CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 30-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2021 |
30-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0670 |
1.0671 |
0.0001 |
0.0% |
1.0780 |
| High |
1.0695 |
1.0675 |
-0.0020 |
-0.2% |
1.0869 |
| Low |
1.0655 |
1.0616 |
-0.0039 |
-0.4% |
1.0641 |
| Close |
1.0670 |
1.0635 |
-0.0035 |
-0.3% |
1.0672 |
| Range |
0.0040 |
0.0059 |
0.0019 |
47.5% |
0.0228 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
14,487 |
16,890 |
2,403 |
16.6% |
98,164 |
|
| Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0819 |
1.0786 |
1.0667 |
|
| R3 |
1.0760 |
1.0727 |
1.0651 |
|
| R2 |
1.0701 |
1.0701 |
1.0646 |
|
| R1 |
1.0668 |
1.0668 |
1.0640 |
1.0655 |
| PP |
1.0642 |
1.0642 |
1.0642 |
1.0636 |
| S1 |
1.0609 |
1.0609 |
1.0630 |
1.0596 |
| S2 |
1.0583 |
1.0583 |
1.0624 |
|
| S3 |
1.0524 |
1.0550 |
1.0619 |
|
| S4 |
1.0465 |
1.0491 |
1.0603 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1411 |
1.1270 |
1.0797 |
|
| R3 |
1.1183 |
1.1042 |
1.0735 |
|
| R2 |
1.0955 |
1.0955 |
1.0714 |
|
| R1 |
1.0814 |
1.0814 |
1.0693 |
1.0771 |
| PP |
1.0727 |
1.0727 |
1.0727 |
1.0706 |
| S1 |
1.0586 |
1.0586 |
1.0651 |
1.0543 |
| S2 |
1.0499 |
1.0499 |
1.0630 |
|
| S3 |
1.0271 |
1.0358 |
1.0609 |
|
| S4 |
1.0043 |
1.0130 |
1.0547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0735 |
1.0616 |
0.0119 |
1.1% |
0.0048 |
0.4% |
16% |
False |
True |
15,589 |
| 10 |
1.0880 |
1.0616 |
0.0264 |
2.5% |
0.0075 |
0.7% |
7% |
False |
True |
20,034 |
| 20 |
1.0970 |
1.0616 |
0.0354 |
3.3% |
0.0078 |
0.7% |
5% |
False |
True |
16,467 |
| 40 |
1.1307 |
1.0616 |
0.0691 |
6.5% |
0.0072 |
0.7% |
3% |
False |
True |
8,407 |
| 60 |
1.1469 |
1.0616 |
0.0853 |
8.0% |
0.0069 |
0.7% |
2% |
False |
True |
5,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0926 |
|
2.618 |
1.0829 |
|
1.618 |
1.0770 |
|
1.000 |
1.0734 |
|
0.618 |
1.0711 |
|
HIGH |
1.0675 |
|
0.618 |
1.0652 |
|
0.500 |
1.0646 |
|
0.382 |
1.0639 |
|
LOW |
1.0616 |
|
0.618 |
1.0580 |
|
1.000 |
1.0557 |
|
1.618 |
1.0521 |
|
2.618 |
1.0462 |
|
4.250 |
1.0365 |
|
|
| Fisher Pivots for day following 30-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0646 |
1.0656 |
| PP |
1.0642 |
1.0649 |
| S1 |
1.0639 |
1.0642 |
|