CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1117 |
1.1145 |
0.0028 |
0.3% |
1.1141 |
| High |
1.1182 |
1.1155 |
-0.0027 |
-0.2% |
1.1203 |
| Low |
1.1099 |
1.1084 |
-0.0015 |
-0.1% |
1.1078 |
| Close |
1.1156 |
1.1139 |
-0.0017 |
-0.2% |
1.1121 |
| Range |
0.0083 |
0.0071 |
-0.0012 |
-14.5% |
0.0125 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.4% |
0.0000 |
| Volume |
25,943 |
18,358 |
-7,585 |
-29.2% |
98,201 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1339 |
1.1310 |
1.1178 |
|
| R3 |
1.1268 |
1.1239 |
1.1159 |
|
| R2 |
1.1197 |
1.1197 |
1.1152 |
|
| R1 |
1.1168 |
1.1168 |
1.1146 |
1.1147 |
| PP |
1.1126 |
1.1126 |
1.1126 |
1.1116 |
| S1 |
1.1097 |
1.1097 |
1.1132 |
1.1076 |
| S2 |
1.1055 |
1.1055 |
1.1126 |
|
| S3 |
1.0984 |
1.1026 |
1.1119 |
|
| S4 |
1.0913 |
1.0955 |
1.1100 |
|
|
| 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 |
1.1189 |
1.1078 |
0.0111 |
1.0% |
0.0070 |
0.6% |
55% |
False |
False |
21,568 |
| 10 |
1.1203 |
1.1060 |
0.0143 |
1.3% |
0.0071 |
0.6% |
55% |
False |
False |
21,029 |
| 20 |
1.1203 |
1.0923 |
0.0280 |
2.5% |
0.0069 |
0.6% |
77% |
False |
False |
20,722 |
| 40 |
1.1203 |
1.0754 |
0.0449 |
4.0% |
0.0066 |
0.6% |
86% |
False |
False |
19,895 |
| 60 |
1.1203 |
1.0576 |
0.0627 |
5.6% |
0.0070 |
0.6% |
90% |
False |
False |
19,782 |
| 80 |
1.1307 |
1.0576 |
0.0731 |
6.6% |
0.0070 |
0.6% |
77% |
False |
False |
15,036 |
| 100 |
1.1381 |
1.0576 |
0.0805 |
7.2% |
0.0068 |
0.6% |
70% |
False |
False |
12,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1457 |
|
2.618 |
1.1341 |
|
1.618 |
1.1270 |
|
1.000 |
1.1226 |
|
0.618 |
1.1199 |
|
HIGH |
1.1155 |
|
0.618 |
1.1128 |
|
0.500 |
1.1120 |
|
0.382 |
1.1111 |
|
LOW |
1.1084 |
|
0.618 |
1.1040 |
|
1.000 |
1.1013 |
|
1.618 |
1.0969 |
|
2.618 |
1.0898 |
|
4.250 |
1.0782 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1133 |
1.1136 |
| PP |
1.1126 |
1.1133 |
| S1 |
1.1120 |
1.1130 |
|