CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 05-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2021 |
05-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0616 |
1.0628 |
0.0012 |
0.1% |
1.0670 |
| High |
1.0652 |
1.0710 |
0.0058 |
0.5% |
1.0695 |
| Low |
1.0576 |
1.0614 |
0.0038 |
0.4% |
1.0576 |
| Close |
1.0635 |
1.0701 |
0.0066 |
0.6% |
1.0635 |
| Range |
0.0076 |
0.0096 |
0.0020 |
26.3% |
0.0119 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.4% |
0.0000 |
| Volume |
19,574 |
12,006 |
-7,568 |
-38.7% |
71,676 |
|
| Daily Pivots for day following 05-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0963 |
1.0928 |
1.0754 |
|
| R3 |
1.0867 |
1.0832 |
1.0727 |
|
| R2 |
1.0771 |
1.0771 |
1.0719 |
|
| R1 |
1.0736 |
1.0736 |
1.0710 |
1.0754 |
| PP |
1.0675 |
1.0675 |
1.0675 |
1.0684 |
| S1 |
1.0640 |
1.0640 |
1.0692 |
1.0658 |
| S2 |
1.0579 |
1.0579 |
1.0683 |
|
| S3 |
1.0483 |
1.0544 |
1.0675 |
|
| S4 |
1.0387 |
1.0448 |
1.0648 |
|
|
| Weekly Pivots for week ending 02-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0992 |
1.0933 |
1.0700 |
|
| R3 |
1.0873 |
1.0814 |
1.0668 |
|
| R2 |
1.0754 |
1.0754 |
1.0657 |
|
| R1 |
1.0695 |
1.0695 |
1.0646 |
1.0665 |
| PP |
1.0635 |
1.0635 |
1.0635 |
1.0621 |
| S1 |
1.0576 |
1.0576 |
1.0624 |
1.0546 |
| S2 |
1.0516 |
1.0516 |
1.0613 |
|
| S3 |
1.0397 |
1.0457 |
1.0602 |
|
| S4 |
1.0278 |
1.0338 |
1.0570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0710 |
1.0576 |
0.0134 |
1.3% |
0.0067 |
0.6% |
93% |
True |
False |
16,736 |
| 10 |
1.0869 |
1.0576 |
0.0293 |
2.7% |
0.0071 |
0.7% |
43% |
False |
False |
18,184 |
| 20 |
1.0880 |
1.0576 |
0.0304 |
2.8% |
0.0076 |
0.7% |
41% |
False |
False |
18,840 |
| 40 |
1.1307 |
1.0576 |
0.0731 |
6.8% |
0.0074 |
0.7% |
17% |
False |
False |
9,688 |
| 60 |
1.1446 |
1.0576 |
0.0870 |
8.1% |
0.0070 |
0.7% |
14% |
False |
False |
6,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1118 |
|
2.618 |
1.0961 |
|
1.618 |
1.0865 |
|
1.000 |
1.0806 |
|
0.618 |
1.0769 |
|
HIGH |
1.0710 |
|
0.618 |
1.0673 |
|
0.500 |
1.0662 |
|
0.382 |
1.0651 |
|
LOW |
1.0614 |
|
0.618 |
1.0555 |
|
1.000 |
1.0518 |
|
1.618 |
1.0459 |
|
2.618 |
1.0363 |
|
4.250 |
1.0206 |
|
|
| Fisher Pivots for day following 05-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0688 |
1.0682 |
| PP |
1.0675 |
1.0662 |
| S1 |
1.0662 |
1.0643 |
|