CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 21-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2021 |
21-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0946 |
1.0934 |
-0.0012 |
-0.1% |
1.0833 |
| High |
1.0963 |
1.0941 |
-0.0022 |
-0.2% |
1.0910 |
| Low |
1.0921 |
1.0890 |
-0.0031 |
-0.3% |
1.0807 |
| Close |
1.0930 |
1.0919 |
-0.0011 |
-0.1% |
1.0887 |
| Range |
0.0042 |
0.0051 |
0.0009 |
21.4% |
0.0103 |
| ATR |
0.0070 |
0.0068 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
15,228 |
14,806 |
-422 |
-2.8% |
83,470 |
|
| Daily Pivots for day following 21-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1070 |
1.1045 |
1.0947 |
|
| R3 |
1.1019 |
1.0994 |
1.0933 |
|
| R2 |
1.0968 |
1.0968 |
1.0928 |
|
| R1 |
1.0943 |
1.0943 |
1.0924 |
1.0930 |
| PP |
1.0917 |
1.0917 |
1.0917 |
1.0910 |
| S1 |
1.0892 |
1.0892 |
1.0914 |
1.0879 |
| S2 |
1.0866 |
1.0866 |
1.0910 |
|
| S3 |
1.0815 |
1.0841 |
1.0905 |
|
| S4 |
1.0764 |
1.0790 |
1.0891 |
|
|
| 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% |
0.0062 |
0.6% |
63% |
False |
False |
16,464 |
| 10 |
1.0971 |
1.0769 |
0.0202 |
1.8% |
0.0064 |
0.6% |
74% |
False |
False |
17,804 |
| 20 |
1.0971 |
1.0576 |
0.0395 |
3.6% |
0.0063 |
0.6% |
87% |
False |
False |
17,552 |
| 40 |
1.1109 |
1.0576 |
0.0533 |
4.9% |
0.0074 |
0.7% |
64% |
False |
False |
15,150 |
| 60 |
1.1329 |
1.0576 |
0.0753 |
6.9% |
0.0070 |
0.6% |
46% |
False |
False |
10,159 |
| 80 |
1.1469 |
1.0576 |
0.0893 |
8.2% |
0.0068 |
0.6% |
38% |
False |
False |
7,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1158 |
|
2.618 |
1.1075 |
|
1.618 |
1.1024 |
|
1.000 |
1.0992 |
|
0.618 |
1.0973 |
|
HIGH |
1.0941 |
|
0.618 |
1.0922 |
|
0.500 |
1.0916 |
|
0.382 |
1.0909 |
|
LOW |
1.0890 |
|
0.618 |
1.0858 |
|
1.000 |
1.0839 |
|
1.618 |
1.0807 |
|
2.618 |
1.0756 |
|
4.250 |
1.0673 |
|
|
| Fisher Pivots for day following 21-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0918 |
1.0920 |
| PP |
1.0917 |
1.0919 |
| S1 |
1.0916 |
1.0919 |
|