CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 13-Jan-2021
Day Change Summary
Previous Current
12-Jan-2021 13-Jan-2021 Change Change % Previous Week
Open 1.1293 1.1311 0.0018 0.2% 1.1364
High 1.1332 1.1348 0.0016 0.1% 1.1469
Low 1.1267 1.1300 0.0033 0.3% 1.1307
Close 1.1325 1.1311 -0.0014 -0.1% 1.1333
Range 0.0065 0.0048 -0.0017 -26.2% 0.0162
ATR 0.0065 0.0064 -0.0001 -1.9% 0.0000
Volume 4 0 -4 -100.0% 74
Daily Pivots for day following 13-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.1464 1.1435 1.1337
R3 1.1416 1.1387 1.1324
R2 1.1368 1.1368 1.1320
R1 1.1339 1.1339 1.1315 1.1335
PP 1.1320 1.1320 1.1320 1.1318
S1 1.1291 1.1291 1.1307 1.1287
S2 1.1272 1.1272 1.1302
S3 1.1224 1.1243 1.1298
S4 1.1176 1.1195 1.1285
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.1856 1.1756 1.1422
R3 1.1694 1.1594 1.1378
R2 1.1532 1.1532 1.1363
R1 1.1432 1.1432 1.1348 1.1401
PP 1.1370 1.1370 1.1370 1.1354
S1 1.1270 1.1270 1.1318 1.1239
S2 1.1208 1.1208 1.1303
S3 1.1046 1.1108 1.1288
S4 1.0884 1.0946 1.1244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1446 1.1260 0.0186 1.6% 0.0075 0.7% 27% False False 18
10 1.1469 1.1260 0.0209 1.8% 0.0071 0.6% 24% False False 14
20 1.1469 1.1260 0.0209 1.8% 0.0058 0.5% 24% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1552
2.618 1.1474
1.618 1.1426
1.000 1.1396
0.618 1.1378
HIGH 1.1348
0.618 1.1330
0.500 1.1324
0.382 1.1318
LOW 1.1300
0.618 1.1270
1.000 1.1252
1.618 1.1222
2.618 1.1174
4.250 1.1096
Fisher Pivots for day following 13-Jan-2021
Pivot 1 day 3 day
R1 1.1324 1.1309
PP 1.1320 1.1306
S1 1.1315 1.1304

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

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