CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1145 |
1.1141 |
-0.0004 |
0.0% |
1.1141 |
| High |
1.1155 |
1.1141 |
-0.0014 |
-0.1% |
1.1203 |
| Low |
1.1084 |
1.1049 |
-0.0035 |
-0.3% |
1.1078 |
| Close |
1.1139 |
1.1062 |
-0.0077 |
-0.7% |
1.1121 |
| Range |
0.0071 |
0.0092 |
0.0021 |
29.6% |
0.0125 |
| ATR |
0.0069 |
0.0070 |
0.0002 |
2.4% |
0.0000 |
| Volume |
18,358 |
18,291 |
-67 |
-0.4% |
98,201 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1360 |
1.1303 |
1.1113 |
|
| R3 |
1.1268 |
1.1211 |
1.1087 |
|
| R2 |
1.1176 |
1.1176 |
1.1079 |
|
| R1 |
1.1119 |
1.1119 |
1.1070 |
1.1102 |
| PP |
1.1084 |
1.1084 |
1.1084 |
1.1075 |
| S1 |
1.1027 |
1.1027 |
1.1054 |
1.1010 |
| S2 |
1.0992 |
1.0992 |
1.1045 |
|
| S3 |
1.0900 |
1.0935 |
1.1037 |
|
| S4 |
1.0808 |
1.0843 |
1.1011 |
|
|
| 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 |
1.1182 |
1.1049 |
0.0133 |
1.2% |
0.0077 |
0.7% |
10% |
False |
True |
21,588 |
| 10 |
1.1203 |
1.1049 |
0.0154 |
1.4% |
0.0070 |
0.6% |
8% |
False |
True |
20,149 |
| 20 |
1.1203 |
1.0945 |
0.0258 |
2.3% |
0.0071 |
0.6% |
45% |
False |
False |
20,820 |
| 40 |
1.1203 |
1.0769 |
0.0434 |
3.9% |
0.0067 |
0.6% |
68% |
False |
False |
19,775 |
| 60 |
1.1203 |
1.0576 |
0.0627 |
5.7% |
0.0069 |
0.6% |
78% |
False |
False |
19,932 |
| 80 |
1.1307 |
1.0576 |
0.0731 |
6.6% |
0.0071 |
0.6% |
66% |
False |
False |
15,264 |
| 100 |
1.1359 |
1.0576 |
0.0783 |
7.1% |
0.0069 |
0.6% |
62% |
False |
False |
12,226 |
| 120 |
1.1469 |
1.0576 |
0.0893 |
8.1% |
0.0066 |
0.6% |
54% |
False |
False |
10,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1532 |
|
2.618 |
1.1382 |
|
1.618 |
1.1290 |
|
1.000 |
1.1233 |
|
0.618 |
1.1198 |
|
HIGH |
1.1141 |
|
0.618 |
1.1106 |
|
0.500 |
1.1095 |
|
0.382 |
1.1084 |
|
LOW |
1.1049 |
|
0.618 |
1.0992 |
|
1.000 |
1.0957 |
|
1.618 |
1.0900 |
|
2.618 |
1.0808 |
|
4.250 |
1.0658 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1095 |
1.1116 |
| PP |
1.1084 |
1.1098 |
| S1 |
1.1073 |
1.1080 |
|