CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 03-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2021 |
03-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1017 |
1.0969 |
-0.0048 |
-0.4% |
1.0961 |
| High |
1.1025 |
1.1009 |
-0.0016 |
-0.1% |
1.1025 |
| Low |
1.0952 |
1.0943 |
-0.0009 |
-0.1% |
1.0905 |
| Close |
1.0960 |
1.0988 |
0.0028 |
0.3% |
1.0960 |
| Range |
0.0073 |
0.0066 |
-0.0007 |
-9.6% |
0.0120 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
27,684 |
18,866 |
-8,818 |
-31.9% |
106,199 |
|
| Daily Pivots for day following 03-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1178 |
1.1149 |
1.1024 |
|
| R3 |
1.1112 |
1.1083 |
1.1006 |
|
| R2 |
1.1046 |
1.1046 |
1.1000 |
|
| R1 |
1.1017 |
1.1017 |
1.0994 |
1.1032 |
| PP |
1.0980 |
1.0980 |
1.0980 |
1.0987 |
| S1 |
1.0951 |
1.0951 |
1.0982 |
1.0966 |
| S2 |
1.0914 |
1.0914 |
1.0976 |
|
| S3 |
1.0848 |
1.0885 |
1.0970 |
|
| S4 |
1.0782 |
1.0819 |
1.0952 |
|
|
| 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% |
0.0071 |
0.6% |
69% |
False |
False |
21,832 |
| 10 |
1.1025 |
1.0890 |
0.0135 |
1.2% |
0.0062 |
0.6% |
73% |
False |
False |
18,968 |
| 20 |
1.1025 |
1.0661 |
0.0364 |
3.3% |
0.0066 |
0.6% |
90% |
False |
False |
19,022 |
| 40 |
1.1025 |
1.0576 |
0.0449 |
4.1% |
0.0071 |
0.6% |
92% |
False |
False |
18,931 |
| 60 |
1.1307 |
1.0576 |
0.0731 |
6.7% |
0.0071 |
0.6% |
56% |
False |
False |
12,799 |
| 80 |
1.1446 |
1.0576 |
0.0870 |
7.9% |
0.0069 |
0.6% |
47% |
False |
False |
9,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1290 |
|
2.618 |
1.1182 |
|
1.618 |
1.1116 |
|
1.000 |
1.1075 |
|
0.618 |
1.1050 |
|
HIGH |
1.1009 |
|
0.618 |
1.0984 |
|
0.500 |
1.0976 |
|
0.382 |
1.0968 |
|
LOW |
1.0943 |
|
0.618 |
1.0902 |
|
1.000 |
1.0877 |
|
1.618 |
1.0836 |
|
2.618 |
1.0770 |
|
4.250 |
1.0663 |
|
|
| Fisher Pivots for day following 03-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0984 |
1.0987 |
| PP |
1.0980 |
1.0985 |
| S1 |
1.0976 |
1.0984 |
|