CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 09-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2021 |
09-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1145 |
1.1150 |
0.0005 |
0.0% |
1.1117 |
| High |
1.1173 |
1.1205 |
0.0032 |
0.3% |
1.1182 |
| Low |
1.1127 |
1.1147 |
0.0020 |
0.2% |
1.1047 |
| Close |
1.1158 |
1.1164 |
0.0006 |
0.1% |
1.1124 |
| Range |
0.0046 |
0.0058 |
0.0012 |
26.1% |
0.0135 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
25,872 |
34,587 |
8,715 |
33.7% |
80,894 |
|
| Daily Pivots for day following 09-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1346 |
1.1313 |
1.1196 |
|
| R3 |
1.1288 |
1.1255 |
1.1180 |
|
| R2 |
1.1230 |
1.1230 |
1.1175 |
|
| R1 |
1.1197 |
1.1197 |
1.1169 |
1.1214 |
| PP |
1.1172 |
1.1172 |
1.1172 |
1.1180 |
| S1 |
1.1139 |
1.1139 |
1.1159 |
1.1156 |
| S2 |
1.1114 |
1.1114 |
1.1153 |
|
| S3 |
1.1056 |
1.1081 |
1.1148 |
|
| S4 |
1.0998 |
1.1023 |
1.1132 |
|
|
| 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 |
1.1205 |
1.1047 |
0.0158 |
1.4% |
0.0068 |
0.6% |
74% |
True |
False |
22,858 |
| 10 |
1.1205 |
1.1047 |
0.0158 |
1.4% |
0.0069 |
0.6% |
74% |
True |
False |
22,213 |
| 20 |
1.1205 |
1.1004 |
0.0201 |
1.8% |
0.0069 |
0.6% |
80% |
True |
False |
21,081 |
| 40 |
1.1205 |
1.0832 |
0.0373 |
3.3% |
0.0066 |
0.6% |
89% |
True |
False |
20,209 |
| 60 |
1.1205 |
1.0576 |
0.0629 |
5.6% |
0.0069 |
0.6% |
93% |
True |
False |
20,004 |
| 80 |
1.1307 |
1.0576 |
0.0731 |
6.5% |
0.0072 |
0.6% |
80% |
False |
False |
16,459 |
| 100 |
1.1359 |
1.0576 |
0.0783 |
7.0% |
0.0068 |
0.6% |
75% |
False |
False |
13,186 |
| 120 |
1.1469 |
1.0576 |
0.0893 |
8.0% |
0.0067 |
0.6% |
66% |
False |
False |
10,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1452 |
|
2.618 |
1.1357 |
|
1.618 |
1.1299 |
|
1.000 |
1.1263 |
|
0.618 |
1.1241 |
|
HIGH |
1.1205 |
|
0.618 |
1.1183 |
|
0.500 |
1.1176 |
|
0.382 |
1.1169 |
|
LOW |
1.1147 |
|
0.618 |
1.1111 |
|
1.000 |
1.1089 |
|
1.618 |
1.1053 |
|
2.618 |
1.0995 |
|
4.250 |
1.0901 |
|
|
| Fisher Pivots for day following 09-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1176 |
1.1160 |
| PP |
1.1172 |
1.1156 |
| S1 |
1.1168 |
1.1153 |
|