CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 22-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2021 |
22-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0911 |
1.0923 |
0.0012 |
0.1% |
1.1163 |
| High |
1.0947 |
1.0947 |
0.0000 |
0.0% |
1.1203 |
| Low |
1.0878 |
1.0905 |
0.0027 |
0.2% |
1.0876 |
| Close |
1.0939 |
1.0939 |
0.0000 |
0.0% |
1.0899 |
| Range |
0.0069 |
0.0042 |
-0.0027 |
-39.1% |
0.0327 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
12 |
33 |
21 |
175.0% |
46 |
|
| Daily Pivots for day following 22-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1056 |
1.1040 |
1.0962 |
|
| R3 |
1.1014 |
1.0998 |
1.0951 |
|
| R2 |
1.0972 |
1.0972 |
1.0947 |
|
| R1 |
1.0956 |
1.0956 |
1.0943 |
1.0964 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0935 |
| S1 |
1.0914 |
1.0914 |
1.0935 |
1.0922 |
| S2 |
1.0888 |
1.0888 |
1.0931 |
|
| S3 |
1.0846 |
1.0872 |
1.0927 |
|
| S4 |
1.0804 |
1.0830 |
1.0916 |
|
|
| 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 |
1.1126 |
|
2.618 |
1.1057 |
|
1.618 |
1.1015 |
|
1.000 |
1.0989 |
|
0.618 |
1.0973 |
|
HIGH |
1.0947 |
|
0.618 |
1.0931 |
|
0.500 |
1.0926 |
|
0.382 |
1.0921 |
|
LOW |
1.0905 |
|
0.618 |
1.0879 |
|
1.000 |
1.0863 |
|
1.618 |
1.0837 |
|
2.618 |
1.0795 |
|
4.250 |
1.0727 |
|
|
| Fisher Pivots for day following 22-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0935 |
1.0931 |
| PP |
1.0930 |
1.0923 |
| S1 |
1.0926 |
1.0915 |
|