CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 19-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1082 |
1.1155 |
0.0073 |
0.7% |
1.1118 |
| High |
1.1168 |
1.1157 |
-0.0011 |
-0.1% |
1.1138 |
| Low |
1.1076 |
1.1060 |
-0.0016 |
-0.1% |
1.1004 |
| Close |
1.1163 |
1.1071 |
-0.0092 |
-0.8% |
1.1092 |
| Range |
0.0092 |
0.0097 |
0.0005 |
5.4% |
0.0134 |
| ATR |
0.0067 |
0.0069 |
0.0003 |
3.9% |
0.0000 |
| Volume |
23,073 |
27,091 |
4,018 |
17.4% |
99,864 |
|
| Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1387 |
1.1326 |
1.1124 |
|
| R3 |
1.1290 |
1.1229 |
1.1098 |
|
| R2 |
1.1193 |
1.1193 |
1.1089 |
|
| R1 |
1.1132 |
1.1132 |
1.1080 |
1.1114 |
| PP |
1.1096 |
1.1096 |
1.1096 |
1.1087 |
| S1 |
1.1035 |
1.1035 |
1.1062 |
1.1017 |
| S2 |
1.0999 |
1.0999 |
1.1053 |
|
| S3 |
1.0902 |
1.0938 |
1.1044 |
|
| S4 |
1.0805 |
1.0841 |
1.1018 |
|
|
| 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 |
1.1168 |
1.1005 |
0.0163 |
1.5% |
0.0069 |
0.6% |
40% |
False |
False |
20,066 |
| 10 |
1.1168 |
1.0945 |
0.0223 |
2.0% |
0.0071 |
0.6% |
57% |
False |
False |
21,490 |
| 20 |
1.1168 |
1.0895 |
0.0273 |
2.5% |
0.0067 |
0.6% |
64% |
False |
False |
20,573 |
| 40 |
1.1168 |
1.0576 |
0.0592 |
5.3% |
0.0065 |
0.6% |
84% |
False |
False |
19,062 |
| 60 |
1.1168 |
1.0576 |
0.0592 |
5.3% |
0.0072 |
0.6% |
84% |
False |
False |
16,958 |
| 80 |
1.1329 |
1.0576 |
0.0753 |
6.8% |
0.0069 |
0.6% |
66% |
False |
False |
12,762 |
| 100 |
1.1469 |
1.0576 |
0.0893 |
8.1% |
0.0068 |
0.6% |
55% |
False |
False |
10,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1569 |
|
2.618 |
1.1411 |
|
1.618 |
1.1314 |
|
1.000 |
1.1254 |
|
0.618 |
1.1217 |
|
HIGH |
1.1157 |
|
0.618 |
1.1120 |
|
0.500 |
1.1109 |
|
0.382 |
1.1097 |
|
LOW |
1.1060 |
|
0.618 |
1.1000 |
|
1.000 |
1.0963 |
|
1.618 |
1.0903 |
|
2.618 |
1.0806 |
|
4.250 |
1.0648 |
|
|
| Fisher Pivots for day following 19-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1109 |
1.1114 |
| PP |
1.1096 |
1.1100 |
| S1 |
1.1084 |
1.1085 |
|