CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 26-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2021 |
26-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0918 |
1.0961 |
0.0043 |
0.4% |
1.0891 |
| High |
1.0972 |
1.0978 |
0.0006 |
0.1% |
1.0972 |
| Low |
1.0916 |
1.0924 |
0.0008 |
0.1% |
1.0868 |
| Close |
1.0962 |
1.0955 |
-0.0007 |
-0.1% |
1.0962 |
| Range |
0.0056 |
0.0054 |
-0.0002 |
-3.6% |
0.0104 |
| ATR |
0.0067 |
0.0067 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
16,548 |
15,905 |
-643 |
-3.9% |
87,207 |
|
| Daily Pivots for day following 26-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1114 |
1.1089 |
1.0985 |
|
| R3 |
1.1060 |
1.1035 |
1.0970 |
|
| R2 |
1.1006 |
1.1006 |
1.0965 |
|
| R1 |
1.0981 |
1.0981 |
1.0960 |
1.0967 |
| PP |
1.0952 |
1.0952 |
1.0952 |
1.0945 |
| S1 |
1.0927 |
1.0927 |
1.0950 |
1.0913 |
| S2 |
1.0898 |
1.0898 |
1.0945 |
|
| S3 |
1.0844 |
1.0873 |
1.0940 |
|
| S4 |
1.0790 |
1.0819 |
1.0925 |
|
|
| 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 |
1.0978 |
1.0890 |
0.0088 |
0.8% |
0.0052 |
0.5% |
74% |
True |
False |
16,104 |
| 10 |
1.0978 |
1.0817 |
0.0161 |
1.5% |
0.0060 |
0.6% |
86% |
True |
False |
16,872 |
| 20 |
1.0978 |
1.0576 |
0.0402 |
3.7% |
0.0065 |
0.6% |
94% |
True |
False |
17,748 |
| 40 |
1.1054 |
1.0576 |
0.0478 |
4.4% |
0.0073 |
0.7% |
79% |
False |
False |
16,388 |
| 60 |
1.1310 |
1.0576 |
0.0734 |
6.7% |
0.0070 |
0.6% |
52% |
False |
False |
11,000 |
| 80 |
1.1469 |
1.0576 |
0.0893 |
8.2% |
0.0069 |
0.6% |
42% |
False |
False |
8,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1208 |
|
2.618 |
1.1119 |
|
1.618 |
1.1065 |
|
1.000 |
1.1032 |
|
0.618 |
1.1011 |
|
HIGH |
1.0978 |
|
0.618 |
1.0957 |
|
0.500 |
1.0951 |
|
0.382 |
1.0945 |
|
LOW |
1.0924 |
|
0.618 |
1.0891 |
|
1.000 |
1.0870 |
|
1.618 |
1.0837 |
|
2.618 |
1.0783 |
|
4.250 |
1.0695 |
|
|
| Fisher Pivots for day following 26-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0954 |
1.0949 |
| PP |
1.0952 |
1.0943 |
| S1 |
1.0951 |
1.0937 |
|