CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 27-Jan-2021
Day Change Summary
Previous Current
26-Jan-2021 27-Jan-2021 Change Change % Previous Week
Open 1.1308 1.1325 0.0017 0.2% 1.1256
High 1.1328 1.1329 0.0001 0.0% 1.1359
Low 1.1288 1.1264 -0.0024 -0.2% 1.1252
Close 1.1325 1.1290 -0.0035 -0.3% 1.1331
Range 0.0040 0.0065 0.0025 62.5% 0.0107
ATR 0.0060 0.0060 0.0000 0.6% 0.0000
Volume 29 5 -24 -82.8% 64
Daily Pivots for day following 27-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.1489 1.1455 1.1326
R3 1.1424 1.1390 1.1308
R2 1.1359 1.1359 1.1302
R1 1.1325 1.1325 1.1296 1.1310
PP 1.1294 1.1294 1.1294 1.1287
S1 1.1260 1.1260 1.1284 1.1245
S2 1.1229 1.1229 1.1278
S3 1.1164 1.1195 1.1272
S4 1.1099 1.1130 1.1254
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.1635 1.1590 1.1390
R3 1.1528 1.1483 1.1360
R2 1.1421 1.1421 1.1351
R1 1.1376 1.1376 1.1341 1.1399
PP 1.1314 1.1314 1.1314 1.1325
S1 1.1269 1.1269 1.1321 1.1292
S2 1.1207 1.1207 1.1311
S3 1.1100 1.1162 1.1302
S4 1.0993 1.1055 1.1272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1359 1.1264 0.0095 0.8% 0.0050 0.4% 27% False True 14
10 1.1359 1.1252 0.0107 0.9% 0.0056 0.5% 36% False False 12
20 1.1469 1.1252 0.0217 1.9% 0.0062 0.6% 18% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1605
2.618 1.1499
1.618 1.1434
1.000 1.1394
0.618 1.1369
HIGH 1.1329
0.618 1.1304
0.500 1.1297
0.382 1.1289
LOW 1.1264
0.618 1.1224
1.000 1.1199
1.618 1.1159
2.618 1.1094
4.250 1.0988
Fisher Pivots for day following 27-Jan-2021
Pivot 1 day 3 day
R1 1.1297 1.1306
PP 1.1294 1.1300
S1 1.1292 1.1295

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

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