CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 24-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0932 |
1.0935 |
0.0003 |
0.0% |
1.1163 |
| High |
1.0971 |
1.0946 |
-0.0025 |
-0.2% |
1.1203 |
| Low |
1.0921 |
1.0920 |
-0.0001 |
0.0% |
1.0876 |
| Close |
1.0939 |
1.0938 |
-0.0001 |
0.0% |
1.0899 |
| Range |
0.0050 |
0.0026 |
-0.0024 |
-48.0% |
0.0327 |
| ATR |
0.0065 |
0.0063 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
46 |
|
| Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1013 |
1.1001 |
1.0952 |
|
| R3 |
1.0987 |
1.0975 |
1.0945 |
|
| R2 |
1.0961 |
1.0961 |
1.0943 |
|
| R1 |
1.0949 |
1.0949 |
1.0940 |
1.0955 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0938 |
| S1 |
1.0923 |
1.0923 |
1.0936 |
1.0929 |
| S2 |
1.0909 |
1.0909 |
1.0933 |
|
| S3 |
1.0883 |
1.0897 |
1.0931 |
|
| S4 |
1.0857 |
1.0871 |
1.0924 |
|
|
| 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 |
1.1057 |
|
2.618 |
1.1014 |
|
1.618 |
1.0988 |
|
1.000 |
1.0972 |
|
0.618 |
1.0962 |
|
HIGH |
1.0946 |
|
0.618 |
1.0936 |
|
0.500 |
1.0933 |
|
0.382 |
1.0930 |
|
LOW |
1.0920 |
|
0.618 |
1.0904 |
|
1.000 |
1.0894 |
|
1.618 |
1.0878 |
|
2.618 |
1.0852 |
|
4.250 |
1.0810 |
|
|
| Fisher Pivots for day following 24-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0936 |
1.0938 |
| PP |
1.0935 |
1.0938 |
| S1 |
1.0933 |
1.0938 |
|