CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 28-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2021 |
28-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0915 |
1.0929 |
0.0014 |
0.1% |
1.0858 |
| High |
1.0960 |
1.0931 |
-0.0029 |
-0.3% |
1.0960 |
| Low |
1.0912 |
1.0875 |
-0.0037 |
-0.3% |
1.0850 |
| Close |
1.0916 |
1.0895 |
-0.0021 |
-0.2% |
1.0916 |
| Range |
0.0048 |
0.0056 |
0.0008 |
16.7% |
0.0110 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
17,274 |
19,599 |
2,325 |
13.5% |
100,171 |
|
| Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1068 |
1.1038 |
1.0926 |
|
| R3 |
1.1012 |
1.0982 |
1.0910 |
|
| R2 |
1.0956 |
1.0956 |
1.0905 |
|
| R1 |
1.0926 |
1.0926 |
1.0900 |
1.0913 |
| PP |
1.0900 |
1.0900 |
1.0900 |
1.0894 |
| S1 |
1.0870 |
1.0870 |
1.0890 |
1.0857 |
| S2 |
1.0844 |
1.0844 |
1.0885 |
|
| S3 |
1.0788 |
1.0814 |
1.0880 |
|
| S4 |
1.0732 |
1.0758 |
1.0864 |
|
|
| 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 |
1.0875 |
0.0085 |
0.8% |
0.0047 |
0.4% |
24% |
False |
True |
18,587 |
| 10 |
1.1179 |
1.0848 |
0.0331 |
3.0% |
0.0072 |
0.7% |
14% |
False |
False |
23,891 |
| 20 |
1.1231 |
1.0848 |
0.0383 |
3.5% |
0.0070 |
0.6% |
12% |
False |
False |
17,472 |
| 40 |
1.1231 |
1.0848 |
0.0383 |
3.5% |
0.0066 |
0.6% |
12% |
False |
False |
8,758 |
| 60 |
1.1231 |
1.0644 |
0.0587 |
5.4% |
0.0065 |
0.6% |
43% |
False |
False |
5,848 |
| 80 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0064 |
0.6% |
46% |
False |
False |
4,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1169 |
|
2.618 |
1.1078 |
|
1.618 |
1.1022 |
|
1.000 |
1.0987 |
|
0.618 |
1.0966 |
|
HIGH |
1.0931 |
|
0.618 |
1.0910 |
|
0.500 |
1.0903 |
|
0.382 |
1.0896 |
|
LOW |
1.0875 |
|
0.618 |
1.0840 |
|
1.000 |
1.0819 |
|
1.618 |
1.0784 |
|
2.618 |
1.0728 |
|
4.250 |
1.0637 |
|
|
| Fisher Pivots for day following 28-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0903 |
1.0918 |
| PP |
1.0900 |
1.0910 |
| S1 |
1.0898 |
1.0903 |
|