CME Swiss Franc Future June 2021


Trading Metrics calculated at close of trading on 05-Feb-2021
Day Change Summary
Previous Current
04-Feb-2021 05-Feb-2021 Change Change % Previous Week
Open 1.1146 1.1095 -0.0051 -0.5% 1.1255
High 1.1169 1.1163 -0.0006 -0.1% 1.1274
Low 1.1096 1.1095 -0.0001 0.0% 1.1095
Close 1.1099 1.1154 0.0055 0.5% 1.1154
Range 0.0073 0.0068 -0.0005 -6.8% 0.0179
ATR 0.0060 0.0060 0.0001 1.0% 0.0000
Volume 229 65 -164 -71.6% 1,148
Daily Pivots for day following 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.1341 1.1316 1.1191
R3 1.1273 1.1248 1.1173
R2 1.1205 1.1205 1.1166
R1 1.1180 1.1180 1.1160 1.1193
PP 1.1137 1.1137 1.1137 1.1144
S1 1.1112 1.1112 1.1148 1.1125
S2 1.1069 1.1069 1.1142
S3 1.1001 1.1044 1.1135
S4 1.0933 1.0976 1.1117
Weekly Pivots for week ending 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.1711 1.1612 1.1252
R3 1.1532 1.1433 1.1203
R2 1.1353 1.1353 1.1187
R1 1.1254 1.1254 1.1170 1.1214
PP 1.1174 1.1174 1.1174 1.1155
S1 1.1075 1.1075 1.1138 1.1035
S2 1.0995 1.0995 1.1121
S3 1.0816 1.0896 1.1105
S4 1.0637 1.0717 1.1056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1274 1.1095 0.0179 1.6% 0.0064 0.6% 33% False True 229
10 1.1347 1.1095 0.0252 2.3% 0.0058 0.5% 23% False True 129
20 1.1381 1.1095 0.0286 2.6% 0.0060 0.5% 21% False True 72
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 True
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1452
2.618 1.1341
1.618 1.1273
1.000 1.1231
0.618 1.1205
HIGH 1.1163
0.618 1.1137
0.500 1.1129
0.382 1.1121
LOW 1.1095
0.618 1.1053
1.000 1.1027
1.618 1.0985
2.618 1.0917
4.250 1.0806
Fisher Pivots for day following 05-Feb-2021
Pivot 1 day 3 day
R1 1.1146 1.1150
PP 1.1137 1.1145
S1 1.1129 1.1141

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

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