CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 28-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2021 |
28-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0952 |
1.0953 |
0.0001 |
0.0% |
1.0891 |
| High |
1.0975 |
1.1016 |
0.0041 |
0.4% |
1.0972 |
| Low |
1.0917 |
1.0905 |
-0.0012 |
-0.1% |
1.0868 |
| Close |
1.0952 |
1.1003 |
0.0051 |
0.5% |
1.0962 |
| Range |
0.0058 |
0.0111 |
0.0053 |
91.4% |
0.0104 |
| ATR |
0.0066 |
0.0069 |
0.0003 |
4.9% |
0.0000 |
| Volume |
16,549 |
23,429 |
6,880 |
41.6% |
87,207 |
|
| Daily Pivots for day following 28-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1308 |
1.1266 |
1.1064 |
|
| R3 |
1.1197 |
1.1155 |
1.1034 |
|
| R2 |
1.1086 |
1.1086 |
1.1023 |
|
| R1 |
1.1044 |
1.1044 |
1.1013 |
1.1065 |
| PP |
1.0975 |
1.0975 |
1.0975 |
1.0985 |
| S1 |
1.0933 |
1.0933 |
1.0993 |
1.0954 |
| S2 |
1.0864 |
1.0864 |
1.0983 |
|
| S3 |
1.0753 |
1.0822 |
1.0972 |
|
| S4 |
1.0642 |
1.0711 |
1.0942 |
|
|
| 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 |
1.1016 |
1.0895 |
0.0121 |
1.1% |
0.0067 |
0.6% |
89% |
True |
False |
18,093 |
| 10 |
1.1016 |
1.0832 |
0.0184 |
1.7% |
0.0064 |
0.6% |
93% |
True |
False |
17,278 |
| 20 |
1.1016 |
1.0576 |
0.0440 |
4.0% |
0.0068 |
0.6% |
97% |
True |
False |
18,178 |
| 40 |
1.1016 |
1.0576 |
0.0440 |
4.0% |
0.0073 |
0.7% |
97% |
True |
False |
17,323 |
| 60 |
1.1307 |
1.0576 |
0.0731 |
6.6% |
0.0071 |
0.6% |
58% |
False |
False |
11,664 |
| 80 |
1.1469 |
1.0576 |
0.0893 |
8.1% |
0.0069 |
0.6% |
48% |
False |
False |
8,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1488 |
|
2.618 |
1.1307 |
|
1.618 |
1.1196 |
|
1.000 |
1.1127 |
|
0.618 |
1.1085 |
|
HIGH |
1.1016 |
|
0.618 |
1.0974 |
|
0.500 |
1.0961 |
|
0.382 |
1.0947 |
|
LOW |
1.0905 |
|
0.618 |
1.0836 |
|
1.000 |
1.0794 |
|
1.618 |
1.0725 |
|
2.618 |
1.0614 |
|
4.250 |
1.0433 |
|
|
| Fisher Pivots for day following 28-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0989 |
1.0989 |
| PP |
1.0975 |
1.0975 |
| S1 |
1.0961 |
1.0961 |
|