CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1151 |
1.1177 |
0.0026 |
0.2% |
1.1171 |
| High |
1.1207 |
1.1180 |
-0.0027 |
-0.2% |
1.1228 |
| Low |
1.1126 |
1.1111 |
-0.0015 |
-0.1% |
1.1105 |
| Close |
1.1182 |
1.1165 |
-0.0017 |
-0.2% |
1.1147 |
| Range |
0.0081 |
0.0069 |
-0.0012 |
-14.8% |
0.0123 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.6% |
0.0000 |
| Volume |
492 |
337 |
-155 |
-31.5% |
603 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1359 |
1.1331 |
1.1203 |
|
| R3 |
1.1290 |
1.1262 |
1.1184 |
|
| R2 |
1.1221 |
1.1221 |
1.1178 |
|
| R1 |
1.1193 |
1.1193 |
1.1171 |
1.1173 |
| PP |
1.1152 |
1.1152 |
1.1152 |
1.1142 |
| S1 |
1.1124 |
1.1124 |
1.1159 |
1.1104 |
| S2 |
1.1083 |
1.1083 |
1.1152 |
|
| S3 |
1.1014 |
1.1055 |
1.1146 |
|
| S4 |
1.0945 |
1.0986 |
1.1127 |
|
|
| 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 |
1.1214 |
1.1105 |
0.0109 |
1.0% |
0.0065 |
0.6% |
55% |
False |
False |
256 |
| 10 |
1.1228 |
1.1087 |
0.0141 |
1.3% |
0.0067 |
0.6% |
55% |
False |
False |
152 |
| 20 |
1.1228 |
1.0951 |
0.0277 |
2.5% |
0.0065 |
0.6% |
77% |
False |
False |
83 |
| 40 |
1.1228 |
1.0783 |
0.0445 |
4.0% |
0.0061 |
0.5% |
86% |
False |
False |
55 |
| 60 |
1.1228 |
1.0604 |
0.0624 |
5.6% |
0.0064 |
0.6% |
90% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1473 |
|
2.618 |
1.1361 |
|
1.618 |
1.1292 |
|
1.000 |
1.1249 |
|
0.618 |
1.1223 |
|
HIGH |
1.1180 |
|
0.618 |
1.1154 |
|
0.500 |
1.1146 |
|
0.382 |
1.1137 |
|
LOW |
1.1111 |
|
0.618 |
1.1068 |
|
1.000 |
1.1042 |
|
1.618 |
1.0999 |
|
2.618 |
1.0930 |
|
4.250 |
1.0818 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1159 |
1.1162 |
| PP |
1.1152 |
1.1159 |
| S1 |
1.1146 |
1.1156 |
|