CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1202 |
1.1190 |
-0.0012 |
-0.1% |
1.1209 |
| High |
1.1213 |
1.1190 |
-0.0023 |
-0.2% |
1.1253 |
| Low |
1.1159 |
1.1132 |
-0.0027 |
-0.2% |
1.1132 |
| Close |
1.1205 |
1.1172 |
-0.0033 |
-0.3% |
1.1172 |
| Range |
0.0054 |
0.0058 |
0.0004 |
7.4% |
0.0121 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
2.0% |
0.0000 |
| Volume |
4 |
14 |
10 |
250.0% |
18 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1339 |
1.1313 |
1.1204 |
|
| R3 |
1.1281 |
1.1255 |
1.1188 |
|
| R2 |
1.1223 |
1.1223 |
1.1183 |
|
| R1 |
1.1197 |
1.1197 |
1.1177 |
1.1181 |
| PP |
1.1165 |
1.1165 |
1.1165 |
1.1157 |
| S1 |
1.1139 |
1.1139 |
1.1167 |
1.1123 |
| S2 |
1.1107 |
1.1107 |
1.1161 |
|
| S3 |
1.1049 |
1.1081 |
1.1156 |
|
| S4 |
1.0991 |
1.1023 |
1.1140 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1549 |
1.1481 |
1.1239 |
|
| R3 |
1.1428 |
1.1360 |
1.1205 |
|
| R2 |
1.1307 |
1.1307 |
1.1194 |
|
| R1 |
1.1239 |
1.1239 |
1.1183 |
1.1213 |
| PP |
1.1186 |
1.1186 |
1.1186 |
1.1172 |
| S1 |
1.1118 |
1.1118 |
1.1161 |
1.1092 |
| S2 |
1.1065 |
1.1065 |
1.1150 |
|
| S3 |
1.0944 |
1.0997 |
1.1139 |
|
| S4 |
1.0823 |
1.0876 |
1.1105 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1437 |
|
2.618 |
1.1342 |
|
1.618 |
1.1284 |
|
1.000 |
1.1248 |
|
0.618 |
1.1226 |
|
HIGH |
1.1190 |
|
0.618 |
1.1168 |
|
0.500 |
1.1161 |
|
0.382 |
1.1154 |
|
LOW |
1.1132 |
|
0.618 |
1.1096 |
|
1.000 |
1.1074 |
|
1.618 |
1.1038 |
|
2.618 |
1.0980 |
|
4.250 |
1.0886 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1168 |
1.1185 |
| PP |
1.1165 |
1.1181 |
| S1 |
1.1161 |
1.1176 |
|