CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 01-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2021 |
01-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0633 |
1.0616 |
-0.0017 |
-0.2% |
1.0780 |
| High |
1.0654 |
1.0652 |
-0.0002 |
0.0% |
1.0869 |
| Low |
1.0592 |
1.0576 |
-0.0016 |
-0.2% |
1.0641 |
| Close |
1.0595 |
1.0635 |
0.0040 |
0.4% |
1.0672 |
| Range |
0.0062 |
0.0076 |
0.0014 |
22.6% |
0.0228 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.4% |
0.0000 |
| Volume |
20,725 |
19,574 |
-1,151 |
-5.6% |
98,164 |
|
| Daily Pivots for day following 01-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0849 |
1.0818 |
1.0677 |
|
| R3 |
1.0773 |
1.0742 |
1.0656 |
|
| R2 |
1.0697 |
1.0697 |
1.0649 |
|
| R1 |
1.0666 |
1.0666 |
1.0642 |
1.0682 |
| PP |
1.0621 |
1.0621 |
1.0621 |
1.0629 |
| S1 |
1.0590 |
1.0590 |
1.0628 |
1.0606 |
| S2 |
1.0545 |
1.0545 |
1.0621 |
|
| S3 |
1.0469 |
1.0514 |
1.0614 |
|
| S4 |
1.0393 |
1.0438 |
1.0593 |
|
|
| 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 |
1.0695 |
1.0576 |
0.0119 |
1.1% |
0.0055 |
0.5% |
50% |
False |
True |
17,273 |
| 10 |
1.0869 |
1.0576 |
0.0293 |
2.8% |
0.0069 |
0.7% |
20% |
False |
True |
18,831 |
| 20 |
1.0880 |
1.0576 |
0.0304 |
2.9% |
0.0075 |
0.7% |
19% |
False |
True |
18,422 |
| 40 |
1.1307 |
1.0576 |
0.0731 |
6.9% |
0.0073 |
0.7% |
8% |
False |
True |
9,394 |
| 60 |
1.1469 |
1.0576 |
0.0893 |
8.4% |
0.0070 |
0.7% |
7% |
False |
True |
6,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0975 |
|
2.618 |
1.0851 |
|
1.618 |
1.0775 |
|
1.000 |
1.0728 |
|
0.618 |
1.0699 |
|
HIGH |
1.0652 |
|
0.618 |
1.0623 |
|
0.500 |
1.0614 |
|
0.382 |
1.0605 |
|
LOW |
1.0576 |
|
0.618 |
1.0529 |
|
1.000 |
1.0500 |
|
1.618 |
1.0453 |
|
2.618 |
1.0377 |
|
4.250 |
1.0253 |
|
|
| Fisher Pivots for day following 01-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0628 |
1.0632 |
| PP |
1.0621 |
1.0629 |
| S1 |
1.0614 |
1.0626 |
|