CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 10-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1150 |
1.1165 |
0.0015 |
0.1% |
1.1117 |
| High |
1.1205 |
1.1185 |
-0.0020 |
-0.2% |
1.1182 |
| Low |
1.1147 |
1.1114 |
-0.0033 |
-0.3% |
1.1047 |
| Close |
1.1164 |
1.1175 |
0.0011 |
0.1% |
1.1124 |
| Range |
0.0058 |
0.0071 |
0.0013 |
22.4% |
0.0135 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.3% |
0.0000 |
| Volume |
34,587 |
32,131 |
-2,456 |
-7.1% |
80,894 |
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1371 |
1.1344 |
1.1214 |
|
| R3 |
1.1300 |
1.1273 |
1.1195 |
|
| R2 |
1.1229 |
1.1229 |
1.1188 |
|
| R1 |
1.1202 |
1.1202 |
1.1182 |
1.1216 |
| PP |
1.1158 |
1.1158 |
1.1158 |
1.1165 |
| S1 |
1.1131 |
1.1131 |
1.1168 |
1.1145 |
| S2 |
1.1087 |
1.1087 |
1.1162 |
|
| S3 |
1.1016 |
1.1060 |
1.1155 |
|
| S4 |
1.0945 |
1.0989 |
1.1136 |
|
|
| 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% |
0.0064 |
0.6% |
81% |
False |
False |
25,626 |
| 10 |
1.1205 |
1.1047 |
0.0158 |
1.4% |
0.0070 |
0.6% |
81% |
False |
False |
23,607 |
| 20 |
1.1205 |
1.1005 |
0.0200 |
1.8% |
0.0068 |
0.6% |
85% |
False |
False |
21,498 |
| 40 |
1.1205 |
1.0832 |
0.0373 |
3.3% |
0.0067 |
0.6% |
92% |
False |
False |
20,585 |
| 60 |
1.1205 |
1.0576 |
0.0629 |
5.6% |
0.0069 |
0.6% |
95% |
False |
False |
20,242 |
| 80 |
1.1236 |
1.0576 |
0.0660 |
5.9% |
0.0072 |
0.6% |
91% |
False |
False |
16,843 |
| 100 |
1.1359 |
1.0576 |
0.0783 |
7.0% |
0.0069 |
0.6% |
77% |
False |
False |
13,507 |
| 120 |
1.1469 |
1.0576 |
0.0893 |
8.0% |
0.0067 |
0.6% |
67% |
False |
False |
11,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1487 |
|
2.618 |
1.1371 |
|
1.618 |
1.1300 |
|
1.000 |
1.1256 |
|
0.618 |
1.1229 |
|
HIGH |
1.1185 |
|
0.618 |
1.1158 |
|
0.500 |
1.1150 |
|
0.382 |
1.1141 |
|
LOW |
1.1114 |
|
0.618 |
1.1070 |
|
1.000 |
1.1043 |
|
1.618 |
1.0999 |
|
2.618 |
1.0928 |
|
4.250 |
1.0812 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1167 |
1.1170 |
| PP |
1.1158 |
1.1165 |
| S1 |
1.1150 |
1.1160 |
|