CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 05-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2021 |
05-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0984 |
1.0956 |
-0.0028 |
-0.3% |
1.0961 |
| High |
1.0988 |
1.0974 |
-0.0014 |
-0.1% |
1.1025 |
| Low |
1.0928 |
1.0923 |
-0.0005 |
0.0% |
1.0905 |
| Close |
1.0958 |
1.0958 |
0.0000 |
0.0% |
1.0960 |
| Range |
0.0060 |
0.0051 |
-0.0009 |
-15.0% |
0.0120 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
20,561 |
16,342 |
-4,219 |
-20.5% |
106,199 |
|
| Daily Pivots for day following 05-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.1082 |
1.0986 |
|
| R3 |
1.1054 |
1.1031 |
1.0972 |
|
| R2 |
1.1003 |
1.1003 |
1.0967 |
|
| R1 |
1.0980 |
1.0980 |
1.0963 |
1.0992 |
| PP |
1.0952 |
1.0952 |
1.0952 |
1.0957 |
| S1 |
1.0929 |
1.0929 |
1.0953 |
1.0941 |
| S2 |
1.0901 |
1.0901 |
1.0949 |
|
| S3 |
1.0850 |
1.0878 |
1.0944 |
|
| S4 |
1.0799 |
1.0827 |
1.0930 |
|
|
| 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 |
1.0923 |
0.0102 |
0.9% |
0.0060 |
0.5% |
34% |
False |
True |
21,217 |
| 10 |
1.1025 |
1.0895 |
0.0130 |
1.2% |
0.0063 |
0.6% |
48% |
False |
False |
19,655 |
| 20 |
1.1025 |
1.0769 |
0.0256 |
2.3% |
0.0063 |
0.6% |
74% |
False |
False |
18,729 |
| 40 |
1.1025 |
1.0576 |
0.0449 |
4.1% |
0.0069 |
0.6% |
85% |
False |
False |
19,487 |
| 60 |
1.1307 |
1.0576 |
0.0731 |
6.7% |
0.0071 |
0.6% |
52% |
False |
False |
13,412 |
| 80 |
1.1359 |
1.0576 |
0.0783 |
7.1% |
0.0068 |
0.6% |
49% |
False |
False |
10,078 |
| 100 |
1.1469 |
1.0576 |
0.0893 |
8.1% |
0.0065 |
0.6% |
43% |
False |
False |
8,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1191 |
|
2.618 |
1.1108 |
|
1.618 |
1.1057 |
|
1.000 |
1.1025 |
|
0.618 |
1.1006 |
|
HIGH |
1.0974 |
|
0.618 |
1.0955 |
|
0.500 |
1.0949 |
|
0.382 |
1.0942 |
|
LOW |
1.0923 |
|
0.618 |
1.0891 |
|
1.000 |
1.0872 |
|
1.618 |
1.0840 |
|
2.618 |
1.0789 |
|
4.250 |
1.0706 |
|
|
| Fisher Pivots for day following 05-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0955 |
1.0966 |
| PP |
1.0952 |
1.0963 |
| S1 |
1.0949 |
1.0961 |
|