CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 23-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2021 |
23-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0926 |
1.0918 |
-0.0008 |
-0.1% |
1.0891 |
| High |
1.0951 |
1.0972 |
0.0021 |
0.2% |
1.0972 |
| Low |
1.0895 |
1.0916 |
0.0021 |
0.2% |
1.0868 |
| Close |
1.0905 |
1.0962 |
0.0057 |
0.5% |
1.0962 |
| Range |
0.0056 |
0.0056 |
0.0000 |
0.0% |
0.0104 |
| ATR |
0.0068 |
0.0067 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
18,036 |
16,548 |
-1,488 |
-8.3% |
87,207 |
|
| Daily Pivots for day following 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1118 |
1.1096 |
1.0993 |
|
| R3 |
1.1062 |
1.1040 |
1.0977 |
|
| R2 |
1.1006 |
1.1006 |
1.0972 |
|
| R1 |
1.0984 |
1.0984 |
1.0967 |
1.0995 |
| PP |
1.0950 |
1.0950 |
1.0950 |
1.0956 |
| S1 |
1.0928 |
1.0928 |
1.0957 |
1.0939 |
| S2 |
1.0894 |
1.0894 |
1.0952 |
|
| S3 |
1.0838 |
1.0872 |
1.0947 |
|
| S4 |
1.0782 |
1.0816 |
1.0931 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1246 |
1.1208 |
1.1019 |
|
| R3 |
1.1142 |
1.1104 |
1.0991 |
|
| R2 |
1.1038 |
1.1038 |
1.0981 |
|
| R1 |
1.1000 |
1.1000 |
1.0972 |
1.1019 |
| PP |
1.0934 |
1.0934 |
1.0934 |
1.0944 |
| S1 |
1.0896 |
1.0896 |
1.0952 |
1.0915 |
| S2 |
1.0830 |
1.0830 |
1.0943 |
|
| S3 |
1.0726 |
1.0792 |
1.0933 |
|
| S4 |
1.0622 |
1.0688 |
1.0905 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0972 |
1.0868 |
0.0104 |
0.9% |
0.0062 |
0.6% |
90% |
True |
False |
17,441 |
| 10 |
1.0972 |
1.0807 |
0.0165 |
1.5% |
0.0061 |
0.6% |
94% |
True |
False |
17,067 |
| 20 |
1.0972 |
1.0576 |
0.0396 |
3.6% |
0.0064 |
0.6% |
97% |
True |
False |
17,687 |
| 40 |
1.1109 |
1.0576 |
0.0533 |
4.9% |
0.0074 |
0.7% |
72% |
False |
False |
15,997 |
| 60 |
1.1317 |
1.0576 |
0.0741 |
6.8% |
0.0070 |
0.6% |
52% |
False |
False |
10,735 |
| 80 |
1.1469 |
1.0576 |
0.0893 |
8.1% |
0.0068 |
0.6% |
43% |
False |
False |
8,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1210 |
|
2.618 |
1.1119 |
|
1.618 |
1.1063 |
|
1.000 |
1.1028 |
|
0.618 |
1.1007 |
|
HIGH |
1.0972 |
|
0.618 |
1.0951 |
|
0.500 |
1.0944 |
|
0.382 |
1.0937 |
|
LOW |
1.0916 |
|
0.618 |
1.0881 |
|
1.000 |
1.0860 |
|
1.618 |
1.0825 |
|
2.618 |
1.0769 |
|
4.250 |
1.0678 |
|
|
| Fisher Pivots for day following 23-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0956 |
1.0952 |
| PP |
1.0950 |
1.0941 |
| S1 |
1.0944 |
1.0931 |
|