CME Swiss Franc Future September 2021
Trading Metrics calculated at close of trading on 07-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2021 |
07-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
1.1095 |
1.1152 |
0.0057 |
0.5% |
1.1151 |
High |
1.1161 |
1.1181 |
0.0020 |
0.2% |
1.1207 |
Low |
1.1074 |
1.1127 |
0.0053 |
0.5% |
1.1073 |
Close |
1.1150 |
1.1176 |
0.0026 |
0.2% |
1.1150 |
Range |
0.0087 |
0.0054 |
-0.0033 |
-37.9% |
0.0134 |
ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
735 |
5,486 |
4,751 |
646.4% |
2,301 |
|
Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1323 |
1.1304 |
1.1206 |
|
R3 |
1.1269 |
1.1250 |
1.1191 |
|
R2 |
1.1215 |
1.1215 |
1.1186 |
|
R1 |
1.1196 |
1.1196 |
1.1181 |
1.1206 |
PP |
1.1161 |
1.1161 |
1.1161 |
1.1166 |
S1 |
1.1142 |
1.1142 |
1.1171 |
1.1152 |
S2 |
1.1107 |
1.1107 |
1.1166 |
|
S3 |
1.1053 |
1.1088 |
1.1161 |
|
S4 |
1.0999 |
1.1034 |
1.1146 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1545 |
1.1482 |
1.1224 |
|
R3 |
1.1411 |
1.1348 |
1.1187 |
|
R2 |
1.1277 |
1.1277 |
1.1175 |
|
R1 |
1.1214 |
1.1214 |
1.1162 |
1.1179 |
PP |
1.1143 |
1.1143 |
1.1143 |
1.1126 |
S1 |
1.1080 |
1.1080 |
1.1138 |
1.1045 |
S2 |
1.1009 |
1.1009 |
1.1125 |
|
S3 |
1.0875 |
1.0946 |
1.1113 |
|
S4 |
1.0741 |
1.0812 |
1.1076 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1207 |
1.1073 |
0.0134 |
1.2% |
0.0075 |
0.7% |
77% |
False |
False |
1,557 |
10 |
1.1228 |
1.1073 |
0.0155 |
1.4% |
0.0066 |
0.6% |
66% |
False |
False |
839 |
20 |
1.1228 |
1.1032 |
0.0196 |
1.8% |
0.0064 |
0.6% |
73% |
False |
False |
429 |
40 |
1.1228 |
1.0835 |
0.0393 |
3.5% |
0.0063 |
0.6% |
87% |
False |
False |
229 |
60 |
1.1228 |
1.0604 |
0.0624 |
5.6% |
0.0064 |
0.6% |
92% |
False |
False |
156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1411 |
2.618 |
1.1322 |
1.618 |
1.1268 |
1.000 |
1.1235 |
0.618 |
1.1214 |
HIGH |
1.1181 |
0.618 |
1.1160 |
0.500 |
1.1154 |
0.382 |
1.1148 |
LOW |
1.1127 |
0.618 |
1.1094 |
1.000 |
1.1073 |
1.618 |
1.1040 |
2.618 |
1.0986 |
4.250 |
1.0898 |
|
|
Fisher Pivots for day following 07-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1169 |
1.1160 |
PP |
1.1161 |
1.1143 |
S1 |
1.1154 |
1.1127 |
|