CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 08-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2021 |
08-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0756 |
1.0774 |
0.0018 |
0.2% |
1.0670 |
| High |
1.0808 |
1.0850 |
0.0042 |
0.4% |
1.0695 |
| Low |
1.0754 |
1.0769 |
0.0015 |
0.1% |
1.0576 |
| Close |
1.0773 |
1.0844 |
0.0071 |
0.7% |
1.0635 |
| Range |
0.0054 |
0.0081 |
0.0027 |
50.0% |
0.0119 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.6% |
0.0000 |
| Volume |
23,102 |
17,199 |
-5,903 |
-25.6% |
71,676 |
|
| Daily Pivots for day following 08-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1064 |
1.1035 |
1.0889 |
|
| R3 |
1.0983 |
1.0954 |
1.0866 |
|
| R2 |
1.0902 |
1.0902 |
1.0859 |
|
| R1 |
1.0873 |
1.0873 |
1.0851 |
1.0888 |
| PP |
1.0821 |
1.0821 |
1.0821 |
1.0828 |
| S1 |
1.0792 |
1.0792 |
1.0837 |
1.0807 |
| S2 |
1.0740 |
1.0740 |
1.0829 |
|
| S3 |
1.0659 |
1.0711 |
1.0822 |
|
| S4 |
1.0578 |
1.0630 |
1.0799 |
|
|
| 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 |
1.0850 |
1.0576 |
0.0274 |
2.5% |
0.0083 |
0.8% |
98% |
True |
False |
18,306 |
| 10 |
1.0850 |
1.0576 |
0.0274 |
2.5% |
0.0068 |
0.6% |
98% |
True |
False |
17,348 |
| 20 |
1.0880 |
1.0576 |
0.0304 |
2.8% |
0.0076 |
0.7% |
88% |
False |
False |
20,163 |
| 40 |
1.1307 |
1.0576 |
0.0731 |
6.7% |
0.0075 |
0.7% |
37% |
False |
False |
11,177 |
| 60 |
1.1359 |
1.0576 |
0.0783 |
7.2% |
0.0070 |
0.6% |
34% |
False |
False |
7,480 |
| 80 |
1.1469 |
1.0576 |
0.0893 |
8.2% |
0.0066 |
0.6% |
30% |
False |
False |
5,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1194 |
|
2.618 |
1.1062 |
|
1.618 |
1.0981 |
|
1.000 |
1.0931 |
|
0.618 |
1.0900 |
|
HIGH |
1.0850 |
|
0.618 |
1.0819 |
|
0.500 |
1.0810 |
|
0.382 |
1.0800 |
|
LOW |
1.0769 |
|
0.618 |
1.0719 |
|
1.000 |
1.0688 |
|
1.618 |
1.0638 |
|
2.618 |
1.0557 |
|
4.250 |
1.0425 |
|
|
| Fisher Pivots for day following 08-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0833 |
1.0815 |
| PP |
1.0821 |
1.0785 |
| S1 |
1.0810 |
1.0756 |
|