CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 04-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1141 |
1.1072 |
-0.0069 |
-0.6% |
1.1117 |
| High |
1.1141 |
1.1136 |
-0.0005 |
0.0% |
1.1182 |
| Low |
1.1049 |
1.1047 |
-0.0002 |
0.0% |
1.1047 |
| Close |
1.1062 |
1.1124 |
0.0062 |
0.6% |
1.1124 |
| Range |
0.0092 |
0.0089 |
-0.0003 |
-3.3% |
0.0135 |
| ATR |
0.0070 |
0.0072 |
0.0001 |
1.9% |
0.0000 |
| Volume |
18,291 |
18,302 |
11 |
0.1% |
80,894 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1369 |
1.1336 |
1.1173 |
|
| R3 |
1.1280 |
1.1247 |
1.1148 |
|
| R2 |
1.1191 |
1.1191 |
1.1140 |
|
| R1 |
1.1158 |
1.1158 |
1.1132 |
1.1175 |
| PP |
1.1102 |
1.1102 |
1.1102 |
1.1111 |
| S1 |
1.1069 |
1.1069 |
1.1116 |
1.1086 |
| S2 |
1.1013 |
1.1013 |
1.1108 |
|
| S3 |
1.0924 |
1.0980 |
1.1100 |
|
| S4 |
1.0835 |
1.0891 |
1.1075 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1523 |
1.1458 |
1.1198 |
|
| R3 |
1.1388 |
1.1323 |
1.1161 |
|
| R2 |
1.1253 |
1.1253 |
1.1149 |
|
| R1 |
1.1188 |
1.1188 |
1.1136 |
1.1221 |
| PP |
1.1118 |
1.1118 |
1.1118 |
1.1134 |
| S1 |
1.1053 |
1.1053 |
1.1112 |
1.1086 |
| S2 |
1.0983 |
1.0983 |
1.1099 |
|
| S3 |
1.0848 |
1.0918 |
1.1087 |
|
| S4 |
1.0713 |
1.0783 |
1.1050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1182 |
1.1047 |
0.0135 |
1.2% |
0.0082 |
0.7% |
57% |
False |
True |
20,613 |
| 10 |
1.1203 |
1.1047 |
0.0156 |
1.4% |
0.0070 |
0.6% |
49% |
False |
True |
20,172 |
| 20 |
1.1203 |
1.1004 |
0.0199 |
1.8% |
0.0071 |
0.6% |
60% |
False |
False |
20,626 |
| 40 |
1.1203 |
1.0792 |
0.0411 |
3.7% |
0.0067 |
0.6% |
81% |
False |
False |
19,802 |
| 60 |
1.1203 |
1.0576 |
0.0627 |
5.6% |
0.0070 |
0.6% |
87% |
False |
False |
19,922 |
| 80 |
1.1307 |
1.0576 |
0.0731 |
6.6% |
0.0071 |
0.6% |
75% |
False |
False |
15,490 |
| 100 |
1.1359 |
1.0576 |
0.0783 |
7.0% |
0.0069 |
0.6% |
70% |
False |
False |
12,409 |
| 120 |
1.1469 |
1.0576 |
0.0893 |
8.0% |
0.0066 |
0.6% |
61% |
False |
False |
10,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1514 |
|
2.618 |
1.1369 |
|
1.618 |
1.1280 |
|
1.000 |
1.1225 |
|
0.618 |
1.1191 |
|
HIGH |
1.1136 |
|
0.618 |
1.1102 |
|
0.500 |
1.1092 |
|
0.382 |
1.1081 |
|
LOW |
1.1047 |
|
0.618 |
1.0992 |
|
1.000 |
1.0958 |
|
1.618 |
1.0903 |
|
2.618 |
1.0814 |
|
4.250 |
1.0669 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1113 |
1.1116 |
| PP |
1.1102 |
1.1109 |
| S1 |
1.1092 |
1.1101 |
|