CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 16-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2021 |
16-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1146 |
1.1159 |
0.0013 |
0.1% |
1.1152 |
| High |
1.1179 |
1.1165 |
-0.0014 |
-0.1% |
1.1231 |
| Low |
1.1126 |
1.1028 |
-0.0098 |
-0.9% |
1.1127 |
| Close |
1.1157 |
1.1059 |
-0.0098 |
-0.9% |
1.1151 |
| Range |
0.0053 |
0.0137 |
0.0084 |
158.5% |
0.0104 |
| ATR |
0.0065 |
0.0070 |
0.0005 |
8.0% |
0.0000 |
| Volume |
21,656 |
27,934 |
6,278 |
29.0% |
92,096 |
|
| Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1495 |
1.1414 |
1.1134 |
|
| R3 |
1.1358 |
1.1277 |
1.1097 |
|
| R2 |
1.1221 |
1.1221 |
1.1084 |
|
| R1 |
1.1140 |
1.1140 |
1.1072 |
1.1112 |
| PP |
1.1084 |
1.1084 |
1.1084 |
1.1070 |
| S1 |
1.1003 |
1.1003 |
1.1046 |
1.0975 |
| S2 |
1.0947 |
1.0947 |
1.1034 |
|
| S3 |
1.0810 |
1.0866 |
1.1021 |
|
| S4 |
1.0673 |
1.0729 |
1.0984 |
|
|
| 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 |
1.1221 |
1.1028 |
0.0193 |
1.7% |
0.0077 |
0.7% |
16% |
False |
True |
23,972 |
| 10 |
1.1231 |
1.1028 |
0.0203 |
1.8% |
0.0071 |
0.6% |
15% |
False |
True |
15,929 |
| 20 |
1.1231 |
1.1028 |
0.0203 |
1.8% |
0.0069 |
0.6% |
15% |
False |
True |
8,041 |
| 40 |
1.1231 |
1.0918 |
0.0313 |
2.8% |
0.0064 |
0.6% |
45% |
False |
False |
4,031 |
| 60 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0064 |
0.6% |
73% |
False |
False |
2,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1747 |
|
2.618 |
1.1524 |
|
1.618 |
1.1387 |
|
1.000 |
1.1302 |
|
0.618 |
1.1250 |
|
HIGH |
1.1165 |
|
0.618 |
1.1113 |
|
0.500 |
1.1097 |
|
0.382 |
1.1080 |
|
LOW |
1.1028 |
|
0.618 |
1.0943 |
|
1.000 |
1.0891 |
|
1.618 |
1.0806 |
|
2.618 |
1.0669 |
|
4.250 |
1.0446 |
|
|
| Fisher Pivots for day following 16-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1097 |
1.1104 |
| PP |
1.1084 |
1.1089 |
| S1 |
1.1072 |
1.1074 |
|