CME Swiss Franc Future September 2021


Trading Metrics calculated at close of trading on 04-Jun-2021
Day Change Summary
Previous Current
03-Jun-2021 04-Jun-2021 Change Change % Previous Week
Open 1.1158 1.1095 -0.0063 -0.6% 1.1151
High 1.1158 1.1161 0.0003 0.0% 1.1207
Low 1.1073 1.1074 0.0001 0.0% 1.1073
Close 1.1088 1.1150 0.0062 0.6% 1.1150
Range 0.0085 0.0087 0.0002 2.4% 0.0134
ATR 0.0068 0.0069 0.0001 2.0% 0.0000
Volume 737 735 -2 -0.3% 2,301
Daily Pivots for day following 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1389 1.1357 1.1198
R3 1.1302 1.1270 1.1174
R2 1.1215 1.1215 1.1166
R1 1.1183 1.1183 1.1158 1.1199
PP 1.1128 1.1128 1.1128 1.1137
S1 1.1096 1.1096 1.1142 1.1112
S2 1.1041 1.1041 1.1134
S3 1.0954 1.1009 1.1126
S4 1.0867 1.0922 1.1102
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1545 1.1482 1.1224
R3 1.1411 1.1348 1.1187
R2 1.1277 1.1277 1.1175
R1 1.1214 1.1214 1.1162 1.1179
PP 1.1143 1.1143 1.1143 1.1126
S1 1.1080 1.1080 1.1138 1.1045
S2 1.1009 1.1009 1.1125
S3 1.0875 1.0946 1.1113
S4 1.0741 1.0812 1.1076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1207 1.1073 0.0134 1.2% 0.0077 0.7% 57% False False 493
10 1.1228 1.1073 0.0155 1.4% 0.0066 0.6% 50% False False 295
20 1.1228 1.1032 0.0196 1.8% 0.0067 0.6% 60% False False 156
40 1.1228 1.0823 0.0405 3.6% 0.0062 0.6% 81% False False 92
60 1.1228 1.0604 0.0624 5.6% 0.0064 0.6% 88% False False 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1531
2.618 1.1389
1.618 1.1302
1.000 1.1248
0.618 1.1215
HIGH 1.1161
0.618 1.1128
0.500 1.1118
0.382 1.1107
LOW 1.1074
0.618 1.1020
1.000 1.0987
1.618 1.0933
2.618 1.0846
4.250 1.0704
Fisher Pivots for day following 04-Jun-2021
Pivot 1 day 3 day
R1 1.1139 1.1142
PP 1.1128 1.1134
S1 1.1118 1.1127

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

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