CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 14-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2021 |
14-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0858 |
1.0878 |
0.0020 |
0.2% |
1.0628 |
| High |
1.0890 |
1.0903 |
0.0013 |
0.1% |
1.0850 |
| Low |
1.0817 |
1.0847 |
0.0030 |
0.3% |
1.0614 |
| Close |
1.0881 |
1.0853 |
-0.0028 |
-0.3% |
1.0830 |
| Range |
0.0073 |
0.0056 |
-0.0017 |
-23.3% |
0.0236 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
18,836 |
17,082 |
-1,754 |
-9.3% |
96,711 |
|
| Daily Pivots for day following 14-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1036 |
1.1000 |
1.0884 |
|
| R3 |
1.0980 |
1.0944 |
1.0868 |
|
| R2 |
1.0924 |
1.0924 |
1.0863 |
|
| R1 |
1.0888 |
1.0888 |
1.0858 |
1.0878 |
| PP |
1.0868 |
1.0868 |
1.0868 |
1.0863 |
| S1 |
1.0832 |
1.0832 |
1.0848 |
1.0822 |
| S2 |
1.0812 |
1.0812 |
1.0843 |
|
| S3 |
1.0756 |
1.0776 |
1.0838 |
|
| S4 |
1.0700 |
1.0720 |
1.0822 |
|
|
| 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 |
1.0903 |
1.0769 |
0.0134 |
1.2% |
0.0065 |
0.6% |
63% |
True |
False |
19,144 |
| 10 |
1.0903 |
1.0576 |
0.0327 |
3.0% |
0.0072 |
0.7% |
85% |
True |
False |
19,078 |
| 20 |
1.0903 |
1.0576 |
0.0327 |
3.0% |
0.0074 |
0.7% |
85% |
True |
False |
19,556 |
| 40 |
1.1236 |
1.0576 |
0.0660 |
6.1% |
0.0076 |
0.7% |
42% |
False |
False |
13,101 |
| 60 |
1.1359 |
1.0576 |
0.0783 |
7.2% |
0.0070 |
0.6% |
35% |
False |
False |
8,788 |
| 80 |
1.1469 |
1.0576 |
0.0893 |
8.2% |
0.0067 |
0.6% |
31% |
False |
False |
6,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1141 |
|
2.618 |
1.1050 |
|
1.618 |
1.0994 |
|
1.000 |
1.0959 |
|
0.618 |
1.0938 |
|
HIGH |
1.0903 |
|
0.618 |
1.0882 |
|
0.500 |
1.0875 |
|
0.382 |
1.0868 |
|
LOW |
1.0847 |
|
0.618 |
1.0812 |
|
1.000 |
1.0791 |
|
1.618 |
1.0756 |
|
2.618 |
1.0700 |
|
4.250 |
1.0609 |
|
|
| Fisher Pivots for day following 14-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0875 |
1.0855 |
| PP |
1.0868 |
1.0854 |
| S1 |
1.0860 |
1.0854 |
|