CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 17-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1045 |
1.1099 |
0.0054 |
0.5% |
1.1118 |
| High |
1.1104 |
1.1117 |
0.0013 |
0.1% |
1.1138 |
| Low |
1.1040 |
1.1078 |
0.0038 |
0.3% |
1.1004 |
| Close |
1.1092 |
1.1091 |
-0.0001 |
0.0% |
1.1092 |
| Range |
0.0064 |
0.0039 |
-0.0025 |
-39.1% |
0.0134 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
18,143 |
15,099 |
-3,044 |
-16.8% |
99,864 |
|
| Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1212 |
1.1191 |
1.1112 |
|
| R3 |
1.1173 |
1.1152 |
1.1102 |
|
| R2 |
1.1134 |
1.1134 |
1.1098 |
|
| R1 |
1.1113 |
1.1113 |
1.1095 |
1.1104 |
| PP |
1.1095 |
1.1095 |
1.1095 |
1.1091 |
| S1 |
1.1074 |
1.1074 |
1.1087 |
1.1065 |
| S2 |
1.1056 |
1.1056 |
1.1084 |
|
| S3 |
1.1017 |
1.1035 |
1.1080 |
|
| S4 |
1.0978 |
1.0996 |
1.1070 |
|
|
| 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 |
1.1119 |
1.1004 |
0.0115 |
1.0% |
0.0056 |
0.5% |
76% |
False |
False |
18,983 |
| 10 |
1.1138 |
1.0923 |
0.0215 |
1.9% |
0.0063 |
0.6% |
78% |
False |
False |
20,164 |
| 20 |
1.1138 |
1.0890 |
0.0248 |
2.2% |
0.0062 |
0.6% |
81% |
False |
False |
19,566 |
| 40 |
1.1138 |
1.0576 |
0.0562 |
5.1% |
0.0067 |
0.6% |
92% |
False |
False |
19,098 |
| 60 |
1.1207 |
1.0576 |
0.0631 |
5.7% |
0.0072 |
0.7% |
82% |
False |
False |
16,124 |
| 80 |
1.1359 |
1.0576 |
0.0783 |
7.1% |
0.0068 |
0.6% |
66% |
False |
False |
12,136 |
| 100 |
1.1469 |
1.0576 |
0.0893 |
8.1% |
0.0067 |
0.6% |
58% |
False |
False |
9,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1283 |
|
2.618 |
1.1219 |
|
1.618 |
1.1180 |
|
1.000 |
1.1156 |
|
0.618 |
1.1141 |
|
HIGH |
1.1117 |
|
0.618 |
1.1102 |
|
0.500 |
1.1098 |
|
0.382 |
1.1093 |
|
LOW |
1.1078 |
|
0.618 |
1.1054 |
|
1.000 |
1.1039 |
|
1.618 |
1.1015 |
|
2.618 |
1.0976 |
|
4.250 |
1.0912 |
|
|
| Fisher Pivots for day following 17-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1098 |
1.1081 |
| PP |
1.1095 |
1.1071 |
| S1 |
1.1093 |
1.1061 |
|