CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 22-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2021 |
22-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0858 |
1.0918 |
0.0060 |
0.6% |
1.1154 |
| High |
1.0922 |
1.0925 |
0.0003 |
0.0% |
1.1179 |
| Low |
1.0850 |
1.0878 |
0.0028 |
0.3% |
1.0848 |
| Close |
1.0912 |
1.0913 |
0.0001 |
0.0% |
1.0873 |
| Range |
0.0072 |
0.0047 |
-0.0025 |
-34.7% |
0.0331 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
26,833 |
21,528 |
-5,305 |
-19.8% |
135,286 |
|
| Daily Pivots for day following 22-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.1027 |
1.0939 |
|
| R3 |
1.0999 |
1.0980 |
1.0926 |
|
| R2 |
1.0952 |
1.0952 |
1.0922 |
|
| R1 |
1.0933 |
1.0933 |
1.0917 |
1.0919 |
| PP |
1.0905 |
1.0905 |
1.0905 |
1.0899 |
| S1 |
1.0886 |
1.0886 |
1.0909 |
1.0872 |
| S2 |
1.0858 |
1.0858 |
1.0904 |
|
| S3 |
1.0811 |
1.0839 |
1.0900 |
|
| S4 |
1.0764 |
1.0792 |
1.0887 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1960 |
1.1747 |
1.1055 |
|
| R3 |
1.1629 |
1.1416 |
1.0964 |
|
| R2 |
1.1298 |
1.1298 |
1.0934 |
|
| R1 |
1.1085 |
1.1085 |
1.0903 |
1.1026 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0937 |
| S1 |
1.0754 |
1.0754 |
1.0843 |
1.0695 |
| S2 |
1.0636 |
1.0636 |
1.0812 |
|
| S3 |
1.0305 |
1.0423 |
1.0782 |
|
| S4 |
0.9974 |
1.0092 |
1.0691 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1165 |
1.0848 |
0.0317 |
2.9% |
0.0095 |
0.9% |
21% |
False |
False |
29,170 |
| 10 |
1.1231 |
1.0848 |
0.0383 |
3.5% |
0.0078 |
0.7% |
17% |
False |
False |
25,947 |
| 20 |
1.1231 |
1.0848 |
0.0383 |
3.5% |
0.0071 |
0.7% |
17% |
False |
False |
13,928 |
| 40 |
1.1231 |
1.0848 |
0.0383 |
3.5% |
0.0068 |
0.6% |
17% |
False |
False |
6,974 |
| 60 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
49% |
False |
False |
4,658 |
| 80 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0066 |
0.6% |
49% |
False |
False |
3,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1125 |
|
2.618 |
1.1048 |
|
1.618 |
1.1001 |
|
1.000 |
1.0972 |
|
0.618 |
1.0954 |
|
HIGH |
1.0925 |
|
0.618 |
1.0907 |
|
0.500 |
1.0902 |
|
0.382 |
1.0896 |
|
LOW |
1.0878 |
|
0.618 |
1.0849 |
|
1.000 |
1.0831 |
|
1.618 |
1.0802 |
|
2.618 |
1.0755 |
|
4.250 |
1.0678 |
|
|
| Fisher Pivots for day following 22-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0909 |
1.0905 |
| PP |
1.0905 |
1.0897 |
| S1 |
1.0902 |
1.0889 |
|