CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 29-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2021 |
29-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0938 |
1.0899 |
-0.0039 |
-0.4% |
1.0911 |
| High |
1.0956 |
1.0928 |
-0.0028 |
-0.3% |
1.0984 |
| Low |
1.0903 |
1.0881 |
-0.0022 |
-0.2% |
1.0878 |
| Close |
1.0921 |
1.0907 |
-0.0014 |
-0.1% |
1.0942 |
| Range |
0.0053 |
0.0047 |
-0.0006 |
-11.3% |
0.0106 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
11 |
2 |
-9 |
-81.8% |
61 |
|
| Daily Pivots for day following 29-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.1024 |
1.0933 |
|
| R3 |
1.0999 |
1.0977 |
1.0920 |
|
| R2 |
1.0952 |
1.0952 |
1.0916 |
|
| R1 |
1.0930 |
1.0930 |
1.0911 |
1.0941 |
| PP |
1.0905 |
1.0905 |
1.0905 |
1.0911 |
| S1 |
1.0883 |
1.0883 |
1.0903 |
1.0894 |
| S2 |
1.0858 |
1.0858 |
1.0898 |
|
| S3 |
1.0811 |
1.0836 |
1.0894 |
|
| S4 |
1.0764 |
1.0789 |
1.0881 |
|
|
| 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 |
1.1128 |
|
2.618 |
1.1051 |
|
1.618 |
1.1004 |
|
1.000 |
1.0975 |
|
0.618 |
1.0957 |
|
HIGH |
1.0928 |
|
0.618 |
1.0910 |
|
0.500 |
1.0905 |
|
0.382 |
1.0899 |
|
LOW |
1.0881 |
|
0.618 |
1.0852 |
|
1.000 |
1.0834 |
|
1.618 |
1.0805 |
|
2.618 |
1.0758 |
|
4.250 |
1.0681 |
|
|
| Fisher Pivots for day following 29-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0906 |
1.0933 |
| PP |
1.0905 |
1.0924 |
| S1 |
1.0905 |
1.0916 |
|