CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 24-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1178 |
1.1171 |
-0.0007 |
-0.1% |
1.1125 |
| High |
1.1199 |
1.1195 |
-0.0004 |
0.0% |
1.1199 |
| Low |
1.1144 |
1.1141 |
-0.0003 |
0.0% |
1.1087 |
| Close |
1.1167 |
1.1182 |
0.0015 |
0.1% |
1.1167 |
| Range |
0.0055 |
0.0054 |
-0.0001 |
-1.8% |
0.0112 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
46 |
83 |
37 |
80.4% |
113 |
|
| Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1335 |
1.1312 |
1.1212 |
|
| R3 |
1.1281 |
1.1258 |
1.1197 |
|
| R2 |
1.1227 |
1.1227 |
1.1192 |
|
| R1 |
1.1204 |
1.1204 |
1.1187 |
1.1216 |
| PP |
1.1173 |
1.1173 |
1.1173 |
1.1178 |
| S1 |
1.1150 |
1.1150 |
1.1177 |
1.1162 |
| S2 |
1.1119 |
1.1119 |
1.1172 |
|
| S3 |
1.1065 |
1.1096 |
1.1167 |
|
| S4 |
1.1011 |
1.1042 |
1.1152 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1487 |
1.1439 |
1.1229 |
|
| R3 |
1.1375 |
1.1327 |
1.1198 |
|
| R2 |
1.1263 |
1.1263 |
1.1188 |
|
| R1 |
1.1215 |
1.1215 |
1.1177 |
1.1239 |
| PP |
1.1151 |
1.1151 |
1.1151 |
1.1163 |
| S1 |
1.1103 |
1.1103 |
1.1157 |
1.1127 |
| S2 |
1.1039 |
1.1039 |
1.1146 |
|
| S3 |
1.0927 |
1.0991 |
1.1136 |
|
| S4 |
1.0815 |
1.0879 |
1.1105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1199 |
1.1087 |
0.0112 |
1.0% |
0.0077 |
0.7% |
85% |
False |
False |
38 |
| 10 |
1.1199 |
1.1032 |
0.0167 |
1.5% |
0.0064 |
0.6% |
90% |
False |
False |
24 |
| 20 |
1.1199 |
1.0934 |
0.0265 |
2.4% |
0.0064 |
0.6% |
94% |
False |
False |
21 |
| 40 |
1.1199 |
1.0604 |
0.0595 |
5.3% |
0.0062 |
0.6% |
97% |
False |
False |
23 |
| 60 |
1.1199 |
1.0604 |
0.0595 |
5.3% |
0.0064 |
0.6% |
97% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1425 |
|
2.618 |
1.1336 |
|
1.618 |
1.1282 |
|
1.000 |
1.1249 |
|
0.618 |
1.1228 |
|
HIGH |
1.1195 |
|
0.618 |
1.1174 |
|
0.500 |
1.1168 |
|
0.382 |
1.1162 |
|
LOW |
1.1141 |
|
0.618 |
1.1108 |
|
1.000 |
1.1087 |
|
1.618 |
1.1054 |
|
2.618 |
1.1000 |
|
4.250 |
1.0912 |
|
|
| Fisher Pivots for day following 24-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1177 |
1.1169 |
| PP |
1.1173 |
1.1156 |
| S1 |
1.1168 |
1.1143 |
|