CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 21-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2021 |
21-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0942 |
1.0911 |
-0.0031 |
-0.3% |
1.1163 |
| High |
1.0954 |
1.0947 |
-0.0007 |
-0.1% |
1.1203 |
| Low |
1.0876 |
1.0878 |
0.0002 |
0.0% |
1.0876 |
| Close |
1.0899 |
1.0939 |
0.0040 |
0.4% |
1.0899 |
| Range |
0.0078 |
0.0069 |
-0.0009 |
-11.5% |
0.0327 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.1% |
0.0000 |
| Volume |
22 |
12 |
-10 |
-45.5% |
46 |
|
| Daily Pivots for day following 21-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1128 |
1.1103 |
1.0977 |
|
| R3 |
1.1059 |
1.1034 |
1.0958 |
|
| R2 |
1.0990 |
1.0990 |
1.0952 |
|
| R1 |
1.0965 |
1.0965 |
1.0945 |
1.0978 |
| PP |
1.0921 |
1.0921 |
1.0921 |
1.0928 |
| S1 |
1.0896 |
1.0896 |
1.0933 |
1.0909 |
| S2 |
1.0852 |
1.0852 |
1.0926 |
|
| S3 |
1.0783 |
1.0827 |
1.0920 |
|
| S4 |
1.0714 |
1.0758 |
1.0901 |
|
|
| 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 |
1.1240 |
|
2.618 |
1.1128 |
|
1.618 |
1.1059 |
|
1.000 |
1.1016 |
|
0.618 |
1.0990 |
|
HIGH |
1.0947 |
|
0.618 |
1.0921 |
|
0.500 |
1.0913 |
|
0.382 |
1.0904 |
|
LOW |
1.0878 |
|
0.618 |
1.0835 |
|
1.000 |
1.0809 |
|
1.618 |
1.0766 |
|
2.618 |
1.0697 |
|
4.250 |
1.0585 |
|
|
| Fisher Pivots for day following 21-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0930 |
1.0971 |
| PP |
1.0921 |
1.0960 |
| S1 |
1.0913 |
1.0950 |
|