CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 30-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2021 |
30-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1007 |
1.1017 |
0.0010 |
0.1% |
1.0961 |
| High |
1.1025 |
1.1025 |
0.0000 |
0.0% |
1.1025 |
| Low |
1.0977 |
1.0952 |
-0.0025 |
-0.2% |
1.0905 |
| Close |
1.1018 |
1.0960 |
-0.0058 |
-0.5% |
1.0960 |
| Range |
0.0048 |
0.0073 |
0.0025 |
52.1% |
0.0120 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.6% |
0.0000 |
| Volume |
22,632 |
27,684 |
5,052 |
22.3% |
106,199 |
|
| Daily Pivots for day following 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1198 |
1.1152 |
1.1000 |
|
| R3 |
1.1125 |
1.1079 |
1.0980 |
|
| R2 |
1.1052 |
1.1052 |
1.0973 |
|
| R1 |
1.1006 |
1.1006 |
1.0967 |
1.0993 |
| PP |
1.0979 |
1.0979 |
1.0979 |
1.0972 |
| S1 |
1.0933 |
1.0933 |
1.0953 |
1.0920 |
| S2 |
1.0906 |
1.0906 |
1.0947 |
|
| S3 |
1.0833 |
1.0860 |
1.0940 |
|
| S4 |
1.0760 |
1.0787 |
1.0920 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1323 |
1.1262 |
1.1026 |
|
| R3 |
1.1203 |
1.1142 |
1.0993 |
|
| R2 |
1.1083 |
1.1083 |
1.0982 |
|
| R1 |
1.1022 |
1.1022 |
1.0971 |
1.0993 |
| PP |
1.0963 |
1.0963 |
1.0963 |
1.0949 |
| S1 |
1.0902 |
1.0902 |
1.0949 |
1.0873 |
| S2 |
1.0843 |
1.0843 |
1.0938 |
|
| S3 |
1.0723 |
1.0782 |
1.0927 |
|
| S4 |
1.0603 |
1.0662 |
1.0894 |
|
|
| 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% |
0.0069 |
0.6% |
46% |
True |
False |
21,239 |
| 10 |
1.1025 |
1.0868 |
0.0157 |
1.4% |
0.0065 |
0.6% |
59% |
True |
False |
19,340 |
| 20 |
1.1025 |
1.0614 |
0.0411 |
3.8% |
0.0067 |
0.6% |
84% |
True |
False |
18,679 |
| 40 |
1.1025 |
1.0576 |
0.0449 |
4.1% |
0.0071 |
0.6% |
86% |
True |
False |
18,550 |
| 60 |
1.1307 |
1.0576 |
0.0731 |
6.7% |
0.0071 |
0.7% |
53% |
False |
False |
12,489 |
| 80 |
1.1469 |
1.0576 |
0.0893 |
8.1% |
0.0069 |
0.6% |
43% |
False |
False |
9,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1335 |
|
2.618 |
1.1216 |
|
1.618 |
1.1143 |
|
1.000 |
1.1098 |
|
0.618 |
1.1070 |
|
HIGH |
1.1025 |
|
0.618 |
1.0997 |
|
0.500 |
1.0989 |
|
0.382 |
1.0980 |
|
LOW |
1.0952 |
|
0.618 |
1.0907 |
|
1.000 |
1.0879 |
|
1.618 |
1.0834 |
|
2.618 |
1.0761 |
|
4.250 |
1.0642 |
|
|
| Fisher Pivots for day following 30-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0989 |
1.0965 |
| PP |
1.0979 |
1.0963 |
| S1 |
1.0970 |
1.0962 |
|