CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 26-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2021 |
26-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1154 |
1.1171 |
0.0017 |
0.2% |
1.1099 |
| High |
1.1203 |
1.1189 |
-0.0014 |
-0.1% |
1.1174 |
| Low |
1.1148 |
1.1132 |
-0.0016 |
-0.1% |
1.1060 |
| Close |
1.1177 |
1.1146 |
-0.0031 |
-0.3% |
1.1141 |
| Range |
0.0055 |
0.0057 |
0.0002 |
3.6% |
0.0114 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
19,419 |
18,189 |
-1,230 |
-6.3% |
105,969 |
|
| Daily Pivots for day following 26-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1327 |
1.1293 |
1.1177 |
|
| R3 |
1.1270 |
1.1236 |
1.1162 |
|
| R2 |
1.1213 |
1.1213 |
1.1156 |
|
| R1 |
1.1179 |
1.1179 |
1.1151 |
1.1168 |
| PP |
1.1156 |
1.1156 |
1.1156 |
1.1150 |
| S1 |
1.1122 |
1.1122 |
1.1141 |
1.1111 |
| S2 |
1.1099 |
1.1099 |
1.1136 |
|
| S3 |
1.1042 |
1.1065 |
1.1130 |
|
| S4 |
1.0985 |
1.1008 |
1.1115 |
|
|
| 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% |
0.0064 |
0.6% |
60% |
False |
False |
18,711 |
| 10 |
1.1203 |
1.1005 |
0.0198 |
1.8% |
0.0066 |
0.6% |
71% |
False |
False |
19,388 |
| 20 |
1.1203 |
1.0923 |
0.0280 |
2.5% |
0.0066 |
0.6% |
80% |
False |
False |
20,727 |
| 40 |
1.1203 |
1.0576 |
0.0627 |
5.6% |
0.0067 |
0.6% |
91% |
False |
False |
19,452 |
| 60 |
1.1203 |
1.0576 |
0.0627 |
5.6% |
0.0071 |
0.6% |
91% |
False |
False |
18,457 |
| 80 |
1.1307 |
1.0576 |
0.0731 |
6.6% |
0.0070 |
0.6% |
78% |
False |
False |
13,930 |
| 100 |
1.1469 |
1.0576 |
0.0893 |
8.0% |
0.0069 |
0.6% |
64% |
False |
False |
11,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1431 |
|
2.618 |
1.1338 |
|
1.618 |
1.1281 |
|
1.000 |
1.1246 |
|
0.618 |
1.1224 |
|
HIGH |
1.1189 |
|
0.618 |
1.1167 |
|
0.500 |
1.1161 |
|
0.382 |
1.1154 |
|
LOW |
1.1132 |
|
0.618 |
1.1097 |
|
1.000 |
1.1075 |
|
1.618 |
1.1040 |
|
2.618 |
1.0983 |
|
4.250 |
1.0890 |
|
|
| Fisher Pivots for day following 26-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1161 |
1.1158 |
| PP |
1.1156 |
1.1154 |
| S1 |
1.1151 |
1.1150 |
|