CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 27-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2021 |
27-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0961 |
1.0952 |
-0.0009 |
-0.1% |
1.0891 |
| High |
1.0978 |
1.0975 |
-0.0003 |
0.0% |
1.0972 |
| Low |
1.0924 |
1.0917 |
-0.0007 |
-0.1% |
1.0868 |
| Close |
1.0955 |
1.0952 |
-0.0003 |
0.0% |
1.0962 |
| Range |
0.0054 |
0.0058 |
0.0004 |
7.4% |
0.0104 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
15,905 |
16,549 |
644 |
4.0% |
87,207 |
|
| Daily Pivots for day following 27-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1122 |
1.1095 |
1.0984 |
|
| R3 |
1.1064 |
1.1037 |
1.0968 |
|
| R2 |
1.1006 |
1.1006 |
1.0963 |
|
| R1 |
1.0979 |
1.0979 |
1.0957 |
1.0981 |
| PP |
1.0948 |
1.0948 |
1.0948 |
1.0949 |
| S1 |
1.0921 |
1.0921 |
1.0947 |
1.0923 |
| S2 |
1.0890 |
1.0890 |
1.0941 |
|
| S3 |
1.0832 |
1.0863 |
1.0936 |
|
| S4 |
1.0774 |
1.0805 |
1.0920 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1246 |
1.1208 |
1.1019 |
|
| R3 |
1.1142 |
1.1104 |
1.0991 |
|
| R2 |
1.1038 |
1.1038 |
1.0981 |
|
| R1 |
1.1000 |
1.1000 |
1.0972 |
1.1019 |
| PP |
1.0934 |
1.0934 |
1.0934 |
1.0944 |
| S1 |
1.0896 |
1.0896 |
1.0952 |
1.0915 |
| S2 |
1.0830 |
1.0830 |
1.0943 |
|
| S3 |
1.0726 |
1.0792 |
1.0933 |
|
| S4 |
1.0622 |
1.0688 |
1.0905 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0978 |
1.0890 |
0.0088 |
0.8% |
0.0055 |
0.5% |
70% |
False |
False |
16,368 |
| 10 |
1.0978 |
1.0832 |
0.0146 |
1.3% |
0.0059 |
0.5% |
82% |
False |
False |
16,644 |
| 20 |
1.0978 |
1.0576 |
0.0402 |
3.7% |
0.0066 |
0.6% |
94% |
False |
False |
17,851 |
| 40 |
1.0978 |
1.0576 |
0.0402 |
3.7% |
0.0072 |
0.7% |
94% |
False |
False |
16,760 |
| 60 |
1.1307 |
1.0576 |
0.0731 |
6.7% |
0.0070 |
0.6% |
51% |
False |
False |
11,274 |
| 80 |
1.1469 |
1.0576 |
0.0893 |
8.2% |
0.0069 |
0.6% |
42% |
False |
False |
8,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1222 |
|
2.618 |
1.1127 |
|
1.618 |
1.1069 |
|
1.000 |
1.1033 |
|
0.618 |
1.1011 |
|
HIGH |
1.0975 |
|
0.618 |
1.0953 |
|
0.500 |
1.0946 |
|
0.382 |
1.0939 |
|
LOW |
1.0917 |
|
0.618 |
1.0881 |
|
1.000 |
1.0859 |
|
1.618 |
1.0823 |
|
2.618 |
1.0765 |
|
4.250 |
1.0671 |
|
|
| Fisher Pivots for day following 27-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0950 |
1.0950 |
| PP |
1.0948 |
1.0949 |
| S1 |
1.0946 |
1.0947 |
|