CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 14-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1175 |
1.1134 |
-0.0041 |
-0.4% |
1.1123 |
| High |
1.1194 |
1.1137 |
-0.0057 |
-0.5% |
1.1205 |
| Low |
1.1112 |
1.1112 |
0.0000 |
0.0% |
1.1100 |
| Close |
1.1125 |
1.1119 |
-0.0006 |
-0.1% |
1.1125 |
| Range |
0.0082 |
0.0025 |
-0.0057 |
-69.5% |
0.0105 |
| ATR |
0.0069 |
0.0066 |
-0.0003 |
-4.6% |
0.0000 |
| Volume |
10,752 |
1,003 |
-9,749 |
-90.7% |
120,581 |
|
| Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1198 |
1.1183 |
1.1133 |
|
| R3 |
1.1173 |
1.1158 |
1.1126 |
|
| R2 |
1.1148 |
1.1148 |
1.1124 |
|
| R1 |
1.1133 |
1.1133 |
1.1121 |
1.1128 |
| PP |
1.1123 |
1.1123 |
1.1123 |
1.1120 |
| S1 |
1.1108 |
1.1108 |
1.1117 |
1.1103 |
| S2 |
1.1098 |
1.1098 |
1.1114 |
|
| S3 |
1.1073 |
1.1083 |
1.1112 |
|
| S4 |
1.1048 |
1.1058 |
1.1105 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1458 |
1.1397 |
1.1183 |
|
| R3 |
1.1353 |
1.1292 |
1.1154 |
|
| R2 |
1.1248 |
1.1248 |
1.1144 |
|
| R1 |
1.1187 |
1.1187 |
1.1135 |
1.1218 |
| PP |
1.1143 |
1.1143 |
1.1143 |
1.1159 |
| S1 |
1.1082 |
1.1082 |
1.1115 |
1.1113 |
| S2 |
1.1038 |
1.1038 |
1.1106 |
|
| S3 |
1.0933 |
1.0977 |
1.1096 |
|
| S4 |
1.0828 |
1.0872 |
1.1067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1205 |
1.1112 |
0.0093 |
0.8% |
0.0056 |
0.5% |
8% |
False |
True |
20,869 |
| 10 |
1.1205 |
1.1047 |
0.0158 |
1.4% |
0.0067 |
0.6% |
46% |
False |
False |
20,247 |
| 20 |
1.1205 |
1.1047 |
0.0158 |
1.4% |
0.0068 |
0.6% |
46% |
False |
False |
20,332 |
| 40 |
1.1205 |
1.0868 |
0.0337 |
3.0% |
0.0067 |
0.6% |
74% |
False |
False |
20,136 |
| 60 |
1.1205 |
1.0576 |
0.0629 |
5.7% |
0.0068 |
0.6% |
86% |
False |
False |
19,566 |
| 80 |
1.1227 |
1.0576 |
0.0651 |
5.9% |
0.0071 |
0.6% |
83% |
False |
False |
16,988 |
| 100 |
1.1359 |
1.0576 |
0.0783 |
7.0% |
0.0068 |
0.6% |
69% |
False |
False |
13,624 |
| 120 |
1.1469 |
1.0576 |
0.0893 |
8.0% |
0.0067 |
0.6% |
61% |
False |
False |
11,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1243 |
|
2.618 |
1.1202 |
|
1.618 |
1.1177 |
|
1.000 |
1.1162 |
|
0.618 |
1.1152 |
|
HIGH |
1.1137 |
|
0.618 |
1.1127 |
|
0.500 |
1.1125 |
|
0.382 |
1.1122 |
|
LOW |
1.1112 |
|
0.618 |
1.1097 |
|
1.000 |
1.1087 |
|
1.618 |
1.1072 |
|
2.618 |
1.1047 |
|
4.250 |
1.1006 |
|
|
| Fisher Pivots for day following 14-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1125 |
1.1153 |
| PP |
1.1123 |
1.1142 |
| S1 |
1.1121 |
1.1130 |
|