CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 14-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1207 |
1.1154 |
-0.0053 |
-0.5% |
1.1152 |
| High |
1.1221 |
1.1165 |
-0.0056 |
-0.5% |
1.1231 |
| Low |
1.1137 |
1.1137 |
0.0000 |
0.0% |
1.1127 |
| Close |
1.1151 |
1.1137 |
-0.0014 |
-0.1% |
1.1151 |
| Range |
0.0084 |
0.0028 |
-0.0056 |
-66.7% |
0.0104 |
| ATR |
0.0068 |
0.0065 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
30,254 |
16,138 |
-14,116 |
-46.7% |
92,096 |
|
| Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1230 |
1.1212 |
1.1152 |
|
| R3 |
1.1202 |
1.1184 |
1.1145 |
|
| R2 |
1.1174 |
1.1174 |
1.1142 |
|
| R1 |
1.1156 |
1.1156 |
1.1140 |
1.1151 |
| PP |
1.1146 |
1.1146 |
1.1146 |
1.1144 |
| S1 |
1.1128 |
1.1128 |
1.1134 |
1.1123 |
| S2 |
1.1118 |
1.1118 |
1.1132 |
|
| S3 |
1.1090 |
1.1100 |
1.1129 |
|
| S4 |
1.1062 |
1.1072 |
1.1122 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1482 |
1.1420 |
1.1208 |
|
| R3 |
1.1378 |
1.1316 |
1.1180 |
|
| R2 |
1.1274 |
1.1274 |
1.1170 |
|
| R1 |
1.1212 |
1.1212 |
1.1161 |
1.1191 |
| PP |
1.1170 |
1.1170 |
1.1170 |
1.1159 |
| S1 |
1.1108 |
1.1108 |
1.1141 |
1.1087 |
| S2 |
1.1066 |
1.1066 |
1.1132 |
|
| S3 |
1.0962 |
1.1004 |
1.1122 |
|
| S4 |
1.0858 |
1.0900 |
1.1094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1231 |
1.1128 |
0.0103 |
0.9% |
0.0060 |
0.5% |
9% |
False |
False |
20,549 |
| 10 |
1.1231 |
1.1073 |
0.0158 |
1.4% |
0.0067 |
0.6% |
41% |
False |
False |
11,053 |
| 20 |
1.1231 |
1.1073 |
0.0158 |
1.4% |
0.0066 |
0.6% |
41% |
False |
False |
5,562 |
| 40 |
1.1231 |
1.0896 |
0.0335 |
3.0% |
0.0063 |
0.6% |
72% |
False |
False |
2,794 |
| 60 |
1.1231 |
1.0604 |
0.0627 |
5.6% |
0.0064 |
0.6% |
85% |
False |
False |
1,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1284 |
|
2.618 |
1.1238 |
|
1.618 |
1.1210 |
|
1.000 |
1.1193 |
|
0.618 |
1.1182 |
|
HIGH |
1.1165 |
|
0.618 |
1.1154 |
|
0.500 |
1.1151 |
|
0.382 |
1.1148 |
|
LOW |
1.1137 |
|
0.618 |
1.1120 |
|
1.000 |
1.1109 |
|
1.618 |
1.1092 |
|
2.618 |
1.1064 |
|
4.250 |
1.1018 |
|
|
| Fisher Pivots for day following 14-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1151 |
1.1175 |
| PP |
1.1146 |
1.1162 |
| S1 |
1.1142 |
1.1150 |
|