CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 29-Jan-2021
Day Change Summary
Previous Current
28-Jan-2021 29-Jan-2021 Change Change % Previous Week
Open 1.1272 1.1285 0.0013 0.1% 1.1323
High 1.1317 1.1310 -0.0007 -0.1% 1.1347
Low 1.1259 1.1267 0.0008 0.1% 1.1259
Close 1.1309 1.1270 -0.0039 -0.3% 1.1270
Range 0.0058 0.0043 -0.0015 -25.9% 0.0088
ATR 0.0060 0.0059 -0.0001 -2.0% 0.0000
Volume 12 85 73 608.3% 148
Daily Pivots for day following 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.1411 1.1384 1.1294
R3 1.1368 1.1341 1.1282
R2 1.1325 1.1325 1.1278
R1 1.1298 1.1298 1.1274 1.1290
PP 1.1282 1.1282 1.1282 1.1279
S1 1.1255 1.1255 1.1266 1.1247
S2 1.1239 1.1239 1.1262
S3 1.1196 1.1212 1.1258
S4 1.1153 1.1169 1.1246
Weekly Pivots for week ending 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.1556 1.1501 1.1318
R3 1.1468 1.1413 1.1294
R2 1.1380 1.1380 1.1286
R1 1.1325 1.1325 1.1278 1.1309
PP 1.1292 1.1292 1.1292 1.1284
S1 1.1237 1.1237 1.1262 1.1221
S2 1.1204 1.1204 1.1254
S3 1.1116 1.1149 1.1246
S4 1.1028 1.1061 1.1222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1347 1.1259 0.0088 0.8% 0.0052 0.5% 13% False False 29
10 1.1359 1.1252 0.0107 0.9% 0.0055 0.5% 17% False False 21
20 1.1469 1.1252 0.0217 1.9% 0.0064 0.6% 8% False False 18
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1493
2.618 1.1423
1.618 1.1380
1.000 1.1353
0.618 1.1337
HIGH 1.1310
0.618 1.1294
0.500 1.1289
0.382 1.1283
LOW 1.1267
0.618 1.1240
1.000 1.1224
1.618 1.1197
2.618 1.1154
4.250 1.1084
Fisher Pivots for day following 29-Jan-2021
Pivot 1 day 3 day
R1 1.1289 1.1294
PP 1.1282 1.1286
S1 1.1276 1.1278

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

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