CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 17-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1083 |
1.1050 |
-0.0033 |
-0.3% |
1.1176 |
| High |
1.1188 |
1.1066 |
-0.0122 |
-1.1% |
1.1255 |
| Low |
1.1057 |
1.0936 |
-0.0121 |
-1.1% |
1.1156 |
| Close |
1.1085 |
1.0951 |
-0.0134 |
-1.2% |
1.1177 |
| Range |
0.0131 |
0.0130 |
-0.0001 |
-0.8% |
0.0099 |
| ATR |
0.0062 |
0.0068 |
0.0006 |
10.2% |
0.0000 |
| Volume |
5 |
14 |
9 |
180.0% |
101 |
|
| Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1374 |
1.1293 |
1.1023 |
|
| R3 |
1.1244 |
1.1163 |
1.0987 |
|
| R2 |
1.1114 |
1.1114 |
1.0975 |
|
| R1 |
1.1033 |
1.1033 |
1.0963 |
1.1009 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.0972 |
| S1 |
1.0903 |
1.0903 |
1.0939 |
1.0879 |
| S2 |
1.0854 |
1.0854 |
1.0927 |
|
| S3 |
1.0724 |
1.0773 |
1.0915 |
|
| S4 |
1.0594 |
1.0643 |
1.0880 |
|
|
| 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 |
1.1619 |
|
2.618 |
1.1406 |
|
1.618 |
1.1276 |
|
1.000 |
1.1196 |
|
0.618 |
1.1146 |
|
HIGH |
1.1066 |
|
0.618 |
1.1016 |
|
0.500 |
1.1001 |
|
0.382 |
1.0986 |
|
LOW |
1.0936 |
|
0.618 |
1.0856 |
|
1.000 |
1.0806 |
|
1.618 |
1.0726 |
|
2.618 |
1.0596 |
|
4.250 |
1.0384 |
|
|
| Fisher Pivots for day following 17-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1001 |
1.1070 |
| PP |
1.0984 |
1.1030 |
| S1 |
1.0968 |
1.0991 |
|