CME Swiss Franc Future June 2021
Trading Metrics calculated at close of trading on 11-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2021 |
11-May-2021 |
Change |
Change % |
Previous Week |
Open |
1.1118 |
1.1108 |
-0.0010 |
-0.1% |
1.0969 |
High |
1.1138 |
1.1119 |
-0.0019 |
-0.2% |
1.1116 |
Low |
1.1096 |
1.1072 |
-0.0024 |
-0.2% |
1.0923 |
Close |
1.1113 |
1.1079 |
-0.0034 |
-0.3% |
1.1108 |
Range |
0.0042 |
0.0047 |
0.0005 |
11.9% |
0.0193 |
ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.3% |
0.0000 |
Volume |
20,047 |
20,954 |
907 |
4.5% |
105,550 |
|
Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1231 |
1.1202 |
1.1105 |
|
R3 |
1.1184 |
1.1155 |
1.1092 |
|
R2 |
1.1137 |
1.1137 |
1.1088 |
|
R1 |
1.1108 |
1.1108 |
1.1083 |
1.1099 |
PP |
1.1090 |
1.1090 |
1.1090 |
1.1086 |
S1 |
1.1061 |
1.1061 |
1.1075 |
1.1052 |
S2 |
1.1043 |
1.1043 |
1.1070 |
|
S3 |
1.0996 |
1.1014 |
1.1066 |
|
S4 |
1.0949 |
1.0967 |
1.1053 |
|
|
Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1628 |
1.1561 |
1.1214 |
|
R3 |
1.1435 |
1.1368 |
1.1161 |
|
R2 |
1.1242 |
1.1242 |
1.1143 |
|
R1 |
1.1175 |
1.1175 |
1.1126 |
1.1209 |
PP |
1.1049 |
1.1049 |
1.1049 |
1.1066 |
S1 |
1.0982 |
1.0982 |
1.1090 |
1.1016 |
S2 |
1.0856 |
1.0856 |
1.1073 |
|
S3 |
1.0663 |
1.0789 |
1.1055 |
|
S4 |
1.0470 |
1.0596 |
1.1002 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1138 |
1.0923 |
0.0215 |
1.9% |
0.0068 |
0.6% |
73% |
False |
False |
21,424 |
10 |
1.1138 |
1.0905 |
0.0233 |
2.1% |
0.0070 |
0.6% |
75% |
False |
False |
22,029 |
20 |
1.1138 |
1.0832 |
0.0306 |
2.8% |
0.0064 |
0.6% |
81% |
False |
False |
19,336 |
40 |
1.1138 |
1.0576 |
0.0562 |
5.1% |
0.0069 |
0.6% |
90% |
False |
False |
19,466 |
60 |
1.1307 |
1.0576 |
0.0731 |
6.6% |
0.0073 |
0.7% |
69% |
False |
False |
14,918 |
80 |
1.1359 |
1.0576 |
0.0783 |
7.1% |
0.0068 |
0.6% |
64% |
False |
False |
11,212 |
100 |
1.1469 |
1.0576 |
0.0893 |
8.1% |
0.0067 |
0.6% |
56% |
False |
False |
8,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1319 |
2.618 |
1.1242 |
1.618 |
1.1195 |
1.000 |
1.1166 |
0.618 |
1.1148 |
HIGH |
1.1119 |
0.618 |
1.1101 |
0.500 |
1.1096 |
0.382 |
1.1090 |
LOW |
1.1072 |
0.618 |
1.1043 |
1.000 |
1.1025 |
1.618 |
1.0996 |
2.618 |
1.0949 |
4.250 |
1.0872 |
|
|
Fisher Pivots for day following 11-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1096 |
1.1077 |
PP |
1.1090 |
1.1075 |
S1 |
1.1085 |
1.1073 |
|