CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 06-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2021 |
06-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0956 |
1.0962 |
0.0006 |
0.1% |
1.0961 |
| High |
1.0974 |
1.1036 |
0.0062 |
0.6% |
1.1025 |
| Low |
1.0923 |
1.0945 |
0.0022 |
0.2% |
1.0905 |
| Close |
1.0958 |
1.1014 |
0.0056 |
0.5% |
1.0960 |
| Range |
0.0051 |
0.0091 |
0.0040 |
78.4% |
0.0120 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
2.7% |
0.0000 |
| Volume |
16,342 |
22,171 |
5,829 |
35.7% |
106,199 |
|
| Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1271 |
1.1234 |
1.1064 |
|
| R3 |
1.1180 |
1.1143 |
1.1039 |
|
| R2 |
1.1089 |
1.1089 |
1.1031 |
|
| R1 |
1.1052 |
1.1052 |
1.1022 |
1.1071 |
| PP |
1.0998 |
1.0998 |
1.0998 |
1.1008 |
| S1 |
1.0961 |
1.0961 |
1.1006 |
1.0980 |
| S2 |
1.0907 |
1.0907 |
1.0997 |
|
| S3 |
1.0816 |
1.0870 |
1.0989 |
|
| S4 |
1.0725 |
1.0779 |
1.0964 |
|
|
| 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 |
1.1036 |
1.0923 |
0.0113 |
1.0% |
0.0068 |
0.6% |
81% |
True |
False |
21,124 |
| 10 |
1.1036 |
1.0905 |
0.0131 |
1.2% |
0.0067 |
0.6% |
83% |
True |
False |
20,068 |
| 20 |
1.1036 |
1.0792 |
0.0244 |
2.2% |
0.0064 |
0.6% |
91% |
True |
False |
18,978 |
| 40 |
1.1036 |
1.0576 |
0.0460 |
4.2% |
0.0070 |
0.6% |
95% |
True |
False |
19,570 |
| 60 |
1.1307 |
1.0576 |
0.0731 |
6.6% |
0.0071 |
0.6% |
60% |
False |
False |
13,778 |
| 80 |
1.1359 |
1.0576 |
0.0783 |
7.1% |
0.0068 |
0.6% |
56% |
False |
False |
10,354 |
| 100 |
1.1469 |
1.0576 |
0.0893 |
8.1% |
0.0066 |
0.6% |
49% |
False |
False |
8,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1423 |
|
2.618 |
1.1274 |
|
1.618 |
1.1183 |
|
1.000 |
1.1127 |
|
0.618 |
1.1092 |
|
HIGH |
1.1036 |
|
0.618 |
1.1001 |
|
0.500 |
1.0991 |
|
0.382 |
1.0980 |
|
LOW |
1.0945 |
|
0.618 |
1.0889 |
|
1.000 |
1.0854 |
|
1.618 |
1.0798 |
|
2.618 |
1.0707 |
|
4.250 |
1.0558 |
|
|
| Fisher Pivots for day following 06-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1006 |
1.1003 |
| PP |
1.0998 |
1.0991 |
| S1 |
1.0991 |
1.0980 |
|