CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 10-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2021 |
10-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1027 |
1.1118 |
0.0091 |
0.8% |
1.0969 |
| High |
1.1116 |
1.1138 |
0.0022 |
0.2% |
1.1116 |
| Low |
1.1007 |
1.1096 |
0.0089 |
0.8% |
1.0923 |
| Close |
1.1108 |
1.1113 |
0.0005 |
0.0% |
1.1108 |
| Range |
0.0109 |
0.0042 |
-0.0067 |
-61.5% |
0.0193 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
27,610 |
20,047 |
-7,563 |
-27.4% |
105,550 |
|
| Daily Pivots for day following 10-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1242 |
1.1219 |
1.1136 |
|
| R3 |
1.1200 |
1.1177 |
1.1125 |
|
| R2 |
1.1158 |
1.1158 |
1.1121 |
|
| R1 |
1.1135 |
1.1135 |
1.1117 |
1.1126 |
| PP |
1.1116 |
1.1116 |
1.1116 |
1.1111 |
| S1 |
1.1093 |
1.1093 |
1.1109 |
1.1084 |
| S2 |
1.1074 |
1.1074 |
1.1105 |
|
| S3 |
1.1032 |
1.1051 |
1.1101 |
|
| S4 |
1.0990 |
1.1009 |
1.1090 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1628 |
1.1561 |
1.1214 |
|
| R3 |
1.1435 |
1.1368 |
1.1161 |
|
| R2 |
1.1242 |
1.1242 |
1.1143 |
|
| R1 |
1.1175 |
1.1175 |
1.1126 |
1.1209 |
| PP |
1.1049 |
1.1049 |
1.1049 |
1.1066 |
| S1 |
1.0982 |
1.0982 |
1.1090 |
1.1016 |
| S2 |
1.0856 |
1.0856 |
1.1073 |
|
| S3 |
1.0663 |
1.0789 |
1.1055 |
|
| S4 |
1.0470 |
1.0596 |
1.1002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1138 |
1.0923 |
0.0215 |
1.9% |
0.0071 |
0.6% |
88% |
True |
False |
21,346 |
| 10 |
1.1138 |
1.0905 |
0.0233 |
2.1% |
0.0071 |
0.6% |
89% |
True |
False |
21,589 |
| 20 |
1.1138 |
1.0817 |
0.0321 |
2.9% |
0.0066 |
0.6% |
92% |
True |
False |
19,230 |
| 40 |
1.1138 |
1.0576 |
0.0562 |
5.1% |
0.0069 |
0.6% |
96% |
True |
False |
19,333 |
| 60 |
1.1307 |
1.0576 |
0.0731 |
6.6% |
0.0073 |
0.7% |
73% |
False |
False |
14,569 |
| 80 |
1.1359 |
1.0576 |
0.0783 |
7.0% |
0.0069 |
0.6% |
69% |
False |
False |
10,950 |
| 100 |
1.1469 |
1.0576 |
0.0893 |
8.0% |
0.0067 |
0.6% |
60% |
False |
False |
8,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1317 |
|
2.618 |
1.1248 |
|
1.618 |
1.1206 |
|
1.000 |
1.1180 |
|
0.618 |
1.1164 |
|
HIGH |
1.1138 |
|
0.618 |
1.1122 |
|
0.500 |
1.1117 |
|
0.382 |
1.1112 |
|
LOW |
1.1096 |
|
0.618 |
1.1070 |
|
1.000 |
1.1054 |
|
1.618 |
1.1028 |
|
2.618 |
1.0986 |
|
4.250 |
1.0918 |
|
|
| Fisher Pivots for day following 10-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1117 |
1.1089 |
| PP |
1.1116 |
1.1065 |
| S1 |
1.1114 |
1.1042 |
|