CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 07-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2021 |
07-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1072 |
1.1123 |
0.0051 |
0.5% |
1.1117 |
| High |
1.1136 |
1.1154 |
0.0018 |
0.2% |
1.1182 |
| Low |
1.1047 |
1.1100 |
0.0053 |
0.5% |
1.1047 |
| Close |
1.1124 |
1.1150 |
0.0026 |
0.2% |
1.1124 |
| Range |
0.0089 |
0.0054 |
-0.0035 |
-39.3% |
0.0135 |
| ATR |
0.0072 |
0.0070 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
18,302 |
17,239 |
-1,063 |
-5.8% |
80,894 |
|
| Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1297 |
1.1277 |
1.1180 |
|
| R3 |
1.1243 |
1.1223 |
1.1165 |
|
| R2 |
1.1189 |
1.1189 |
1.1160 |
|
| R1 |
1.1169 |
1.1169 |
1.1155 |
1.1179 |
| PP |
1.1135 |
1.1135 |
1.1135 |
1.1140 |
| S1 |
1.1115 |
1.1115 |
1.1145 |
1.1125 |
| S2 |
1.1081 |
1.1081 |
1.1140 |
|
| S3 |
1.1027 |
1.1061 |
1.1135 |
|
| S4 |
1.0973 |
1.1007 |
1.1120 |
|
|
| 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% |
0.0078 |
0.7% |
76% |
False |
False |
19,626 |
| 10 |
1.1203 |
1.1047 |
0.0156 |
1.4% |
0.0070 |
0.6% |
66% |
False |
False |
19,633 |
| 20 |
1.1203 |
1.1004 |
0.0199 |
1.8% |
0.0068 |
0.6% |
73% |
False |
False |
20,108 |
| 40 |
1.1203 |
1.0807 |
0.0396 |
3.6% |
0.0067 |
0.6% |
87% |
False |
False |
19,614 |
| 60 |
1.1203 |
1.0576 |
0.0627 |
5.6% |
0.0070 |
0.6% |
92% |
False |
False |
19,735 |
| 80 |
1.1307 |
1.0576 |
0.0731 |
6.6% |
0.0071 |
0.6% |
79% |
False |
False |
15,705 |
| 100 |
1.1359 |
1.0576 |
0.0783 |
7.0% |
0.0069 |
0.6% |
73% |
False |
False |
12,581 |
| 120 |
1.1469 |
1.0576 |
0.0893 |
8.0% |
0.0067 |
0.6% |
64% |
False |
False |
10,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1384 |
|
2.618 |
1.1295 |
|
1.618 |
1.1241 |
|
1.000 |
1.1208 |
|
0.618 |
1.1187 |
|
HIGH |
1.1154 |
|
0.618 |
1.1133 |
|
0.500 |
1.1127 |
|
0.382 |
1.1121 |
|
LOW |
1.1100 |
|
0.618 |
1.1067 |
|
1.000 |
1.1046 |
|
1.618 |
1.1013 |
|
2.618 |
1.0959 |
|
4.250 |
1.0871 |
|
|
| Fisher Pivots for day following 07-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1142 |
1.1134 |
| PP |
1.1135 |
1.1117 |
| S1 |
1.1127 |
1.1101 |
|