CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 16-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2021 |
16-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0852 |
1.0859 |
0.0007 |
0.1% |
1.0833 |
| High |
1.0878 |
1.0910 |
0.0032 |
0.3% |
1.0910 |
| Low |
1.0832 |
1.0844 |
0.0012 |
0.1% |
1.0807 |
| Close |
1.0865 |
1.0887 |
0.0022 |
0.2% |
1.0887 |
| Range |
0.0046 |
0.0066 |
0.0020 |
43.5% |
0.0103 |
| ATR |
0.0070 |
0.0069 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
14,526 |
15,171 |
645 |
4.4% |
83,470 |
|
| Daily Pivots for day following 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1078 |
1.1049 |
1.0923 |
|
| R3 |
1.1012 |
1.0983 |
1.0905 |
|
| R2 |
1.0946 |
1.0946 |
1.0899 |
|
| R1 |
1.0917 |
1.0917 |
1.0893 |
1.0932 |
| PP |
1.0880 |
1.0880 |
1.0880 |
1.0888 |
| S1 |
1.0851 |
1.0851 |
1.0881 |
1.0866 |
| S2 |
1.0814 |
1.0814 |
1.0875 |
|
| S3 |
1.0748 |
1.0785 |
1.0869 |
|
| S4 |
1.0682 |
1.0719 |
1.0851 |
|
|
| Weekly Pivots for week ending 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1177 |
1.1135 |
1.0944 |
|
| R3 |
1.1074 |
1.1032 |
1.0915 |
|
| R2 |
1.0971 |
1.0971 |
1.0906 |
|
| R1 |
1.0929 |
1.0929 |
1.0896 |
1.0950 |
| PP |
1.0868 |
1.0868 |
1.0868 |
1.0879 |
| S1 |
1.0826 |
1.0826 |
1.0878 |
1.0847 |
| S2 |
1.0765 |
1.0765 |
1.0868 |
|
| S3 |
1.0662 |
1.0723 |
1.0859 |
|
| S4 |
1.0559 |
1.0620 |
1.0830 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0910 |
1.0807 |
0.0103 |
0.9% |
0.0061 |
0.6% |
78% |
True |
False |
16,694 |
| 10 |
1.0910 |
1.0614 |
0.0296 |
2.7% |
0.0070 |
0.6% |
92% |
True |
False |
18,018 |
| 20 |
1.0910 |
1.0576 |
0.0334 |
3.1% |
0.0069 |
0.6% |
93% |
True |
False |
18,424 |
| 40 |
1.1227 |
1.0576 |
0.0651 |
6.0% |
0.0076 |
0.7% |
48% |
False |
False |
13,839 |
| 60 |
1.1359 |
1.0576 |
0.0783 |
7.2% |
0.0069 |
0.6% |
40% |
False |
False |
9,283 |
| 80 |
1.1469 |
1.0576 |
0.0893 |
8.2% |
0.0068 |
0.6% |
35% |
False |
False |
6,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1191 |
|
2.618 |
1.1083 |
|
1.618 |
1.1017 |
|
1.000 |
1.0976 |
|
0.618 |
1.0951 |
|
HIGH |
1.0910 |
|
0.618 |
1.0885 |
|
0.500 |
1.0877 |
|
0.382 |
1.0869 |
|
LOW |
1.0844 |
|
0.618 |
1.0803 |
|
1.000 |
1.0778 |
|
1.618 |
1.0737 |
|
2.618 |
1.0671 |
|
4.250 |
1.0564 |
|
|
| Fisher Pivots for day following 16-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0884 |
1.0882 |
| PP |
1.0880 |
1.0876 |
| S1 |
1.0877 |
1.0871 |
|