CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 01-Jun-2021
Day Change Summary
Previous Current
28-May-2021 01-Jun-2021 Change Change % Previous Week
Open 1.1190 1.1178 -0.0012 -0.1% 1.1209
High 1.1190 1.1230 0.0040 0.4% 1.1253
Low 1.1132 1.1154 0.0022 0.2% 1.1132
Close 1.1172 1.1208 0.0036 0.3% 1.1172
Range 0.0058 0.0076 0.0018 31.0% 0.0121
ATR 0.0058 0.0060 0.0001 2.2% 0.0000
Volume 14 55 41 292.9% 18
Daily Pivots for day following 01-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1425 1.1393 1.1250
R3 1.1349 1.1317 1.1229
R2 1.1273 1.1273 1.1222
R1 1.1241 1.1241 1.1215 1.1257
PP 1.1197 1.1197 1.1197 1.1206
S1 1.1165 1.1165 1.1201 1.1181
S2 1.1121 1.1121 1.1194
S3 1.1045 1.1089 1.1187
S4 1.0969 1.1013 1.1166
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 1.1549 1.1481 1.1239
R3 1.1428 1.1360 1.1205
R2 1.1307 1.1307 1.1194
R1 1.1239 1.1239 1.1183 1.1213
PP 1.1186 1.1186 1.1186 1.1172
S1 1.1118 1.1118 1.1161 1.1092
S2 1.1065 1.1065 1.1150
S3 1.0944 1.0997 1.1139
S4 1.0823 1.0876 1.1105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1253 1.1132 0.0121 1.1% 0.0058 0.5% 63% False False 14
10 1.1253 1.1119 0.0134 1.2% 0.0063 0.6% 66% False False 9
20 1.1253 1.0980 0.0273 2.4% 0.0050 0.4% 84% False False 6
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 0.0011
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1553
2.618 1.1429
1.618 1.1353
1.000 1.1306
0.618 1.1277
HIGH 1.1230
0.618 1.1201
0.500 1.1192
0.382 1.1183
LOW 1.1154
0.618 1.1107
1.000 1.1078
1.618 1.1031
2.618 1.0955
4.250 1.0831
Fisher Pivots for day following 01-Jun-2021
Pivot 1 day 3 day
R1 1.1203 1.1199
PP 1.1197 1.1190
S1 1.1192 1.1181

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

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