CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 27-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1171 |
1.1145 |
-0.0026 |
-0.2% |
1.1099 |
| High |
1.1189 |
1.1164 |
-0.0025 |
-0.2% |
1.1174 |
| Low |
1.1132 |
1.1104 |
-0.0028 |
-0.3% |
1.1060 |
| Close |
1.1146 |
1.1153 |
0.0007 |
0.1% |
1.1141 |
| Range |
0.0057 |
0.0060 |
0.0003 |
5.3% |
0.0114 |
| ATR |
0.0067 |
0.0067 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
18,189 |
23,177 |
4,988 |
27.4% |
105,969 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1320 |
1.1297 |
1.1186 |
|
| R3 |
1.1260 |
1.1237 |
1.1170 |
|
| R2 |
1.1200 |
1.1200 |
1.1164 |
|
| R1 |
1.1177 |
1.1177 |
1.1159 |
1.1189 |
| PP |
1.1140 |
1.1140 |
1.1140 |
1.1146 |
| S1 |
1.1117 |
1.1117 |
1.1148 |
1.1129 |
| S2 |
1.1080 |
1.1080 |
1.1142 |
|
| S3 |
1.1020 |
1.1057 |
1.1137 |
|
| S4 |
1.0960 |
1.0997 |
1.1120 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1467 |
1.1418 |
1.1204 |
|
| R3 |
1.1353 |
1.1304 |
1.1172 |
|
| R2 |
1.1239 |
1.1239 |
1.1162 |
|
| R1 |
1.1190 |
1.1190 |
1.1151 |
1.1215 |
| PP |
1.1125 |
1.1125 |
1.1125 |
1.1137 |
| S1 |
1.1076 |
1.1076 |
1.1131 |
1.1101 |
| S2 |
1.1011 |
1.1011 |
1.1120 |
|
| S3 |
1.0897 |
1.0962 |
1.1110 |
|
| S4 |
1.0783 |
1.0848 |
1.1078 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1203 |
1.1104 |
0.0099 |
0.9% |
0.0057 |
0.5% |
49% |
False |
True |
19,731 |
| 10 |
1.1203 |
1.1040 |
0.0163 |
1.5% |
0.0067 |
0.6% |
69% |
False |
False |
20,013 |
| 20 |
1.1203 |
1.0923 |
0.0280 |
2.5% |
0.0067 |
0.6% |
82% |
False |
False |
20,754 |
| 40 |
1.1203 |
1.0576 |
0.0627 |
5.6% |
0.0067 |
0.6% |
92% |
False |
False |
19,514 |
| 60 |
1.1203 |
1.0576 |
0.0627 |
5.6% |
0.0071 |
0.6% |
92% |
False |
False |
18,834 |
| 80 |
1.1307 |
1.0576 |
0.0731 |
6.6% |
0.0070 |
0.6% |
79% |
False |
False |
14,209 |
| 100 |
1.1469 |
1.0576 |
0.0893 |
8.0% |
0.0068 |
0.6% |
65% |
False |
False |
11,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1419 |
|
2.618 |
1.1321 |
|
1.618 |
1.1261 |
|
1.000 |
1.1224 |
|
0.618 |
1.1201 |
|
HIGH |
1.1164 |
|
0.618 |
1.1141 |
|
0.500 |
1.1134 |
|
0.382 |
1.1127 |
|
LOW |
1.1104 |
|
0.618 |
1.1067 |
|
1.000 |
1.1044 |
|
1.618 |
1.1007 |
|
2.618 |
1.0947 |
|
4.250 |
1.0849 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1147 |
1.1154 |
| PP |
1.1140 |
1.1153 |
| S1 |
1.1134 |
1.1153 |
|