CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 29-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2021 |
29-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0929 |
1.0895 |
-0.0034 |
-0.3% |
1.0858 |
| High |
1.0931 |
1.0904 |
-0.0027 |
-0.2% |
1.0960 |
| Low |
1.0875 |
1.0851 |
-0.0024 |
-0.2% |
1.0850 |
| Close |
1.0895 |
1.0880 |
-0.0015 |
-0.1% |
1.0916 |
| Range |
0.0056 |
0.0053 |
-0.0003 |
-5.4% |
0.0110 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
19,599 |
21,435 |
1,836 |
9.4% |
100,171 |
|
| Daily Pivots for day following 29-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1037 |
1.1012 |
1.0909 |
|
| R3 |
1.0984 |
1.0959 |
1.0895 |
|
| R2 |
1.0931 |
1.0931 |
1.0890 |
|
| R1 |
1.0906 |
1.0906 |
1.0885 |
1.0892 |
| PP |
1.0878 |
1.0878 |
1.0878 |
1.0872 |
| S1 |
1.0853 |
1.0853 |
1.0875 |
1.0839 |
| S2 |
1.0825 |
1.0825 |
1.0870 |
|
| S3 |
1.0772 |
1.0800 |
1.0865 |
|
| S4 |
1.0719 |
1.0747 |
1.0851 |
|
|
| 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 |
1.0851 |
0.0109 |
1.0% |
0.0049 |
0.4% |
27% |
False |
True |
18,568 |
| 10 |
1.1165 |
1.0848 |
0.0317 |
2.9% |
0.0072 |
0.7% |
10% |
False |
False |
23,869 |
| 20 |
1.1231 |
1.0848 |
0.0383 |
3.5% |
0.0068 |
0.6% |
8% |
False |
False |
18,519 |
| 40 |
1.1231 |
1.0848 |
0.0383 |
3.5% |
0.0066 |
0.6% |
8% |
False |
False |
9,293 |
| 60 |
1.1231 |
1.0690 |
0.0541 |
5.0% |
0.0064 |
0.6% |
35% |
False |
False |
6,205 |
| 80 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0064 |
0.6% |
44% |
False |
False |
4,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1129 |
|
2.618 |
1.1043 |
|
1.618 |
1.0990 |
|
1.000 |
1.0957 |
|
0.618 |
1.0937 |
|
HIGH |
1.0904 |
|
0.618 |
1.0884 |
|
0.500 |
1.0878 |
|
0.382 |
1.0871 |
|
LOW |
1.0851 |
|
0.618 |
1.0818 |
|
1.000 |
1.0798 |
|
1.618 |
1.0765 |
|
2.618 |
1.0712 |
|
4.250 |
1.0626 |
|
|
| Fisher Pivots for day following 29-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0879 |
1.0906 |
| PP |
1.0878 |
1.0897 |
| S1 |
1.0878 |
1.0889 |
|