CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 08-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1152 |
1.1172 |
0.0020 |
0.2% |
1.1151 |
| High |
1.1181 |
1.1198 |
0.0017 |
0.2% |
1.1207 |
| Low |
1.1127 |
1.1153 |
0.0026 |
0.2% |
1.1073 |
| Close |
1.1176 |
1.1184 |
0.0008 |
0.1% |
1.1150 |
| Range |
0.0054 |
0.0045 |
-0.0009 |
-16.7% |
0.0134 |
| ATR |
0.0068 |
0.0067 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
5,486 |
10,784 |
5,298 |
96.6% |
2,301 |
|
| Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1313 |
1.1294 |
1.1209 |
|
| R3 |
1.1268 |
1.1249 |
1.1196 |
|
| R2 |
1.1223 |
1.1223 |
1.1192 |
|
| R1 |
1.1204 |
1.1204 |
1.1188 |
1.1214 |
| PP |
1.1178 |
1.1178 |
1.1178 |
1.1183 |
| S1 |
1.1159 |
1.1159 |
1.1180 |
1.1169 |
| S2 |
1.1133 |
1.1133 |
1.1176 |
|
| S3 |
1.1088 |
1.1114 |
1.1172 |
|
| S4 |
1.1043 |
1.1069 |
1.1159 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1545 |
1.1482 |
1.1224 |
|
| R3 |
1.1411 |
1.1348 |
1.1187 |
|
| R2 |
1.1277 |
1.1277 |
1.1175 |
|
| R1 |
1.1214 |
1.1214 |
1.1162 |
1.1179 |
| PP |
1.1143 |
1.1143 |
1.1143 |
1.1126 |
| S1 |
1.1080 |
1.1080 |
1.1138 |
1.1045 |
| S2 |
1.1009 |
1.1009 |
1.1125 |
|
| S3 |
1.0875 |
1.0946 |
1.1113 |
|
| S4 |
1.0741 |
1.0812 |
1.1076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1198 |
1.1073 |
0.0125 |
1.1% |
0.0068 |
0.6% |
89% |
True |
False |
3,615 |
| 10 |
1.1228 |
1.1073 |
0.0155 |
1.4% |
0.0065 |
0.6% |
72% |
False |
False |
1,909 |
| 20 |
1.1228 |
1.1032 |
0.0196 |
1.8% |
0.0064 |
0.6% |
78% |
False |
False |
966 |
| 40 |
1.1228 |
1.0845 |
0.0383 |
3.4% |
0.0062 |
0.6% |
89% |
False |
False |
497 |
| 60 |
1.1228 |
1.0604 |
0.0624 |
5.6% |
0.0064 |
0.6% |
93% |
False |
False |
335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1389 |
|
2.618 |
1.1316 |
|
1.618 |
1.1271 |
|
1.000 |
1.1243 |
|
0.618 |
1.1226 |
|
HIGH |
1.1198 |
|
0.618 |
1.1181 |
|
0.500 |
1.1176 |
|
0.382 |
1.1170 |
|
LOW |
1.1153 |
|
0.618 |
1.1125 |
|
1.000 |
1.1108 |
|
1.618 |
1.1080 |
|
2.618 |
1.1035 |
|
4.250 |
1.0962 |
|
|
| Fisher Pivots for day following 08-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1181 |
1.1168 |
| PP |
1.1178 |
1.1152 |
| S1 |
1.1176 |
1.1136 |
|