CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 24-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1153 |
1.1141 |
-0.0012 |
-0.1% |
1.1099 |
| High |
1.1174 |
1.1170 |
-0.0004 |
0.0% |
1.1174 |
| Low |
1.1116 |
1.1113 |
-0.0003 |
0.0% |
1.1060 |
| Close |
1.1141 |
1.1156 |
0.0015 |
0.1% |
1.1141 |
| Range |
0.0058 |
0.0057 |
-0.0001 |
-1.7% |
0.0114 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
22,633 |
15,241 |
-7,392 |
-32.7% |
105,969 |
|
| Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1317 |
1.1294 |
1.1187 |
|
| R3 |
1.1260 |
1.1237 |
1.1172 |
|
| R2 |
1.1203 |
1.1203 |
1.1166 |
|
| R1 |
1.1180 |
1.1180 |
1.1161 |
1.1192 |
| PP |
1.1146 |
1.1146 |
1.1146 |
1.1152 |
| S1 |
1.1123 |
1.1123 |
1.1151 |
1.1135 |
| S2 |
1.1089 |
1.1089 |
1.1146 |
|
| S3 |
1.1032 |
1.1066 |
1.1140 |
|
| S4 |
1.0975 |
1.1009 |
1.1125 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1467 |
1.1418 |
1.1204 |
|
| R3 |
1.1353 |
1.1304 |
1.1172 |
|
| R2 |
1.1239 |
1.1239 |
1.1162 |
|
| R1 |
1.1190 |
1.1190 |
1.1151 |
1.1215 |
| PP |
1.1125 |
1.1125 |
1.1125 |
1.1137 |
| S1 |
1.1076 |
1.1076 |
1.1131 |
1.1101 |
| S2 |
1.1011 |
1.1011 |
1.1120 |
|
| S3 |
1.0897 |
1.0962 |
1.1110 |
|
| S4 |
1.0783 |
1.0848 |
1.1078 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1174 |
1.1060 |
0.0114 |
1.0% |
0.0079 |
0.7% |
84% |
False |
False |
21,222 |
| 10 |
1.1174 |
1.1004 |
0.0170 |
1.5% |
0.0068 |
0.6% |
89% |
False |
False |
20,102 |
| 20 |
1.1174 |
1.0905 |
0.0269 |
2.4% |
0.0069 |
0.6% |
93% |
False |
False |
20,845 |
| 40 |
1.1174 |
1.0576 |
0.0598 |
5.4% |
0.0067 |
0.6% |
97% |
False |
False |
19,297 |
| 60 |
1.1174 |
1.0576 |
0.0598 |
5.4% |
0.0072 |
0.6% |
97% |
False |
False |
17,874 |
| 80 |
1.1310 |
1.0576 |
0.0734 |
6.6% |
0.0070 |
0.6% |
79% |
False |
False |
13,461 |
| 100 |
1.1469 |
1.0576 |
0.0893 |
8.0% |
0.0069 |
0.6% |
65% |
False |
False |
10,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1412 |
|
2.618 |
1.1319 |
|
1.618 |
1.1262 |
|
1.000 |
1.1227 |
|
0.618 |
1.1205 |
|
HIGH |
1.1170 |
|
0.618 |
1.1148 |
|
0.500 |
1.1142 |
|
0.382 |
1.1135 |
|
LOW |
1.1113 |
|
0.618 |
1.1078 |
|
1.000 |
1.1056 |
|
1.618 |
1.1021 |
|
2.618 |
1.0964 |
|
4.250 |
1.0871 |
|
|
| Fisher Pivots for day following 24-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1151 |
1.1143 |
| PP |
1.1146 |
1.1130 |
| S1 |
1.1142 |
1.1117 |
|