CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 09-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2021 |
09-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0774 |
1.0837 |
0.0063 |
0.6% |
1.0628 |
| High |
1.0850 |
1.0844 |
-0.0006 |
-0.1% |
1.0850 |
| Low |
1.0769 |
1.0792 |
0.0023 |
0.2% |
1.0614 |
| Close |
1.0844 |
1.0830 |
-0.0014 |
-0.1% |
1.0830 |
| Range |
0.0081 |
0.0052 |
-0.0029 |
-35.8% |
0.0236 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
17,199 |
24,751 |
7,552 |
43.9% |
96,711 |
|
| Daily Pivots for day following 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0978 |
1.0956 |
1.0859 |
|
| R3 |
1.0926 |
1.0904 |
1.0844 |
|
| R2 |
1.0874 |
1.0874 |
1.0840 |
|
| R1 |
1.0852 |
1.0852 |
1.0835 |
1.0837 |
| PP |
1.0822 |
1.0822 |
1.0822 |
1.0815 |
| S1 |
1.0800 |
1.0800 |
1.0825 |
1.0785 |
| S2 |
1.0770 |
1.0770 |
1.0820 |
|
| S3 |
1.0718 |
1.0748 |
1.0816 |
|
| S4 |
1.0666 |
1.0696 |
1.0801 |
|
|
| Weekly Pivots for week ending 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1473 |
1.1387 |
1.0960 |
|
| R3 |
1.1237 |
1.1151 |
1.0895 |
|
| R2 |
1.1001 |
1.1001 |
1.0873 |
|
| R1 |
1.0915 |
1.0915 |
1.0852 |
1.0958 |
| PP |
1.0765 |
1.0765 |
1.0765 |
1.0786 |
| S1 |
1.0679 |
1.0679 |
1.0808 |
1.0722 |
| S2 |
1.0529 |
1.0529 |
1.0787 |
|
| S3 |
1.0293 |
1.0443 |
1.0765 |
|
| S4 |
1.0057 |
1.0207 |
1.0700 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0850 |
1.0614 |
0.0236 |
2.2% |
0.0078 |
0.7% |
92% |
False |
False |
19,342 |
| 10 |
1.0850 |
1.0576 |
0.0274 |
2.5% |
0.0067 |
0.6% |
93% |
False |
False |
18,307 |
| 20 |
1.0880 |
1.0576 |
0.0304 |
2.8% |
0.0074 |
0.7% |
84% |
False |
False |
19,975 |
| 40 |
1.1307 |
1.0576 |
0.0731 |
6.7% |
0.0075 |
0.7% |
35% |
False |
False |
11,795 |
| 60 |
1.1359 |
1.0576 |
0.0783 |
7.2% |
0.0069 |
0.6% |
32% |
False |
False |
7,892 |
| 80 |
1.1469 |
1.0576 |
0.0893 |
8.2% |
0.0066 |
0.6% |
28% |
False |
False |
5,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1065 |
|
2.618 |
1.0980 |
|
1.618 |
1.0928 |
|
1.000 |
1.0896 |
|
0.618 |
1.0876 |
|
HIGH |
1.0844 |
|
0.618 |
1.0824 |
|
0.500 |
1.0818 |
|
0.382 |
1.0812 |
|
LOW |
1.0792 |
|
0.618 |
1.0760 |
|
1.000 |
1.0740 |
|
1.618 |
1.0708 |
|
2.618 |
1.0656 |
|
4.250 |
1.0571 |
|
|
| Fisher Pivots for day following 09-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0826 |
1.0821 |
| PP |
1.0822 |
1.0811 |
| S1 |
1.0818 |
1.0802 |
|