CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 04-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2021 |
04-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0969 |
1.0984 |
0.0015 |
0.1% |
1.0961 |
| High |
1.1009 |
1.0988 |
-0.0021 |
-0.2% |
1.1025 |
| Low |
1.0943 |
1.0928 |
-0.0015 |
-0.1% |
1.0905 |
| Close |
1.0988 |
1.0958 |
-0.0030 |
-0.3% |
1.0960 |
| Range |
0.0066 |
0.0060 |
-0.0006 |
-9.1% |
0.0120 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
18,866 |
20,561 |
1,695 |
9.0% |
106,199 |
|
| Daily Pivots for day following 04-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1138 |
1.1108 |
1.0991 |
|
| R3 |
1.1078 |
1.1048 |
1.0975 |
|
| R2 |
1.1018 |
1.1018 |
1.0969 |
|
| R1 |
1.0988 |
1.0988 |
1.0964 |
1.0973 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0951 |
| S1 |
1.0928 |
1.0928 |
1.0953 |
1.0913 |
| S2 |
1.0898 |
1.0898 |
1.0947 |
|
| S3 |
1.0838 |
1.0868 |
1.0942 |
|
| S4 |
1.0778 |
1.0808 |
1.0925 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1323 |
1.1262 |
1.1026 |
|
| R3 |
1.1203 |
1.1142 |
1.0993 |
|
| R2 |
1.1083 |
1.1083 |
1.0982 |
|
| R1 |
1.1022 |
1.1022 |
1.0971 |
1.0993 |
| PP |
1.0963 |
1.0963 |
1.0963 |
1.0949 |
| S1 |
1.0902 |
1.0902 |
1.0949 |
1.0873 |
| S2 |
1.0843 |
1.0843 |
1.0938 |
|
| S3 |
1.0723 |
1.0782 |
1.0927 |
|
| S4 |
1.0603 |
1.0662 |
1.0894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1025 |
1.0905 |
0.0120 |
1.1% |
0.0072 |
0.7% |
44% |
False |
False |
22,634 |
| 10 |
1.1025 |
1.0890 |
0.0135 |
1.2% |
0.0063 |
0.6% |
50% |
False |
False |
19,501 |
| 20 |
1.1025 |
1.0754 |
0.0271 |
2.5% |
0.0064 |
0.6% |
75% |
False |
False |
19,067 |
| 40 |
1.1025 |
1.0576 |
0.0449 |
4.1% |
0.0071 |
0.6% |
85% |
False |
False |
19,312 |
| 60 |
1.1307 |
1.0576 |
0.0731 |
6.7% |
0.0071 |
0.6% |
52% |
False |
False |
13,141 |
| 80 |
1.1381 |
1.0576 |
0.0805 |
7.3% |
0.0068 |
0.6% |
47% |
False |
False |
9,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1243 |
|
2.618 |
1.1145 |
|
1.618 |
1.1085 |
|
1.000 |
1.1048 |
|
0.618 |
1.1025 |
|
HIGH |
1.0988 |
|
0.618 |
1.0965 |
|
0.500 |
1.0958 |
|
0.382 |
1.0951 |
|
LOW |
1.0928 |
|
0.618 |
1.0891 |
|
1.000 |
1.0868 |
|
1.618 |
1.0831 |
|
2.618 |
1.0771 |
|
4.250 |
1.0673 |
|
|
| Fisher Pivots for day following 04-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0958 |
1.0977 |
| PP |
1.0958 |
1.0970 |
| S1 |
1.0958 |
1.0964 |
|