CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 15-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1154 |
1.1146 |
-0.0008 |
-0.1% |
1.1152 |
| High |
1.1165 |
1.1179 |
0.0014 |
0.1% |
1.1231 |
| Low |
1.1137 |
1.1126 |
-0.0011 |
-0.1% |
1.1127 |
| Close |
1.1137 |
1.1157 |
0.0020 |
0.2% |
1.1151 |
| Range |
0.0028 |
0.0053 |
0.0025 |
89.3% |
0.0104 |
| ATR |
0.0065 |
0.0065 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
16,138 |
21,656 |
5,518 |
34.2% |
92,096 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1313 |
1.1288 |
1.1186 |
|
| R3 |
1.1260 |
1.1235 |
1.1172 |
|
| R2 |
1.1207 |
1.1207 |
1.1167 |
|
| R1 |
1.1182 |
1.1182 |
1.1162 |
1.1195 |
| PP |
1.1154 |
1.1154 |
1.1154 |
1.1160 |
| S1 |
1.1129 |
1.1129 |
1.1152 |
1.1142 |
| S2 |
1.1101 |
1.1101 |
1.1147 |
|
| S3 |
1.1048 |
1.1076 |
1.1142 |
|
| S4 |
1.0995 |
1.1023 |
1.1128 |
|
|
| 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 |
1.1126 |
0.0105 |
0.9% |
0.0061 |
0.5% |
30% |
False |
True |
22,724 |
| 10 |
1.1231 |
1.1073 |
0.0158 |
1.4% |
0.0065 |
0.6% |
53% |
False |
False |
13,169 |
| 20 |
1.1231 |
1.1073 |
0.0158 |
1.4% |
0.0067 |
0.6% |
53% |
False |
False |
6,645 |
| 40 |
1.1231 |
1.0918 |
0.0313 |
2.8% |
0.0062 |
0.6% |
76% |
False |
False |
3,335 |
| 60 |
1.1231 |
1.0604 |
0.0627 |
5.6% |
0.0063 |
0.6% |
88% |
False |
False |
2,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1404 |
|
2.618 |
1.1318 |
|
1.618 |
1.1265 |
|
1.000 |
1.1232 |
|
0.618 |
1.1212 |
|
HIGH |
1.1179 |
|
0.618 |
1.1159 |
|
0.500 |
1.1153 |
|
0.382 |
1.1146 |
|
LOW |
1.1126 |
|
0.618 |
1.1093 |
|
1.000 |
1.1073 |
|
1.618 |
1.1040 |
|
2.618 |
1.0987 |
|
4.250 |
1.0901 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1156 |
1.1174 |
| PP |
1.1154 |
1.1168 |
| S1 |
1.1153 |
1.1163 |
|