CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 12-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2021 |
12-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0837 |
1.0833 |
-0.0004 |
0.0% |
1.0628 |
| High |
1.0844 |
1.0872 |
0.0028 |
0.3% |
1.0850 |
| Low |
1.0792 |
1.0807 |
0.0015 |
0.1% |
1.0614 |
| Close |
1.0830 |
1.0853 |
0.0023 |
0.2% |
1.0830 |
| Range |
0.0052 |
0.0065 |
0.0013 |
25.0% |
0.0236 |
| ATR |
0.0073 |
0.0073 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
24,751 |
17,855 |
-6,896 |
-27.9% |
96,711 |
|
| Daily Pivots for day following 12-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1039 |
1.1011 |
1.0889 |
|
| R3 |
1.0974 |
1.0946 |
1.0871 |
|
| R2 |
1.0909 |
1.0909 |
1.0865 |
|
| R1 |
1.0881 |
1.0881 |
1.0859 |
1.0895 |
| PP |
1.0844 |
1.0844 |
1.0844 |
1.0851 |
| S1 |
1.0816 |
1.0816 |
1.0847 |
1.0830 |
| S2 |
1.0779 |
1.0779 |
1.0841 |
|
| S3 |
1.0714 |
1.0751 |
1.0835 |
|
| S4 |
1.0649 |
1.0686 |
1.0817 |
|
|
| 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 |
1.0872 |
1.0661 |
0.0211 |
1.9% |
0.0072 |
0.7% |
91% |
True |
False |
20,512 |
| 10 |
1.0872 |
1.0576 |
0.0296 |
2.7% |
0.0069 |
0.6% |
94% |
True |
False |
18,624 |
| 20 |
1.0880 |
1.0576 |
0.0304 |
2.8% |
0.0073 |
0.7% |
91% |
False |
False |
19,435 |
| 40 |
1.1307 |
1.0576 |
0.0731 |
6.7% |
0.0076 |
0.7% |
38% |
False |
False |
12,239 |
| 60 |
1.1359 |
1.0576 |
0.0783 |
7.2% |
0.0070 |
0.6% |
35% |
False |
False |
8,190 |
| 80 |
1.1469 |
1.0576 |
0.0893 |
8.2% |
0.0067 |
0.6% |
31% |
False |
False |
6,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1148 |
|
2.618 |
1.1042 |
|
1.618 |
1.0977 |
|
1.000 |
1.0937 |
|
0.618 |
1.0912 |
|
HIGH |
1.0872 |
|
0.618 |
1.0847 |
|
0.500 |
1.0840 |
|
0.382 |
1.0832 |
|
LOW |
1.0807 |
|
0.618 |
1.0767 |
|
1.000 |
1.0742 |
|
1.618 |
1.0702 |
|
2.618 |
1.0637 |
|
4.250 |
1.0531 |
|
|
| Fisher Pivots for day following 12-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0849 |
1.0842 |
| PP |
1.0844 |
1.0831 |
| S1 |
1.0840 |
1.0821 |
|