CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1168 |
1.1151 |
-0.0017 |
-0.2% |
1.1171 |
| High |
1.1168 |
1.1207 |
0.0039 |
0.3% |
1.1228 |
| Low |
1.1105 |
1.1126 |
0.0021 |
0.2% |
1.1105 |
| Close |
1.1147 |
1.1182 |
0.0035 |
0.3% |
1.1147 |
| Range |
0.0063 |
0.0081 |
0.0018 |
28.6% |
0.0123 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.8% |
0.0000 |
| Volume |
168 |
492 |
324 |
192.9% |
603 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1415 |
1.1379 |
1.1227 |
|
| R3 |
1.1334 |
1.1298 |
1.1204 |
|
| R2 |
1.1253 |
1.1253 |
1.1197 |
|
| R1 |
1.1217 |
1.1217 |
1.1189 |
1.1235 |
| PP |
1.1172 |
1.1172 |
1.1172 |
1.1181 |
| S1 |
1.1136 |
1.1136 |
1.1175 |
1.1154 |
| S2 |
1.1091 |
1.1091 |
1.1167 |
|
| S3 |
1.1010 |
1.1055 |
1.1160 |
|
| S4 |
1.0929 |
1.0974 |
1.1137 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1529 |
1.1461 |
1.1215 |
|
| R3 |
1.1406 |
1.1338 |
1.1181 |
|
| R2 |
1.1283 |
1.1283 |
1.1170 |
|
| R1 |
1.1215 |
1.1215 |
1.1158 |
1.1188 |
| PP |
1.1160 |
1.1160 |
1.1160 |
1.1146 |
| S1 |
1.1092 |
1.1092 |
1.1136 |
1.1065 |
| S2 |
1.1037 |
1.1037 |
1.1124 |
|
| S3 |
1.0914 |
1.0969 |
1.1113 |
|
| S4 |
1.0791 |
1.0846 |
1.1079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1228 |
1.1105 |
0.0123 |
1.1% |
0.0062 |
0.6% |
63% |
False |
False |
202 |
| 10 |
1.1228 |
1.1087 |
0.0141 |
1.3% |
0.0069 |
0.6% |
67% |
False |
False |
120 |
| 20 |
1.1228 |
1.0951 |
0.0277 |
2.5% |
0.0063 |
0.6% |
83% |
False |
False |
67 |
| 40 |
1.1228 |
1.0690 |
0.0538 |
4.8% |
0.0062 |
0.6% |
91% |
False |
False |
48 |
| 60 |
1.1228 |
1.0604 |
0.0624 |
5.6% |
0.0063 |
0.6% |
93% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1551 |
|
2.618 |
1.1419 |
|
1.618 |
1.1338 |
|
1.000 |
1.1288 |
|
0.618 |
1.1257 |
|
HIGH |
1.1207 |
|
0.618 |
1.1176 |
|
0.500 |
1.1167 |
|
0.382 |
1.1157 |
|
LOW |
1.1126 |
|
0.618 |
1.1076 |
|
1.000 |
1.1045 |
|
1.618 |
1.0995 |
|
2.618 |
1.0914 |
|
4.250 |
1.0782 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1177 |
1.1173 |
| PP |
1.1172 |
1.1165 |
| S1 |
1.1167 |
1.1156 |
|