CME Swiss Franc Future June 2021
Trading Metrics calculated at close of trading on 08-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
1.1123 |
1.1145 |
0.0022 |
0.2% |
1.1117 |
High |
1.1154 |
1.1173 |
0.0019 |
0.2% |
1.1182 |
Low |
1.1100 |
1.1127 |
0.0027 |
0.2% |
1.1047 |
Close |
1.1150 |
1.1158 |
0.0008 |
0.1% |
1.1124 |
Range |
0.0054 |
0.0046 |
-0.0008 |
-14.8% |
0.0135 |
ATR |
0.0070 |
0.0069 |
-0.0002 |
-2.5% |
0.0000 |
Volume |
17,239 |
25,872 |
8,633 |
50.1% |
80,894 |
|
Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1291 |
1.1270 |
1.1183 |
|
R3 |
1.1245 |
1.1224 |
1.1171 |
|
R2 |
1.1199 |
1.1199 |
1.1166 |
|
R1 |
1.1178 |
1.1178 |
1.1162 |
1.1189 |
PP |
1.1153 |
1.1153 |
1.1153 |
1.1158 |
S1 |
1.1132 |
1.1132 |
1.1154 |
1.1143 |
S2 |
1.1107 |
1.1107 |
1.1150 |
|
S3 |
1.1061 |
1.1086 |
1.1145 |
|
S4 |
1.1015 |
1.1040 |
1.1133 |
|
|
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 |
1.1173 |
1.1047 |
0.0126 |
1.1% |
0.0070 |
0.6% |
88% |
True |
False |
19,612 |
10 |
1.1203 |
1.1047 |
0.0156 |
1.4% |
0.0068 |
0.6% |
71% |
False |
False |
20,696 |
20 |
1.1203 |
1.1004 |
0.0199 |
1.8% |
0.0068 |
0.6% |
77% |
False |
False |
20,399 |
40 |
1.1203 |
1.0817 |
0.0386 |
3.5% |
0.0067 |
0.6% |
88% |
False |
False |
19,815 |
60 |
1.1203 |
1.0576 |
0.0627 |
5.6% |
0.0069 |
0.6% |
93% |
False |
False |
19,688 |
80 |
1.1307 |
1.0576 |
0.0731 |
6.6% |
0.0071 |
0.6% |
80% |
False |
False |
16,027 |
100 |
1.1359 |
1.0576 |
0.0783 |
7.0% |
0.0069 |
0.6% |
74% |
False |
False |
12,840 |
120 |
1.1469 |
1.0576 |
0.0893 |
8.0% |
0.0067 |
0.6% |
65% |
False |
False |
10,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1369 |
2.618 |
1.1293 |
1.618 |
1.1247 |
1.000 |
1.1219 |
0.618 |
1.1201 |
HIGH |
1.1173 |
0.618 |
1.1155 |
0.500 |
1.1150 |
0.382 |
1.1145 |
LOW |
1.1127 |
0.618 |
1.1099 |
1.000 |
1.1081 |
1.618 |
1.1053 |
2.618 |
1.1007 |
4.250 |
1.0932 |
|
|
Fisher Pivots for day following 08-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1155 |
1.1142 |
PP |
1.1153 |
1.1126 |
S1 |
1.1150 |
1.1110 |
|