CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 25-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2021 |
25-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1141 |
1.1154 |
0.0013 |
0.1% |
1.1099 |
| High |
1.1170 |
1.1203 |
0.0033 |
0.3% |
1.1174 |
| Low |
1.1113 |
1.1148 |
0.0035 |
0.3% |
1.1060 |
| Close |
1.1156 |
1.1177 |
0.0021 |
0.2% |
1.1141 |
| Range |
0.0057 |
0.0055 |
-0.0002 |
-3.5% |
0.0114 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
15,241 |
19,419 |
4,178 |
27.4% |
105,969 |
|
| Daily Pivots for day following 25-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1341 |
1.1314 |
1.1207 |
|
| R3 |
1.1286 |
1.1259 |
1.1192 |
|
| R2 |
1.1231 |
1.1231 |
1.1187 |
|
| R1 |
1.1204 |
1.1204 |
1.1182 |
1.1218 |
| PP |
1.1176 |
1.1176 |
1.1176 |
1.1183 |
| S1 |
1.1149 |
1.1149 |
1.1172 |
1.1163 |
| S2 |
1.1121 |
1.1121 |
1.1167 |
|
| S3 |
1.1066 |
1.1094 |
1.1162 |
|
| S4 |
1.1011 |
1.1039 |
1.1147 |
|
|
| 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 |
1.1203 |
1.1060 |
0.0143 |
1.3% |
0.0072 |
0.6% |
82% |
True |
False |
20,491 |
| 10 |
1.1203 |
1.1004 |
0.0199 |
1.8% |
0.0068 |
0.6% |
87% |
True |
False |
19,949 |
| 20 |
1.1203 |
1.0905 |
0.0298 |
2.7% |
0.0069 |
0.6% |
91% |
True |
False |
20,989 |
| 40 |
1.1203 |
1.0576 |
0.0627 |
5.6% |
0.0067 |
0.6% |
96% |
True |
False |
19,420 |
| 60 |
1.1203 |
1.0576 |
0.0627 |
5.6% |
0.0071 |
0.6% |
96% |
True |
False |
18,170 |
| 80 |
1.1307 |
1.0576 |
0.0731 |
6.5% |
0.0070 |
0.6% |
82% |
False |
False |
13,703 |
| 100 |
1.1469 |
1.0576 |
0.0893 |
8.0% |
0.0069 |
0.6% |
67% |
False |
False |
10,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1437 |
|
2.618 |
1.1347 |
|
1.618 |
1.1292 |
|
1.000 |
1.1258 |
|
0.618 |
1.1237 |
|
HIGH |
1.1203 |
|
0.618 |
1.1182 |
|
0.500 |
1.1176 |
|
0.382 |
1.1169 |
|
LOW |
1.1148 |
|
0.618 |
1.1114 |
|
1.000 |
1.1093 |
|
1.618 |
1.1059 |
|
2.618 |
1.1004 |
|
4.250 |
1.0914 |
|
|
| Fisher Pivots for day following 25-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1177 |
1.1171 |
| PP |
1.1176 |
1.1164 |
| S1 |
1.1176 |
1.1158 |
|