CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 13-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2021 |
13-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0833 |
1.0858 |
0.0025 |
0.2% |
1.0628 |
| High |
1.0872 |
1.0890 |
0.0018 |
0.2% |
1.0850 |
| Low |
1.0807 |
1.0817 |
0.0010 |
0.1% |
1.0614 |
| Close |
1.0853 |
1.0881 |
0.0028 |
0.3% |
1.0830 |
| Range |
0.0065 |
0.0073 |
0.0008 |
12.3% |
0.0236 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.0% |
0.0000 |
| Volume |
17,855 |
18,836 |
981 |
5.5% |
96,711 |
|
| Daily Pivots for day following 13-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1082 |
1.1054 |
1.0921 |
|
| R3 |
1.1009 |
1.0981 |
1.0901 |
|
| R2 |
1.0936 |
1.0936 |
1.0894 |
|
| R1 |
1.0908 |
1.0908 |
1.0888 |
1.0922 |
| PP |
1.0863 |
1.0863 |
1.0863 |
1.0870 |
| S1 |
1.0835 |
1.0835 |
1.0874 |
1.0849 |
| S2 |
1.0790 |
1.0790 |
1.0868 |
|
| S3 |
1.0717 |
1.0762 |
1.0861 |
|
| S4 |
1.0644 |
1.0689 |
1.0841 |
|
|
| 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 |
1.0890 |
1.0754 |
0.0136 |
1.2% |
0.0065 |
0.6% |
93% |
True |
False |
20,348 |
| 10 |
1.0890 |
1.0576 |
0.0314 |
2.9% |
0.0073 |
0.7% |
97% |
True |
False |
19,059 |
| 20 |
1.0890 |
1.0576 |
0.0314 |
2.9% |
0.0074 |
0.7% |
97% |
True |
False |
19,595 |
| 40 |
1.1307 |
1.0576 |
0.0731 |
6.7% |
0.0077 |
0.7% |
42% |
False |
False |
12,709 |
| 60 |
1.1359 |
1.0576 |
0.0783 |
7.2% |
0.0070 |
0.6% |
39% |
False |
False |
8,504 |
| 80 |
1.1469 |
1.0576 |
0.0893 |
8.2% |
0.0067 |
0.6% |
34% |
False |
False |
6,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1200 |
|
2.618 |
1.1081 |
|
1.618 |
1.1008 |
|
1.000 |
1.0963 |
|
0.618 |
1.0935 |
|
HIGH |
1.0890 |
|
0.618 |
1.0862 |
|
0.500 |
1.0854 |
|
0.382 |
1.0845 |
|
LOW |
1.0817 |
|
0.618 |
1.0772 |
|
1.000 |
1.0744 |
|
1.618 |
1.0699 |
|
2.618 |
1.0626 |
|
4.250 |
1.0507 |
|
|
| Fisher Pivots for day following 13-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0872 |
1.0868 |
| PP |
1.0863 |
1.0854 |
| S1 |
1.0854 |
1.0841 |
|