CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 15-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2021 |
15-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0878 |
1.0852 |
-0.0026 |
-0.2% |
1.0628 |
| High |
1.0903 |
1.0878 |
-0.0025 |
-0.2% |
1.0850 |
| Low |
1.0847 |
1.0832 |
-0.0015 |
-0.1% |
1.0614 |
| Close |
1.0853 |
1.0865 |
0.0012 |
0.1% |
1.0830 |
| Range |
0.0056 |
0.0046 |
-0.0010 |
-17.9% |
0.0236 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
17,082 |
14,526 |
-2,556 |
-15.0% |
96,711 |
|
| Daily Pivots for day following 15-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0996 |
1.0977 |
1.0890 |
|
| R3 |
1.0950 |
1.0931 |
1.0878 |
|
| R2 |
1.0904 |
1.0904 |
1.0873 |
|
| R1 |
1.0885 |
1.0885 |
1.0869 |
1.0895 |
| PP |
1.0858 |
1.0858 |
1.0858 |
1.0863 |
| S1 |
1.0839 |
1.0839 |
1.0861 |
1.0849 |
| S2 |
1.0812 |
1.0812 |
1.0857 |
|
| S3 |
1.0766 |
1.0793 |
1.0852 |
|
| S4 |
1.0720 |
1.0747 |
1.0840 |
|
|
| 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 |
1.0792 |
0.0111 |
1.0% |
0.0058 |
0.5% |
66% |
False |
False |
18,610 |
| 10 |
1.0903 |
1.0576 |
0.0327 |
3.0% |
0.0071 |
0.6% |
88% |
False |
False |
18,458 |
| 20 |
1.0903 |
1.0576 |
0.0327 |
3.0% |
0.0071 |
0.7% |
88% |
False |
False |
19,060 |
| 40 |
1.1227 |
1.0576 |
0.0651 |
6.0% |
0.0076 |
0.7% |
44% |
False |
False |
13,460 |
| 60 |
1.1359 |
1.0576 |
0.0783 |
7.2% |
0.0069 |
0.6% |
37% |
False |
False |
9,030 |
| 80 |
1.1469 |
1.0576 |
0.0893 |
8.2% |
0.0067 |
0.6% |
32% |
False |
False |
6,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1074 |
|
2.618 |
1.0998 |
|
1.618 |
1.0952 |
|
1.000 |
1.0924 |
|
0.618 |
1.0906 |
|
HIGH |
1.0878 |
|
0.618 |
1.0860 |
|
0.500 |
1.0855 |
|
0.382 |
1.0850 |
|
LOW |
1.0832 |
|
0.618 |
1.0804 |
|
1.000 |
1.0786 |
|
1.618 |
1.0758 |
|
2.618 |
1.0712 |
|
4.250 |
1.0637 |
|
|
| Fisher Pivots for day following 15-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0862 |
1.0863 |
| PP |
1.0858 |
1.0862 |
| S1 |
1.0855 |
1.0860 |
|