CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1145 |
1.1149 |
0.0004 |
0.0% |
1.1141 |
| High |
1.1164 |
1.1155 |
-0.0009 |
-0.1% |
1.1203 |
| Low |
1.1104 |
1.1078 |
-0.0026 |
-0.2% |
1.1078 |
| Close |
1.1153 |
1.1121 |
-0.0032 |
-0.3% |
1.1121 |
| Range |
0.0060 |
0.0077 |
0.0017 |
28.3% |
0.0125 |
| ATR |
0.0067 |
0.0067 |
0.0001 |
1.1% |
0.0000 |
| Volume |
23,177 |
22,175 |
-1,002 |
-4.3% |
98,201 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1349 |
1.1312 |
1.1163 |
|
| R3 |
1.1272 |
1.1235 |
1.1142 |
|
| R2 |
1.1195 |
1.1195 |
1.1135 |
|
| R1 |
1.1158 |
1.1158 |
1.1128 |
1.1138 |
| PP |
1.1118 |
1.1118 |
1.1118 |
1.1108 |
| S1 |
1.1081 |
1.1081 |
1.1114 |
1.1061 |
| S2 |
1.1041 |
1.1041 |
1.1107 |
|
| S3 |
1.0964 |
1.1004 |
1.1100 |
|
| S4 |
1.0887 |
1.0927 |
1.1079 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1509 |
1.1440 |
1.1190 |
|
| R3 |
1.1384 |
1.1315 |
1.1155 |
|
| R2 |
1.1259 |
1.1259 |
1.1144 |
|
| R1 |
1.1190 |
1.1190 |
1.1132 |
1.1162 |
| PP |
1.1134 |
1.1134 |
1.1134 |
1.1120 |
| S1 |
1.1065 |
1.1065 |
1.1110 |
1.1037 |
| S2 |
1.1009 |
1.1009 |
1.1098 |
|
| S3 |
1.0884 |
1.0940 |
1.1087 |
|
| S4 |
1.0759 |
1.0815 |
1.1052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1203 |
1.1078 |
0.0125 |
1.1% |
0.0061 |
0.6% |
34% |
False |
True |
19,640 |
| 10 |
1.1203 |
1.1060 |
0.0143 |
1.3% |
0.0068 |
0.6% |
43% |
False |
False |
20,417 |
| 20 |
1.1203 |
1.0923 |
0.0280 |
2.5% |
0.0067 |
0.6% |
71% |
False |
False |
20,479 |
| 40 |
1.1203 |
1.0614 |
0.0589 |
5.3% |
0.0067 |
0.6% |
86% |
False |
False |
19,579 |
| 60 |
1.1203 |
1.0576 |
0.0627 |
5.6% |
0.0070 |
0.6% |
87% |
False |
False |
19,193 |
| 80 |
1.1307 |
1.0576 |
0.0731 |
6.6% |
0.0070 |
0.6% |
75% |
False |
False |
14,486 |
| 100 |
1.1469 |
1.0576 |
0.0893 |
8.0% |
0.0069 |
0.6% |
61% |
False |
False |
11,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1482 |
|
2.618 |
1.1357 |
|
1.618 |
1.1280 |
|
1.000 |
1.1232 |
|
0.618 |
1.1203 |
|
HIGH |
1.1155 |
|
0.618 |
1.1126 |
|
0.500 |
1.1117 |
|
0.382 |
1.1107 |
|
LOW |
1.1078 |
|
0.618 |
1.1030 |
|
1.000 |
1.1001 |
|
1.618 |
1.0953 |
|
2.618 |
1.0876 |
|
4.250 |
1.0751 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1120 |
1.1134 |
| PP |
1.1118 |
1.1129 |
| S1 |
1.1117 |
1.1125 |
|