CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 02-Feb-2021
Day Change Summary
Previous Current
01-Feb-2021 02-Feb-2021 Change Change % Previous Week
Open 1.1255 1.1192 -0.0063 -0.6% 1.1323
High 1.1274 1.1217 -0.0057 -0.5% 1.1347
Low 1.1188 1.1161 -0.0027 -0.2% 1.1259
Close 1.1192 1.1169 -0.0023 -0.2% 1.1270
Range 0.0086 0.0056 -0.0030 -34.9% 0.0088
ATR 0.0061 0.0060 0.0000 -0.5% 0.0000
Volume 41 789 748 1,824.4% 148
Daily Pivots for day following 02-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.1350 1.1316 1.1200
R3 1.1294 1.1260 1.1184
R2 1.1238 1.1238 1.1179
R1 1.1204 1.1204 1.1174 1.1193
PP 1.1182 1.1182 1.1182 1.1177
S1 1.1148 1.1148 1.1164 1.1137
S2 1.1126 1.1126 1.1159
S3 1.1070 1.1092 1.1154
S4 1.1014 1.1036 1.1138
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 1.1329 1.1161 0.0168 1.5% 0.0062 0.6% 5% False True 186
10 1.1359 1.1161 0.0198 1.8% 0.0056 0.5% 4% False True 100
20 1.1469 1.1161 0.0308 2.8% 0.0063 0.6% 3% False True 59
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1455
2.618 1.1364
1.618 1.1308
1.000 1.1273
0.618 1.1252
HIGH 1.1217
0.618 1.1196
0.500 1.1189
0.382 1.1182
LOW 1.1161
0.618 1.1126
1.000 1.1105
1.618 1.1070
2.618 1.1014
4.250 1.0923
Fisher Pivots for day following 02-Feb-2021
Pivot 1 day 3 day
R1 1.1189 1.1236
PP 1.1182 1.1213
S1 1.1176 1.1191

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

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