CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 28-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2021 |
28-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0959 |
1.0938 |
-0.0021 |
-0.2% |
1.0911 |
| High |
1.0984 |
1.0956 |
-0.0028 |
-0.3% |
1.0984 |
| Low |
1.0942 |
1.0903 |
-0.0039 |
-0.4% |
1.0878 |
| Close |
1.0942 |
1.0921 |
-0.0021 |
-0.2% |
1.0942 |
| Range |
0.0042 |
0.0053 |
0.0011 |
26.2% |
0.0106 |
| ATR |
0.0061 |
0.0061 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
12 |
11 |
-1 |
-8.3% |
61 |
|
| Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1086 |
1.1056 |
1.0950 |
|
| R3 |
1.1033 |
1.1003 |
1.0936 |
|
| R2 |
1.0980 |
1.0980 |
1.0931 |
|
| R1 |
1.0950 |
1.0950 |
1.0926 |
1.0939 |
| PP |
1.0927 |
1.0927 |
1.0927 |
1.0921 |
| S1 |
1.0897 |
1.0897 |
1.0916 |
1.0886 |
| S2 |
1.0874 |
1.0874 |
1.0911 |
|
| S3 |
1.0821 |
1.0844 |
1.0906 |
|
| S4 |
1.0768 |
1.0791 |
1.0892 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1253 |
1.1203 |
1.1000 |
|
| R3 |
1.1147 |
1.1097 |
1.0971 |
|
| R2 |
1.1041 |
1.1041 |
1.0961 |
|
| R1 |
1.0991 |
1.0991 |
1.0952 |
1.1016 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0947 |
| S1 |
1.0885 |
1.0885 |
1.0932 |
1.0910 |
| S2 |
1.0829 |
1.0829 |
1.0923 |
|
| S3 |
1.0723 |
1.0779 |
1.0913 |
|
| S4 |
1.0617 |
1.0673 |
1.0884 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1181 |
|
2.618 |
1.1095 |
|
1.618 |
1.1042 |
|
1.000 |
1.1009 |
|
0.618 |
1.0989 |
|
HIGH |
1.0956 |
|
0.618 |
1.0936 |
|
0.500 |
1.0930 |
|
0.382 |
1.0923 |
|
LOW |
1.0903 |
|
0.618 |
1.0870 |
|
1.000 |
1.0850 |
|
1.618 |
1.0817 |
|
2.618 |
1.0764 |
|
4.250 |
1.0678 |
|
|
| Fisher Pivots for day following 28-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0930 |
1.0944 |
| PP |
1.0927 |
1.0936 |
| S1 |
1.0924 |
1.0929 |
|