CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 22-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2021 |
22-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0934 |
1.0926 |
-0.0008 |
-0.1% |
1.0833 |
| High |
1.0941 |
1.0951 |
0.0010 |
0.1% |
1.0910 |
| Low |
1.0890 |
1.0895 |
0.0005 |
0.0% |
1.0807 |
| Close |
1.0919 |
1.0905 |
-0.0014 |
-0.1% |
1.0887 |
| Range |
0.0051 |
0.0056 |
0.0005 |
9.8% |
0.0103 |
| ATR |
0.0068 |
0.0068 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
14,806 |
18,036 |
3,230 |
21.8% |
83,470 |
|
| Daily Pivots for day following 22-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1085 |
1.1051 |
1.0936 |
|
| R3 |
1.1029 |
1.0995 |
1.0920 |
|
| R2 |
1.0973 |
1.0973 |
1.0915 |
|
| R1 |
1.0939 |
1.0939 |
1.0910 |
1.0928 |
| PP |
1.0917 |
1.0917 |
1.0917 |
1.0912 |
| S1 |
1.0883 |
1.0883 |
1.0900 |
1.0872 |
| S2 |
1.0861 |
1.0861 |
1.0895 |
|
| S3 |
1.0805 |
1.0827 |
1.0890 |
|
| S4 |
1.0749 |
1.0771 |
1.0874 |
|
|
| 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 |
1.0844 |
0.0127 |
1.2% |
0.0064 |
0.6% |
48% |
False |
False |
17,166 |
| 10 |
1.0971 |
1.0792 |
0.0179 |
1.6% |
0.0061 |
0.6% |
63% |
False |
False |
17,888 |
| 20 |
1.0971 |
1.0576 |
0.0395 |
3.6% |
0.0064 |
0.6% |
83% |
False |
False |
17,618 |
| 40 |
1.1109 |
1.0576 |
0.0533 |
4.9% |
0.0074 |
0.7% |
62% |
False |
False |
15,587 |
| 60 |
1.1329 |
1.0576 |
0.0753 |
6.9% |
0.0070 |
0.6% |
44% |
False |
False |
10,459 |
| 80 |
1.1469 |
1.0576 |
0.0893 |
8.2% |
0.0068 |
0.6% |
37% |
False |
False |
7,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1189 |
|
2.618 |
1.1098 |
|
1.618 |
1.1042 |
|
1.000 |
1.1007 |
|
0.618 |
1.0986 |
|
HIGH |
1.0951 |
|
0.618 |
1.0930 |
|
0.500 |
1.0923 |
|
0.382 |
1.0916 |
|
LOW |
1.0895 |
|
0.618 |
1.0860 |
|
1.000 |
1.0839 |
|
1.618 |
1.0804 |
|
2.618 |
1.0748 |
|
4.250 |
1.0657 |
|
|
| Fisher Pivots for day following 22-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0923 |
1.0927 |
| PP |
1.0917 |
1.0919 |
| S1 |
1.0911 |
1.0912 |
|