CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 12-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2021 |
12-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1108 |
1.1077 |
-0.0031 |
-0.3% |
1.0969 |
| High |
1.1119 |
1.1083 |
-0.0036 |
-0.3% |
1.1116 |
| Low |
1.1072 |
1.1004 |
-0.0068 |
-0.6% |
1.0923 |
| Close |
1.1079 |
1.1021 |
-0.0058 |
-0.5% |
1.1108 |
| Range |
0.0047 |
0.0079 |
0.0032 |
68.1% |
0.0193 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.3% |
0.0000 |
| Volume |
20,954 |
23,796 |
2,842 |
13.6% |
105,550 |
|
| Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1273 |
1.1226 |
1.1064 |
|
| R3 |
1.1194 |
1.1147 |
1.1043 |
|
| R2 |
1.1115 |
1.1115 |
1.1035 |
|
| R1 |
1.1068 |
1.1068 |
1.1028 |
1.1052 |
| PP |
1.1036 |
1.1036 |
1.1036 |
1.1028 |
| S1 |
1.0989 |
1.0989 |
1.1014 |
1.0973 |
| S2 |
1.0957 |
1.0957 |
1.1007 |
|
| S3 |
1.0878 |
1.0910 |
1.0999 |
|
| S4 |
1.0799 |
1.0831 |
1.0978 |
|
|
| 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 |
1.0945 |
0.0193 |
1.8% |
0.0074 |
0.7% |
39% |
False |
False |
22,915 |
| 10 |
1.1138 |
1.0923 |
0.0215 |
2.0% |
0.0067 |
0.6% |
46% |
False |
False |
22,066 |
| 20 |
1.1138 |
1.0832 |
0.0306 |
2.8% |
0.0065 |
0.6% |
62% |
False |
False |
19,672 |
| 40 |
1.1138 |
1.0576 |
0.0562 |
5.1% |
0.0070 |
0.6% |
79% |
False |
False |
19,614 |
| 60 |
1.1236 |
1.0576 |
0.0660 |
6.0% |
0.0073 |
0.7% |
67% |
False |
False |
15,291 |
| 80 |
1.1359 |
1.0576 |
0.0783 |
7.1% |
0.0069 |
0.6% |
57% |
False |
False |
11,509 |
| 100 |
1.1469 |
1.0576 |
0.0893 |
8.1% |
0.0067 |
0.6% |
50% |
False |
False |
9,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1419 |
|
2.618 |
1.1290 |
|
1.618 |
1.1211 |
|
1.000 |
1.1162 |
|
0.618 |
1.1132 |
|
HIGH |
1.1083 |
|
0.618 |
1.1053 |
|
0.500 |
1.1044 |
|
0.382 |
1.1034 |
|
LOW |
1.1004 |
|
0.618 |
1.0955 |
|
1.000 |
1.0925 |
|
1.618 |
1.0876 |
|
2.618 |
1.0797 |
|
4.250 |
1.0668 |
|
|
| Fisher Pivots for day following 12-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1044 |
1.1071 |
| PP |
1.1036 |
1.1054 |
| S1 |
1.1029 |
1.1038 |
|