CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 18-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2021 |
18-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1050 |
1.0942 |
-0.0108 |
-1.0% |
1.1163 |
| High |
1.1066 |
1.0954 |
-0.0112 |
-1.0% |
1.1203 |
| Low |
1.0936 |
1.0876 |
-0.0060 |
-0.5% |
1.0876 |
| Close |
1.0951 |
1.0899 |
-0.0052 |
-0.5% |
1.0899 |
| Range |
0.0130 |
0.0078 |
-0.0052 |
-40.0% |
0.0327 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.1% |
0.0000 |
| Volume |
14 |
22 |
8 |
57.1% |
46 |
|
| Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1144 |
1.1099 |
1.0942 |
|
| R3 |
1.1066 |
1.1021 |
1.0920 |
|
| R2 |
1.0988 |
1.0988 |
1.0913 |
|
| R1 |
1.0943 |
1.0943 |
1.0906 |
1.0927 |
| PP |
1.0910 |
1.0910 |
1.0910 |
1.0901 |
| S1 |
1.0865 |
1.0865 |
1.0892 |
1.0849 |
| S2 |
1.0832 |
1.0832 |
1.0885 |
|
| S3 |
1.0754 |
1.0787 |
1.0878 |
|
| S4 |
1.0676 |
1.0709 |
1.0856 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1974 |
1.1763 |
1.1079 |
|
| R3 |
1.1647 |
1.1436 |
1.0989 |
|
| R2 |
1.1320 |
1.1320 |
1.0959 |
|
| R1 |
1.1109 |
1.1109 |
1.0929 |
1.1051 |
| PP |
1.0993 |
1.0993 |
1.0993 |
1.0964 |
| S1 |
1.0782 |
1.0782 |
1.0869 |
1.0724 |
| S2 |
1.0666 |
1.0666 |
1.0839 |
|
| S3 |
1.0339 |
1.0455 |
1.0809 |
|
| S4 |
1.0012 |
1.0128 |
1.0719 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1286 |
|
2.618 |
1.1158 |
|
1.618 |
1.1080 |
|
1.000 |
1.1032 |
|
0.618 |
1.1002 |
|
HIGH |
1.0954 |
|
0.618 |
1.0924 |
|
0.500 |
1.0915 |
|
0.382 |
1.0906 |
|
LOW |
1.0876 |
|
0.618 |
1.0828 |
|
1.000 |
1.0798 |
|
1.618 |
1.0750 |
|
2.618 |
1.0672 |
|
4.250 |
1.0545 |
|
|
| Fisher Pivots for day following 18-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0915 |
1.1032 |
| PP |
1.0910 |
1.0988 |
| S1 |
1.0904 |
1.0943 |
|