CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1149 |
1.1117 |
-0.0032 |
-0.3% |
1.1141 |
| High |
1.1155 |
1.1182 |
0.0027 |
0.2% |
1.1203 |
| Low |
1.1078 |
1.1099 |
0.0021 |
0.2% |
1.1078 |
| Close |
1.1121 |
1.1156 |
0.0035 |
0.3% |
1.1121 |
| Range |
0.0077 |
0.0083 |
0.0006 |
7.8% |
0.0125 |
| ATR |
0.0067 |
0.0069 |
0.0001 |
1.7% |
0.0000 |
| Volume |
22,175 |
25,943 |
3,768 |
17.0% |
98,201 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1395 |
1.1358 |
1.1202 |
|
| R3 |
1.1312 |
1.1275 |
1.1179 |
|
| R2 |
1.1229 |
1.1229 |
1.1171 |
|
| R1 |
1.1192 |
1.1192 |
1.1164 |
1.1211 |
| PP |
1.1146 |
1.1146 |
1.1146 |
1.1155 |
| S1 |
1.1109 |
1.1109 |
1.1148 |
1.1128 |
| S2 |
1.1063 |
1.1063 |
1.1141 |
|
| S3 |
1.0980 |
1.1026 |
1.1133 |
|
| S4 |
1.0897 |
1.0943 |
1.1110 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1509 |
1.1440 |
1.1190 |
|
| R3 |
1.1384 |
1.1315 |
1.1155 |
|
| R2 |
1.1259 |
1.1259 |
1.1144 |
|
| R1 |
1.1190 |
1.1190 |
1.1132 |
1.1162 |
| PP |
1.1134 |
1.1134 |
1.1134 |
1.1120 |
| S1 |
1.1065 |
1.1065 |
1.1110 |
1.1037 |
| S2 |
1.1009 |
1.1009 |
1.1098 |
|
| S3 |
1.0884 |
1.0940 |
1.1087 |
|
| S4 |
1.0759 |
1.0815 |
1.1052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1203 |
1.1078 |
0.0125 |
1.1% |
0.0066 |
0.6% |
62% |
False |
False |
21,780 |
| 10 |
1.1203 |
1.1060 |
0.0143 |
1.3% |
0.0073 |
0.7% |
67% |
False |
False |
21,501 |
| 20 |
1.1203 |
1.0923 |
0.0280 |
2.5% |
0.0068 |
0.6% |
83% |
False |
False |
20,833 |
| 40 |
1.1203 |
1.0661 |
0.0542 |
4.9% |
0.0067 |
0.6% |
91% |
False |
False |
19,927 |
| 60 |
1.1203 |
1.0576 |
0.0627 |
5.6% |
0.0070 |
0.6% |
93% |
False |
False |
19,565 |
| 80 |
1.1307 |
1.0576 |
0.0731 |
6.6% |
0.0070 |
0.6% |
79% |
False |
False |
14,808 |
| 100 |
1.1446 |
1.0576 |
0.0870 |
7.8% |
0.0069 |
0.6% |
67% |
False |
False |
11,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1535 |
|
2.618 |
1.1399 |
|
1.618 |
1.1316 |
|
1.000 |
1.1265 |
|
0.618 |
1.1233 |
|
HIGH |
1.1182 |
|
0.618 |
1.1150 |
|
0.500 |
1.1141 |
|
0.382 |
1.1131 |
|
LOW |
1.1099 |
|
0.618 |
1.1048 |
|
1.000 |
1.1016 |
|
1.618 |
1.0965 |
|
2.618 |
1.0882 |
|
4.250 |
1.0746 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1151 |
1.1147 |
| PP |
1.1146 |
1.1139 |
| S1 |
1.1141 |
1.1130 |
|