CME Swiss Franc Future December 2021


Trading Metrics calculated at close of trading on 23-Jun-2021
Day Change Summary
Previous Current
22-Jun-2021 23-Jun-2021 Change Change % Previous Week
Open 1.0923 1.0932 0.0009 0.1% 1.1163
High 1.0947 1.0971 0.0024 0.2% 1.1203
Low 1.0905 1.0921 0.0016 0.1% 1.0876
Close 1.0939 1.0939 0.0000 0.0% 1.0899
Range 0.0042 0.0050 0.0008 19.0% 0.0327
ATR 0.0067 0.0065 -0.0001 -1.8% 0.0000
Volume 33 2 -31 -93.9% 46
Daily Pivots for day following 23-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1094 1.1066 1.0967
R3 1.1044 1.1016 1.0953
R2 1.0994 1.0994 1.0948
R1 1.0966 1.0966 1.0944 1.0980
PP 1.0944 1.0944 1.0944 1.0951
S1 1.0916 1.0916 1.0934 1.0930
S2 1.0894 1.0894 1.0930
S3 1.0844 1.0866 1.0925
S4 1.0794 1.0816 1.0912
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.1974 1.1763 1.1079
R3 1.1647 1.1436 1.0989
R2 1.1320 1.1320 1.0959
R1 1.1109 1.1109 1.0929 1.1051
PP 1.0993 1.0993 1.0993 1.0964
S1 1.0782 1.0782 1.0869 1.0724
S2 1.0666 1.0666 1.0839
S3 1.0339 1.0455 1.0809
S4 1.0012 1.0128 1.0719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1066 1.0876 0.0190 1.7% 0.0074 0.7% 33% False False 16
10 1.1239 1.0876 0.0363 3.3% 0.0070 0.6% 17% False False 15
20 1.1255 1.0876 0.0379 3.5% 0.0062 0.6% 17% False False 14
40 1.1255 1.0876 0.0379 3.5% 0.0055 0.5% 17% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1184
2.618 1.1102
1.618 1.1052
1.000 1.1021
0.618 1.1002
HIGH 1.0971
0.618 1.0952
0.500 1.0946
0.382 1.0940
LOW 1.0921
0.618 1.0890
1.000 1.0871
1.618 1.0840
2.618 1.0790
4.250 1.0709
Fisher Pivots for day following 23-Jun-2021
Pivot 1 day 3 day
R1 1.0946 1.0934
PP 1.0944 1.0929
S1 1.0941 1.0925

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

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