CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 14-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2021 |
14-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1008 |
1.1045 |
0.0037 |
0.3% |
1.1118 |
| High |
1.1056 |
1.1104 |
0.0048 |
0.4% |
1.1138 |
| Low |
1.1005 |
1.1040 |
0.0035 |
0.3% |
1.1004 |
| Close |
1.1042 |
1.1092 |
0.0050 |
0.5% |
1.1092 |
| Range |
0.0051 |
0.0064 |
0.0013 |
25.5% |
0.0134 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
16,924 |
18,143 |
1,219 |
7.2% |
99,864 |
|
| Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1271 |
1.1245 |
1.1127 |
|
| R3 |
1.1207 |
1.1181 |
1.1110 |
|
| R2 |
1.1143 |
1.1143 |
1.1104 |
|
| R1 |
1.1117 |
1.1117 |
1.1098 |
1.1130 |
| PP |
1.1079 |
1.1079 |
1.1079 |
1.1085 |
| S1 |
1.1053 |
1.1053 |
1.1086 |
1.1066 |
| S2 |
1.1015 |
1.1015 |
1.1080 |
|
| S3 |
1.0951 |
1.0989 |
1.1074 |
|
| S4 |
1.0887 |
1.0925 |
1.1057 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1480 |
1.1420 |
1.1166 |
|
| R3 |
1.1346 |
1.1286 |
1.1129 |
|
| R2 |
1.1212 |
1.1212 |
1.1117 |
|
| R1 |
1.1152 |
1.1152 |
1.1104 |
1.1115 |
| PP |
1.1078 |
1.1078 |
1.1078 |
1.1060 |
| S1 |
1.1018 |
1.1018 |
1.1080 |
1.0981 |
| S2 |
1.0944 |
1.0944 |
1.1067 |
|
| S3 |
1.0810 |
1.0884 |
1.1055 |
|
| S4 |
1.0676 |
1.0750 |
1.1018 |
|
|
| 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% |
0.0057 |
0.5% |
66% |
False |
False |
19,972 |
| 10 |
1.1138 |
1.0923 |
0.0215 |
1.9% |
0.0066 |
0.6% |
79% |
False |
False |
20,541 |
| 20 |
1.1138 |
1.0868 |
0.0270 |
2.4% |
0.0066 |
0.6% |
83% |
False |
False |
19,941 |
| 40 |
1.1138 |
1.0576 |
0.0562 |
5.1% |
0.0068 |
0.6% |
92% |
False |
False |
19,182 |
| 60 |
1.1227 |
1.0576 |
0.0651 |
5.9% |
0.0073 |
0.7% |
79% |
False |
False |
15,873 |
| 80 |
1.1359 |
1.0576 |
0.0783 |
7.1% |
0.0068 |
0.6% |
66% |
False |
False |
11,947 |
| 100 |
1.1469 |
1.0576 |
0.0893 |
8.1% |
0.0067 |
0.6% |
58% |
False |
False |
9,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1376 |
|
2.618 |
1.1272 |
|
1.618 |
1.1208 |
|
1.000 |
1.1168 |
|
0.618 |
1.1144 |
|
HIGH |
1.1104 |
|
0.618 |
1.1080 |
|
0.500 |
1.1072 |
|
0.382 |
1.1064 |
|
LOW |
1.1040 |
|
0.618 |
1.1000 |
|
1.000 |
1.0976 |
|
1.618 |
1.0936 |
|
2.618 |
1.0872 |
|
4.250 |
1.0768 |
|
|
| Fisher Pivots for day following 14-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1085 |
1.1079 |
| PP |
1.1079 |
1.1067 |
| S1 |
1.1072 |
1.1054 |
|