CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1218 |
1.1165 |
-0.0053 |
-0.5% |
1.1176 |
| High |
1.1234 |
1.1239 |
0.0005 |
0.0% |
1.1255 |
| Low |
1.1178 |
1.1165 |
-0.0013 |
-0.1% |
1.1156 |
| Close |
1.1227 |
1.1177 |
-0.0050 |
-0.4% |
1.1177 |
| Range |
0.0056 |
0.0074 |
0.0018 |
32.1% |
0.0099 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.8% |
0.0000 |
| Volume |
24 |
37 |
13 |
54.2% |
101 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1416 |
1.1370 |
1.1218 |
|
| R3 |
1.1342 |
1.1296 |
1.1197 |
|
| R2 |
1.1268 |
1.1268 |
1.1191 |
|
| R1 |
1.1222 |
1.1222 |
1.1184 |
1.1245 |
| PP |
1.1194 |
1.1194 |
1.1194 |
1.1205 |
| S1 |
1.1148 |
1.1148 |
1.1170 |
1.1171 |
| S2 |
1.1120 |
1.1120 |
1.1163 |
|
| S3 |
1.1046 |
1.1074 |
1.1157 |
|
| S4 |
1.0972 |
1.1000 |
1.1136 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1493 |
1.1434 |
1.1231 |
|
| R3 |
1.1394 |
1.1335 |
1.1204 |
|
| R2 |
1.1295 |
1.1295 |
1.1195 |
|
| R1 |
1.1236 |
1.1236 |
1.1186 |
1.1266 |
| PP |
1.1196 |
1.1196 |
1.1196 |
1.1211 |
| S1 |
1.1137 |
1.1137 |
1.1168 |
1.1167 |
| S2 |
1.1097 |
1.1097 |
1.1159 |
|
| S3 |
1.0998 |
1.1038 |
1.1150 |
|
| S4 |
1.0899 |
1.0939 |
1.1123 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1554 |
|
2.618 |
1.1433 |
|
1.618 |
1.1359 |
|
1.000 |
1.1313 |
|
0.618 |
1.1285 |
|
HIGH |
1.1239 |
|
0.618 |
1.1211 |
|
0.500 |
1.1202 |
|
0.382 |
1.1193 |
|
LOW |
1.1165 |
|
0.618 |
1.1119 |
|
1.000 |
1.1091 |
|
1.618 |
1.1045 |
|
2.618 |
1.0971 |
|
4.250 |
1.0851 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1202 |
1.1210 |
| PP |
1.1194 |
1.1199 |
| S1 |
1.1185 |
1.1188 |
|