CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 10-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1178 |
1.1188 |
0.0010 |
0.1% |
1.1151 |
| High |
1.1231 |
1.1211 |
-0.0020 |
-0.2% |
1.1207 |
| Low |
1.1173 |
1.1128 |
-0.0045 |
-0.4% |
1.1073 |
| Close |
1.1190 |
1.1201 |
0.0011 |
0.1% |
1.1150 |
| Range |
0.0058 |
0.0083 |
0.0025 |
43.1% |
0.0134 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.9% |
0.0000 |
| Volume |
21,691 |
23,881 |
2,190 |
10.1% |
2,301 |
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1429 |
1.1398 |
1.1247 |
|
| R3 |
1.1346 |
1.1315 |
1.1224 |
|
| R2 |
1.1263 |
1.1263 |
1.1216 |
|
| R1 |
1.1232 |
1.1232 |
1.1209 |
1.1248 |
| PP |
1.1180 |
1.1180 |
1.1180 |
1.1188 |
| S1 |
1.1149 |
1.1149 |
1.1193 |
1.1165 |
| S2 |
1.1097 |
1.1097 |
1.1186 |
|
| S3 |
1.1014 |
1.1066 |
1.1178 |
|
| S4 |
1.0931 |
1.0983 |
1.1155 |
|
|
| 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 |
1.1074 |
0.0157 |
1.4% |
0.0065 |
0.6% |
81% |
False |
False |
12,515 |
| 10 |
1.1231 |
1.1073 |
0.0158 |
1.4% |
0.0068 |
0.6% |
81% |
False |
False |
6,443 |
| 20 |
1.1231 |
1.1033 |
0.0198 |
1.8% |
0.0065 |
0.6% |
85% |
False |
False |
3,244 |
| 40 |
1.1231 |
1.0862 |
0.0369 |
3.3% |
0.0063 |
0.6% |
92% |
False |
False |
1,636 |
| 60 |
1.1231 |
1.0604 |
0.0627 |
5.6% |
0.0065 |
0.6% |
95% |
False |
False |
1,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1564 |
|
2.618 |
1.1428 |
|
1.618 |
1.1345 |
|
1.000 |
1.1294 |
|
0.618 |
1.1262 |
|
HIGH |
1.1211 |
|
0.618 |
1.1179 |
|
0.500 |
1.1170 |
|
0.382 |
1.1160 |
|
LOW |
1.1128 |
|
0.618 |
1.1077 |
|
1.000 |
1.1045 |
|
1.618 |
1.0994 |
|
2.618 |
1.0911 |
|
4.250 |
1.0775 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1191 |
1.1194 |
| PP |
1.1180 |
1.1187 |
| S1 |
1.1170 |
1.1180 |
|