CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 30-Dec-2020
Day Change Summary
Previous Current
29-Dec-2020 30-Dec-2020 Change Change % Previous Week
Open 1.1363 1.1360 -0.0003 0.0% 1.1371
High 1.1381 1.1401 0.0020 0.2% 1.1371
Low 1.1363 1.1349 -0.0014 -0.1% 1.1277
Close 1.1363 1.1389 0.0026 0.2% 1.1277
Range 0.0018 0.0052 0.0034 188.9% 0.0094
ATR 0.0055 0.0055 0.0000 -0.4% 0.0000
Volume 0 3 3 8
Daily Pivots for day following 30-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.1536 1.1514 1.1418
R3 1.1484 1.1462 1.1403
R2 1.1432 1.1432 1.1399
R1 1.1410 1.1410 1.1394 1.1421
PP 1.1380 1.1380 1.1380 1.1385
S1 1.1358 1.1358 1.1384 1.1369
S2 1.1328 1.1328 1.1379
S3 1.1276 1.1306 1.1375
S4 1.1224 1.1254 1.1360
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 1.1401 1.1273 0.0128 1.1% 0.0045 0.4% 91% True False 3
10 1.1401 1.1273 0.0128 1.1% 0.0048 0.4% 91% True 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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1622
2.618 1.1537
1.618 1.1485
1.000 1.1453
0.618 1.1433
HIGH 1.1401
0.618 1.1381
0.500 1.1375
0.382 1.1369
LOW 1.1349
0.618 1.1317
1.000 1.1297
1.618 1.1265
2.618 1.1213
4.250 1.1128
Fisher Pivots for day following 30-Dec-2020
Pivot 1 day 3 day
R1 1.1384 1.1372
PP 1.1380 1.1354
S1 1.1375 1.1337

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

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