CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 29-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2021 |
29-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0953 |
1.1007 |
0.0054 |
0.5% |
1.0891 |
| High |
1.1016 |
1.1025 |
0.0009 |
0.1% |
1.0972 |
| Low |
1.0905 |
1.0977 |
0.0072 |
0.7% |
1.0868 |
| Close |
1.1003 |
1.1018 |
0.0015 |
0.1% |
1.0962 |
| Range |
0.0111 |
0.0048 |
-0.0063 |
-56.8% |
0.0104 |
| ATR |
0.0069 |
0.0068 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
23,429 |
22,632 |
-797 |
-3.4% |
87,207 |
|
| Daily Pivots for day following 29-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1151 |
1.1132 |
1.1044 |
|
| R3 |
1.1103 |
1.1084 |
1.1031 |
|
| R2 |
1.1055 |
1.1055 |
1.1027 |
|
| R1 |
1.1036 |
1.1036 |
1.1022 |
1.1046 |
| PP |
1.1007 |
1.1007 |
1.1007 |
1.1011 |
| S1 |
1.0988 |
1.0988 |
1.1014 |
1.0998 |
| S2 |
1.0959 |
1.0959 |
1.1009 |
|
| S3 |
1.0911 |
1.0940 |
1.1005 |
|
| S4 |
1.0863 |
1.0892 |
1.0992 |
|
|
| 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 |
1.1025 |
1.0905 |
0.0120 |
1.1% |
0.0065 |
0.6% |
94% |
True |
False |
19,012 |
| 10 |
1.1025 |
1.0844 |
0.0181 |
1.6% |
0.0065 |
0.6% |
96% |
True |
False |
18,089 |
| 20 |
1.1025 |
1.0576 |
0.0449 |
4.1% |
0.0068 |
0.6% |
98% |
True |
False |
18,273 |
| 40 |
1.1025 |
1.0576 |
0.0449 |
4.1% |
0.0072 |
0.7% |
98% |
True |
False |
17,874 |
| 60 |
1.1307 |
1.0576 |
0.0731 |
6.6% |
0.0071 |
0.6% |
60% |
False |
False |
12,028 |
| 80 |
1.1469 |
1.0576 |
0.0893 |
8.1% |
0.0069 |
0.6% |
49% |
False |
False |
9,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1229 |
|
2.618 |
1.1151 |
|
1.618 |
1.1103 |
|
1.000 |
1.1073 |
|
0.618 |
1.1055 |
|
HIGH |
1.1025 |
|
0.618 |
1.1007 |
|
0.500 |
1.1001 |
|
0.382 |
1.0995 |
|
LOW |
1.0977 |
|
0.618 |
1.0947 |
|
1.000 |
1.0929 |
|
1.618 |
1.0899 |
|
2.618 |
1.0851 |
|
4.250 |
1.0773 |
|
|
| Fisher Pivots for day following 29-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1012 |
1.1000 |
| PP |
1.1007 |
1.0983 |
| S1 |
1.1001 |
1.0965 |
|