CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 09-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2021 |
09-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1172 |
1.1178 |
0.0006 |
0.1% |
1.1151 |
| High |
1.1198 |
1.1231 |
0.0033 |
0.3% |
1.1207 |
| Low |
1.1153 |
1.1173 |
0.0020 |
0.2% |
1.1073 |
| Close |
1.1184 |
1.1190 |
0.0006 |
0.1% |
1.1150 |
| Range |
0.0045 |
0.0058 |
0.0013 |
28.9% |
0.0134 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
10,784 |
21,691 |
10,907 |
101.1% |
2,301 |
|
| Daily Pivots for day following 09-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1372 |
1.1339 |
1.1222 |
|
| R3 |
1.1314 |
1.1281 |
1.1206 |
|
| R2 |
1.1256 |
1.1256 |
1.1201 |
|
| R1 |
1.1223 |
1.1223 |
1.1195 |
1.1240 |
| PP |
1.1198 |
1.1198 |
1.1198 |
1.1206 |
| S1 |
1.1165 |
1.1165 |
1.1185 |
1.1182 |
| S2 |
1.1140 |
1.1140 |
1.1179 |
|
| S3 |
1.1082 |
1.1107 |
1.1174 |
|
| S4 |
1.1024 |
1.1049 |
1.1158 |
|
|
| 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 |
1.1231 |
1.1073 |
0.0158 |
1.4% |
0.0066 |
0.6% |
74% |
True |
False |
7,886 |
| 10 |
1.1231 |
1.1073 |
0.0158 |
1.4% |
0.0065 |
0.6% |
74% |
True |
False |
4,071 |
| 20 |
1.1231 |
1.1032 |
0.0199 |
1.8% |
0.0065 |
0.6% |
79% |
True |
False |
2,050 |
| 40 |
1.1231 |
1.0862 |
0.0369 |
3.3% |
0.0062 |
0.6% |
89% |
True |
False |
1,039 |
| 60 |
1.1231 |
1.0604 |
0.0627 |
5.6% |
0.0064 |
0.6% |
93% |
True |
False |
697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1478 |
|
2.618 |
1.1383 |
|
1.618 |
1.1325 |
|
1.000 |
1.1289 |
|
0.618 |
1.1267 |
|
HIGH |
1.1231 |
|
0.618 |
1.1209 |
|
0.500 |
1.1202 |
|
0.382 |
1.1195 |
|
LOW |
1.1173 |
|
0.618 |
1.1137 |
|
1.000 |
1.1115 |
|
1.618 |
1.1079 |
|
2.618 |
1.1021 |
|
4.250 |
1.0927 |
|
|
| Fisher Pivots for day following 09-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1202 |
1.1186 |
| PP |
1.1198 |
1.1183 |
| S1 |
1.1194 |
1.1179 |
|