CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 17-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1159 |
1.1032 |
-0.0127 |
-1.1% |
1.1152 |
| High |
1.1165 |
1.1043 |
-0.0122 |
-1.1% |
1.1231 |
| Low |
1.1028 |
1.0908 |
-0.0120 |
-1.1% |
1.1127 |
| Close |
1.1059 |
1.0925 |
-0.0134 |
-1.2% |
1.1151 |
| Range |
0.0137 |
0.0135 |
-0.0002 |
-1.5% |
0.0104 |
| ATR |
0.0070 |
0.0076 |
0.0006 |
8.3% |
0.0000 |
| Volume |
27,934 |
40,128 |
12,194 |
43.7% |
92,096 |
|
| Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1364 |
1.1279 |
1.0999 |
|
| R3 |
1.1229 |
1.1144 |
1.0962 |
|
| R2 |
1.1094 |
1.1094 |
1.0950 |
|
| R1 |
1.1009 |
1.1009 |
1.0937 |
1.0984 |
| PP |
1.0959 |
1.0959 |
1.0959 |
1.0946 |
| S1 |
1.0874 |
1.0874 |
1.0913 |
1.0849 |
| S2 |
1.0824 |
1.0824 |
1.0900 |
|
| S3 |
1.0689 |
1.0739 |
1.0888 |
|
| S4 |
1.0554 |
1.0604 |
1.0851 |
|
|
| 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 |
1.0908 |
0.0313 |
2.9% |
0.0087 |
0.8% |
5% |
False |
True |
27,222 |
| 10 |
1.1231 |
1.0908 |
0.0323 |
3.0% |
0.0076 |
0.7% |
5% |
False |
True |
19,868 |
| 20 |
1.1231 |
1.0908 |
0.0323 |
3.0% |
0.0071 |
0.7% |
5% |
False |
True |
10,046 |
| 40 |
1.1231 |
1.0908 |
0.0323 |
3.0% |
0.0067 |
0.6% |
5% |
False |
True |
5,034 |
| 60 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0064 |
0.6% |
51% |
False |
False |
3,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1617 |
|
2.618 |
1.1396 |
|
1.618 |
1.1261 |
|
1.000 |
1.1178 |
|
0.618 |
1.1126 |
|
HIGH |
1.1043 |
|
0.618 |
1.0991 |
|
0.500 |
1.0976 |
|
0.382 |
1.0960 |
|
LOW |
1.0908 |
|
0.618 |
1.0825 |
|
1.000 |
1.0773 |
|
1.618 |
1.0690 |
|
2.618 |
1.0555 |
|
4.250 |
1.0334 |
|
|
| Fisher Pivots for day following 17-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0976 |
1.1044 |
| PP |
1.0959 |
1.1004 |
| S1 |
1.0942 |
1.0965 |
|