CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 18-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2021 |
18-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1099 |
1.1082 |
-0.0017 |
-0.2% |
1.1118 |
| High |
1.1117 |
1.1168 |
0.0051 |
0.5% |
1.1138 |
| Low |
1.1078 |
1.1076 |
-0.0002 |
0.0% |
1.1004 |
| Close |
1.1091 |
1.1163 |
0.0072 |
0.6% |
1.1092 |
| Range |
0.0039 |
0.0092 |
0.0053 |
135.9% |
0.0134 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.0% |
0.0000 |
| Volume |
15,099 |
23,073 |
7,974 |
52.8% |
99,864 |
|
| Daily Pivots for day following 18-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1412 |
1.1379 |
1.1214 |
|
| R3 |
1.1320 |
1.1287 |
1.1188 |
|
| R2 |
1.1228 |
1.1228 |
1.1180 |
|
| R1 |
1.1195 |
1.1195 |
1.1171 |
1.1212 |
| PP |
1.1136 |
1.1136 |
1.1136 |
1.1144 |
| S1 |
1.1103 |
1.1103 |
1.1155 |
1.1120 |
| S2 |
1.1044 |
1.1044 |
1.1146 |
|
| S3 |
1.0952 |
1.1011 |
1.1138 |
|
| S4 |
1.0860 |
1.0919 |
1.1112 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1480 |
1.1420 |
1.1166 |
|
| R3 |
1.1346 |
1.1286 |
1.1129 |
|
| R2 |
1.1212 |
1.1212 |
1.1117 |
|
| R1 |
1.1152 |
1.1152 |
1.1104 |
1.1115 |
| PP |
1.1078 |
1.1078 |
1.1078 |
1.1060 |
| S1 |
1.1018 |
1.1018 |
1.1080 |
1.0981 |
| S2 |
1.0944 |
1.0944 |
1.1067 |
|
| S3 |
1.0810 |
1.0884 |
1.1055 |
|
| S4 |
1.0676 |
1.0750 |
1.1018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1168 |
1.1004 |
0.0164 |
1.5% |
0.0065 |
0.6% |
97% |
True |
False |
19,407 |
| 10 |
1.1168 |
1.0923 |
0.0245 |
2.2% |
0.0067 |
0.6% |
98% |
True |
False |
20,415 |
| 20 |
1.1168 |
1.0890 |
0.0278 |
2.5% |
0.0065 |
0.6% |
98% |
True |
False |
19,958 |
| 40 |
1.1168 |
1.0576 |
0.0592 |
5.3% |
0.0066 |
0.6% |
99% |
True |
False |
19,058 |
| 60 |
1.1207 |
1.0576 |
0.0631 |
5.7% |
0.0072 |
0.6% |
93% |
False |
False |
16,507 |
| 80 |
1.1347 |
1.0576 |
0.0771 |
6.9% |
0.0069 |
0.6% |
76% |
False |
False |
12,424 |
| 100 |
1.1469 |
1.0576 |
0.0893 |
8.0% |
0.0068 |
0.6% |
66% |
False |
False |
9,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1559 |
|
2.618 |
1.1409 |
|
1.618 |
1.1317 |
|
1.000 |
1.1260 |
|
0.618 |
1.1225 |
|
HIGH |
1.1168 |
|
0.618 |
1.1133 |
|
0.500 |
1.1122 |
|
0.382 |
1.1111 |
|
LOW |
1.1076 |
|
0.618 |
1.1019 |
|
1.000 |
1.0984 |
|
1.618 |
1.0927 |
|
2.618 |
1.0835 |
|
4.250 |
1.0685 |
|
|
| Fisher Pivots for day following 18-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1149 |
1.1143 |
| PP |
1.1136 |
1.1124 |
| S1 |
1.1122 |
1.1104 |
|