CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 13-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2021 |
13-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1077 |
1.1008 |
-0.0069 |
-0.6% |
1.0969 |
| High |
1.1083 |
1.1056 |
-0.0027 |
-0.2% |
1.1116 |
| Low |
1.1004 |
1.1005 |
0.0001 |
0.0% |
1.0923 |
| Close |
1.1021 |
1.1042 |
0.0021 |
0.2% |
1.1108 |
| Range |
0.0079 |
0.0051 |
-0.0028 |
-35.4% |
0.0193 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
23,796 |
16,924 |
-6,872 |
-28.9% |
105,550 |
|
| Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1187 |
1.1166 |
1.1070 |
|
| R3 |
1.1136 |
1.1115 |
1.1056 |
|
| R2 |
1.1085 |
1.1085 |
1.1051 |
|
| R1 |
1.1064 |
1.1064 |
1.1047 |
1.1075 |
| PP |
1.1034 |
1.1034 |
1.1034 |
1.1040 |
| S1 |
1.1013 |
1.1013 |
1.1037 |
1.1024 |
| S2 |
1.0983 |
1.0983 |
1.1033 |
|
| S3 |
1.0932 |
1.0962 |
1.1028 |
|
| S4 |
1.0881 |
1.0911 |
1.1014 |
|
|
| 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 |
1.1004 |
0.0134 |
1.2% |
0.0066 |
0.6% |
28% |
False |
False |
21,866 |
| 10 |
1.1138 |
1.0923 |
0.0215 |
1.9% |
0.0067 |
0.6% |
55% |
False |
False |
21,495 |
| 20 |
1.1138 |
1.0844 |
0.0294 |
2.7% |
0.0066 |
0.6% |
67% |
False |
False |
19,792 |
| 40 |
1.1138 |
1.0576 |
0.0562 |
5.1% |
0.0068 |
0.6% |
83% |
False |
False |
19,426 |
| 60 |
1.1227 |
1.0576 |
0.0651 |
5.9% |
0.0072 |
0.7% |
72% |
False |
False |
15,571 |
| 80 |
1.1359 |
1.0576 |
0.0783 |
7.1% |
0.0068 |
0.6% |
60% |
False |
False |
11,720 |
| 100 |
1.1469 |
1.0576 |
0.0893 |
8.1% |
0.0067 |
0.6% |
52% |
False |
False |
9,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1273 |
|
2.618 |
1.1190 |
|
1.618 |
1.1139 |
|
1.000 |
1.1107 |
|
0.618 |
1.1088 |
|
HIGH |
1.1056 |
|
0.618 |
1.1037 |
|
0.500 |
1.1031 |
|
0.382 |
1.1024 |
|
LOW |
1.1005 |
|
0.618 |
1.0973 |
|
1.000 |
1.0954 |
|
1.618 |
1.0922 |
|
2.618 |
1.0871 |
|
4.250 |
1.0788 |
|
|
| Fisher Pivots for day following 13-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1038 |
1.1062 |
| PP |
1.1034 |
1.1055 |
| S1 |
1.1031 |
1.1049 |
|