CME Swiss Franc Future September 2021
Trading Metrics calculated at close of trading on 25-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2021 |
25-May-2021 |
Change |
Change % |
Previous Week |
Open |
1.1171 |
1.1181 |
0.0010 |
0.1% |
1.1125 |
High |
1.1195 |
1.1228 |
0.0033 |
0.3% |
1.1199 |
Low |
1.1141 |
1.1176 |
0.0035 |
0.3% |
1.1087 |
Close |
1.1182 |
1.1203 |
0.0021 |
0.2% |
1.1167 |
Range |
0.0054 |
0.0052 |
-0.0002 |
-3.7% |
0.0112 |
ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
83 |
66 |
-17 |
-20.5% |
113 |
|
Daily Pivots for day following 25-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1358 |
1.1333 |
1.1232 |
|
R3 |
1.1306 |
1.1281 |
1.1217 |
|
R2 |
1.1254 |
1.1254 |
1.1213 |
|
R1 |
1.1229 |
1.1229 |
1.1208 |
1.1242 |
PP |
1.1202 |
1.1202 |
1.1202 |
1.1209 |
S1 |
1.1177 |
1.1177 |
1.1198 |
1.1190 |
S2 |
1.1150 |
1.1150 |
1.1193 |
|
S3 |
1.1098 |
1.1125 |
1.1189 |
|
S4 |
1.1046 |
1.1073 |
1.1174 |
|
|
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 |
1.1228 |
1.1087 |
0.0141 |
1.3% |
0.0069 |
0.6% |
82% |
True |
False |
48 |
10 |
1.1228 |
1.1032 |
0.0196 |
1.7% |
0.0065 |
0.6% |
87% |
True |
False |
29 |
20 |
1.1228 |
1.0934 |
0.0294 |
2.6% |
0.0064 |
0.6% |
91% |
True |
False |
22 |
40 |
1.1228 |
1.0604 |
0.0624 |
5.6% |
0.0062 |
0.6% |
96% |
True |
False |
25 |
60 |
1.1228 |
1.0604 |
0.0624 |
5.6% |
0.0063 |
0.6% |
96% |
True |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1449 |
2.618 |
1.1364 |
1.618 |
1.1312 |
1.000 |
1.1280 |
0.618 |
1.1260 |
HIGH |
1.1228 |
0.618 |
1.1208 |
0.500 |
1.1202 |
0.382 |
1.1196 |
LOW |
1.1176 |
0.618 |
1.1144 |
1.000 |
1.1124 |
1.618 |
1.1092 |
2.618 |
1.1040 |
4.250 |
1.0955 |
|
|
Fisher Pivots for day following 25-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1203 |
1.1197 |
PP |
1.1202 |
1.1191 |
S1 |
1.1202 |
1.1185 |
|