CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 20-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2021 |
20-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0891 |
1.0946 |
0.0055 |
0.5% |
1.0833 |
| High |
1.0971 |
1.0963 |
-0.0008 |
-0.1% |
1.0910 |
| Low |
1.0868 |
1.0921 |
0.0053 |
0.5% |
1.0807 |
| Close |
1.0951 |
1.0930 |
-0.0021 |
-0.2% |
1.0887 |
| Range |
0.0103 |
0.0042 |
-0.0061 |
-59.2% |
0.0103 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
22,589 |
15,228 |
-7,361 |
-32.6% |
83,470 |
|
| Daily Pivots for day following 20-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1064 |
1.1039 |
1.0953 |
|
| R3 |
1.1022 |
1.0997 |
1.0942 |
|
| R2 |
1.0980 |
1.0980 |
1.0938 |
|
| R1 |
1.0955 |
1.0955 |
1.0934 |
1.0947 |
| PP |
1.0938 |
1.0938 |
1.0938 |
1.0934 |
| S1 |
1.0913 |
1.0913 |
1.0926 |
1.0905 |
| S2 |
1.0896 |
1.0896 |
1.0922 |
|
| S3 |
1.0854 |
1.0871 |
1.0918 |
|
| S4 |
1.0812 |
1.0829 |
1.0907 |
|
|
| Weekly Pivots for week ending 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1177 |
1.1135 |
1.0944 |
|
| R3 |
1.1074 |
1.1032 |
1.0915 |
|
| R2 |
1.0971 |
1.0971 |
1.0906 |
|
| R1 |
1.0929 |
1.0929 |
1.0896 |
1.0950 |
| PP |
1.0868 |
1.0868 |
1.0868 |
1.0879 |
| S1 |
1.0826 |
1.0826 |
1.0878 |
1.0847 |
| S2 |
1.0765 |
1.0765 |
1.0868 |
|
| S3 |
1.0662 |
1.0723 |
1.0859 |
|
| S4 |
1.0559 |
1.0620 |
1.0830 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0971 |
1.0832 |
0.0139 |
1.3% |
0.0063 |
0.6% |
71% |
False |
False |
16,919 |
| 10 |
1.0971 |
1.0754 |
0.0217 |
2.0% |
0.0064 |
0.6% |
81% |
False |
False |
18,633 |
| 20 |
1.0971 |
1.0576 |
0.0395 |
3.6% |
0.0068 |
0.6% |
90% |
False |
False |
18,157 |
| 40 |
1.1207 |
1.0576 |
0.0631 |
5.8% |
0.0076 |
0.7% |
56% |
False |
False |
14,781 |
| 60 |
1.1347 |
1.0576 |
0.0771 |
7.1% |
0.0070 |
0.6% |
46% |
False |
False |
9,912 |
| 80 |
1.1469 |
1.0576 |
0.0893 |
8.2% |
0.0068 |
0.6% |
40% |
False |
False |
7,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1142 |
|
2.618 |
1.1073 |
|
1.618 |
1.1031 |
|
1.000 |
1.1005 |
|
0.618 |
1.0989 |
|
HIGH |
1.0963 |
|
0.618 |
1.0947 |
|
0.500 |
1.0942 |
|
0.382 |
1.0937 |
|
LOW |
1.0921 |
|
0.618 |
1.0895 |
|
1.000 |
1.0879 |
|
1.618 |
1.0853 |
|
2.618 |
1.0811 |
|
4.250 |
1.0743 |
|
|
| Fisher Pivots for day following 20-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0942 |
1.0923 |
| PP |
1.0938 |
1.0915 |
| S1 |
1.0934 |
1.0908 |
|