CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 20-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1155 |
1.1076 |
-0.0079 |
-0.7% |
1.1118 |
| High |
1.1157 |
1.1151 |
-0.0006 |
-0.1% |
1.1138 |
| Low |
1.1060 |
1.1060 |
0.0000 |
0.0% |
1.1004 |
| Close |
1.1071 |
1.1139 |
0.0068 |
0.6% |
1.1092 |
| Range |
0.0097 |
0.0091 |
-0.0006 |
-6.2% |
0.0134 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
2.2% |
0.0000 |
| Volume |
27,091 |
18,073 |
-9,018 |
-33.3% |
99,864 |
|
| Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1390 |
1.1355 |
1.1189 |
|
| R3 |
1.1299 |
1.1264 |
1.1164 |
|
| R2 |
1.1208 |
1.1208 |
1.1156 |
|
| R1 |
1.1173 |
1.1173 |
1.1147 |
1.1191 |
| PP |
1.1117 |
1.1117 |
1.1117 |
1.1125 |
| S1 |
1.1082 |
1.1082 |
1.1131 |
1.1100 |
| S2 |
1.1026 |
1.1026 |
1.1122 |
|
| S3 |
1.0935 |
1.0991 |
1.1114 |
|
| S4 |
1.0844 |
1.0900 |
1.1089 |
|
|
| 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 |
1.1040 |
0.0128 |
1.1% |
0.0077 |
0.7% |
77% |
False |
False |
20,295 |
| 10 |
1.1168 |
1.1004 |
0.0164 |
1.5% |
0.0071 |
0.6% |
82% |
False |
False |
21,081 |
| 20 |
1.1168 |
1.0905 |
0.0263 |
2.4% |
0.0069 |
0.6% |
89% |
False |
False |
20,574 |
| 40 |
1.1168 |
1.0576 |
0.0592 |
5.3% |
0.0067 |
0.6% |
95% |
False |
False |
19,096 |
| 60 |
1.1168 |
1.0576 |
0.0592 |
5.3% |
0.0072 |
0.7% |
95% |
False |
False |
17,250 |
| 80 |
1.1329 |
1.0576 |
0.0753 |
6.8% |
0.0070 |
0.6% |
75% |
False |
False |
12,988 |
| 100 |
1.1469 |
1.0576 |
0.0893 |
8.0% |
0.0068 |
0.6% |
63% |
False |
False |
10,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1538 |
|
2.618 |
1.1389 |
|
1.618 |
1.1298 |
|
1.000 |
1.1242 |
|
0.618 |
1.1207 |
|
HIGH |
1.1151 |
|
0.618 |
1.1116 |
|
0.500 |
1.1106 |
|
0.382 |
1.1095 |
|
LOW |
1.1060 |
|
0.618 |
1.1004 |
|
1.000 |
1.0969 |
|
1.618 |
1.0913 |
|
2.618 |
1.0822 |
|
4.250 |
1.0673 |
|
|
| Fisher Pivots for day following 20-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1128 |
1.1131 |
| PP |
1.1117 |
1.1122 |
| S1 |
1.1106 |
1.1114 |
|