CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 06-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2021 |
06-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0628 |
1.0701 |
0.0073 |
0.7% |
1.0670 |
| High |
1.0710 |
1.0768 |
0.0058 |
0.5% |
1.0695 |
| Low |
1.0614 |
1.0661 |
0.0047 |
0.4% |
1.0576 |
| Close |
1.0701 |
1.0758 |
0.0057 |
0.5% |
1.0635 |
| Range |
0.0096 |
0.0107 |
0.0011 |
11.5% |
0.0119 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
3.2% |
0.0000 |
| Volume |
12,006 |
19,653 |
7,647 |
63.7% |
71,676 |
|
| Daily Pivots for day following 06-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1050 |
1.1011 |
1.0817 |
|
| R3 |
1.0943 |
1.0904 |
1.0787 |
|
| R2 |
1.0836 |
1.0836 |
1.0778 |
|
| R1 |
1.0797 |
1.0797 |
1.0768 |
1.0817 |
| PP |
1.0729 |
1.0729 |
1.0729 |
1.0739 |
| S1 |
1.0690 |
1.0690 |
1.0748 |
1.0710 |
| S2 |
1.0622 |
1.0622 |
1.0738 |
|
| S3 |
1.0515 |
1.0583 |
1.0729 |
|
| S4 |
1.0408 |
1.0476 |
1.0699 |
|
|
| 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 |
1.0768 |
1.0576 |
0.0192 |
1.8% |
0.0080 |
0.7% |
95% |
True |
False |
17,769 |
| 10 |
1.0858 |
1.0576 |
0.0282 |
2.6% |
0.0071 |
0.7% |
65% |
False |
False |
17,680 |
| 20 |
1.0880 |
1.0576 |
0.0304 |
2.8% |
0.0078 |
0.7% |
60% |
False |
False |
19,557 |
| 40 |
1.1307 |
1.0576 |
0.0731 |
6.8% |
0.0075 |
0.7% |
25% |
False |
False |
10,178 |
| 60 |
1.1381 |
1.0576 |
0.0805 |
7.5% |
0.0070 |
0.7% |
23% |
False |
False |
6,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1223 |
|
2.618 |
1.1048 |
|
1.618 |
1.0941 |
|
1.000 |
1.0875 |
|
0.618 |
1.0834 |
|
HIGH |
1.0768 |
|
0.618 |
1.0727 |
|
0.500 |
1.0715 |
|
0.382 |
1.0702 |
|
LOW |
1.0661 |
|
0.618 |
1.0595 |
|
1.000 |
1.0554 |
|
1.618 |
1.0488 |
|
2.618 |
1.0381 |
|
4.250 |
1.0206 |
|
|
| Fisher Pivots for day following 06-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0744 |
1.0729 |
| PP |
1.0729 |
1.0701 |
| S1 |
1.0715 |
1.0672 |
|