day following 28-Dec-2020
Pivot 1 day 3 day
R1 1.1299 1.1306
PP 1.1298 1.1304
S1 1.1298 1.1301

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

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