CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 25-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2021 |
25-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0917 |
1.0915 |
-0.0002 |
0.0% |
1.0858 |
| High |
1.0923 |
1.0960 |
0.0037 |
0.3% |
1.0960 |
| Low |
1.0892 |
1.0912 |
0.0020 |
0.2% |
1.0850 |
| Close |
1.0912 |
1.0916 |
0.0004 |
0.0% |
1.0916 |
| Range |
0.0031 |
0.0048 |
0.0017 |
54.8% |
0.0110 |
| ATR |
0.0069 |
0.0068 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
15,050 |
17,274 |
2,224 |
14.8% |
100,171 |
|
| Daily Pivots for day following 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1073 |
1.1043 |
1.0942 |
|
| R3 |
1.1025 |
1.0995 |
1.0929 |
|
| R2 |
1.0977 |
1.0977 |
1.0925 |
|
| R1 |
1.0947 |
1.0947 |
1.0920 |
1.0962 |
| PP |
1.0929 |
1.0929 |
1.0929 |
1.0937 |
| S1 |
1.0899 |
1.0899 |
1.0912 |
1.0914 |
| S2 |
1.0881 |
1.0881 |
1.0907 |
|
| S3 |
1.0833 |
1.0851 |
1.0903 |
|
| S4 |
1.0785 |
1.0803 |
1.0890 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1239 |
1.1187 |
1.0977 |
|
| R3 |
1.1129 |
1.1077 |
1.0946 |
|
| R2 |
1.1019 |
1.1019 |
1.0936 |
|
| R1 |
1.0967 |
1.0967 |
1.0926 |
1.0993 |
| PP |
1.0909 |
1.0909 |
1.0909 |
1.0922 |
| S1 |
1.0857 |
1.0857 |
1.0906 |
1.0883 |
| S2 |
1.0799 |
1.0799 |
1.0896 |
|
| S3 |
1.0689 |
1.0747 |
1.0886 |
|
| S4 |
1.0579 |
1.0637 |
1.0856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0960 |
1.0850 |
0.0110 |
1.0% |
0.0051 |
0.5% |
60% |
True |
False |
20,034 |
| 10 |
1.1179 |
1.0848 |
0.0331 |
3.0% |
0.0069 |
0.6% |
21% |
False |
False |
23,545 |
| 20 |
1.1231 |
1.0848 |
0.0383 |
3.5% |
0.0070 |
0.6% |
18% |
False |
False |
16,501 |
| 40 |
1.1231 |
1.0848 |
0.0383 |
3.5% |
0.0066 |
0.6% |
18% |
False |
False |
8,268 |
| 60 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
50% |
False |
False |
5,521 |
| 80 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
50% |
False |
False |
4,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1164 |
|
2.618 |
1.1086 |
|
1.618 |
1.1038 |
|
1.000 |
1.1008 |
|
0.618 |
1.0990 |
|
HIGH |
1.0960 |
|
0.618 |
1.0942 |
|
0.500 |
1.0936 |
|
0.382 |
1.0930 |
|
LOW |
1.0912 |
|
0.618 |
1.0882 |
|
1.000 |
1.0864 |
|
1.618 |
1.0834 |
|
2.618 |
1.0786 |
|
4.250 |
1.0708 |
|
|
| Fisher Pivots for day following 25-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0936 |
1.0926 |
| PP |
1.0929 |
1.0923 |
| S1 |
1.0923 |
1.0919 |
|