CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 07-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2021 |
07-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0701 |
1.0756 |
0.0055 |
0.5% |
1.0670 |
| High |
1.0768 |
1.0808 |
0.0040 |
0.4% |
1.0695 |
| Low |
1.0661 |
1.0754 |
0.0093 |
0.9% |
1.0576 |
| Close |
1.0758 |
1.0773 |
0.0015 |
0.1% |
1.0635 |
| Range |
0.0107 |
0.0054 |
-0.0053 |
-49.5% |
0.0119 |
| ATR |
0.0076 |
0.0075 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
19,653 |
23,102 |
3,449 |
17.5% |
71,676 |
|
| Daily Pivots for day following 07-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0940 |
1.0911 |
1.0803 |
|
| R3 |
1.0886 |
1.0857 |
1.0788 |
|
| R2 |
1.0832 |
1.0832 |
1.0783 |
|
| R1 |
1.0803 |
1.0803 |
1.0778 |
1.0818 |
| PP |
1.0778 |
1.0778 |
1.0778 |
1.0786 |
| S1 |
1.0749 |
1.0749 |
1.0768 |
1.0764 |
| S2 |
1.0724 |
1.0724 |
1.0763 |
|
| S3 |
1.0670 |
1.0695 |
1.0758 |
|
| S4 |
1.0616 |
1.0641 |
1.0743 |
|
|
| 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 |
1.0808 |
1.0576 |
0.0232 |
2.2% |
0.0079 |
0.7% |
85% |
True |
False |
19,012 |
| 10 |
1.0808 |
1.0576 |
0.0232 |
2.2% |
0.0063 |
0.6% |
85% |
True |
False |
17,300 |
| 20 |
1.0880 |
1.0576 |
0.0304 |
2.8% |
0.0074 |
0.7% |
65% |
False |
False |
20,246 |
| 40 |
1.1307 |
1.0576 |
0.0731 |
6.8% |
0.0075 |
0.7% |
27% |
False |
False |
10,753 |
| 60 |
1.1359 |
1.0576 |
0.0783 |
7.3% |
0.0070 |
0.6% |
25% |
False |
False |
7,194 |
| 80 |
1.1469 |
1.0576 |
0.0893 |
8.3% |
0.0065 |
0.6% |
22% |
False |
False |
5,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1038 |
|
2.618 |
1.0949 |
|
1.618 |
1.0895 |
|
1.000 |
1.0862 |
|
0.618 |
1.0841 |
|
HIGH |
1.0808 |
|
0.618 |
1.0787 |
|
0.500 |
1.0781 |
|
0.382 |
1.0775 |
|
LOW |
1.0754 |
|
0.618 |
1.0721 |
|
1.000 |
1.0700 |
|
1.618 |
1.0667 |
|
2.618 |
1.0613 |
|
4.250 |
1.0525 |
|
|
| Fisher Pivots for day following 07-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0781 |
1.0752 |
| PP |
1.0778 |
1.0732 |
| S1 |
1.0776 |
1.0711 |
|