CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1165 |
1.1175 |
0.0010 |
0.1% |
1.1123 |
| High |
1.1185 |
1.1194 |
0.0009 |
0.1% |
1.1205 |
| Low |
1.1114 |
1.1112 |
-0.0002 |
0.0% |
1.1100 |
| Close |
1.1175 |
1.1125 |
-0.0050 |
-0.4% |
1.1125 |
| Range |
0.0071 |
0.0082 |
0.0011 |
15.5% |
0.0105 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.4% |
0.0000 |
| Volume |
32,131 |
10,752 |
-21,379 |
-66.5% |
120,581 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1390 |
1.1339 |
1.1170 |
|
| R3 |
1.1308 |
1.1257 |
1.1148 |
|
| R2 |
1.1226 |
1.1226 |
1.1140 |
|
| R1 |
1.1175 |
1.1175 |
1.1133 |
1.1160 |
| PP |
1.1144 |
1.1144 |
1.1144 |
1.1136 |
| S1 |
1.1093 |
1.1093 |
1.1117 |
1.1078 |
| S2 |
1.1062 |
1.1062 |
1.1110 |
|
| S3 |
1.0980 |
1.1011 |
1.1102 |
|
| S4 |
1.0898 |
1.0929 |
1.1080 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1458 |
1.1397 |
1.1183 |
|
| R3 |
1.1353 |
1.1292 |
1.1154 |
|
| R2 |
1.1248 |
1.1248 |
1.1144 |
|
| R1 |
1.1187 |
1.1187 |
1.1135 |
1.1218 |
| PP |
1.1143 |
1.1143 |
1.1143 |
1.1159 |
| S1 |
1.1082 |
1.1082 |
1.1115 |
1.1113 |
| S2 |
1.1038 |
1.1038 |
1.1106 |
|
| S3 |
1.0933 |
1.0977 |
1.1096 |
|
| S4 |
1.0828 |
1.0872 |
1.1067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1205 |
1.1100 |
0.0105 |
0.9% |
0.0062 |
0.6% |
24% |
False |
False |
24,116 |
| 10 |
1.1205 |
1.1047 |
0.0158 |
1.4% |
0.0072 |
0.6% |
49% |
False |
False |
22,365 |
| 20 |
1.1205 |
1.1040 |
0.0165 |
1.5% |
0.0070 |
0.6% |
52% |
False |
False |
21,189 |
| 40 |
1.1205 |
1.0844 |
0.0361 |
3.2% |
0.0068 |
0.6% |
78% |
False |
False |
20,490 |
| 60 |
1.1205 |
1.0576 |
0.0629 |
5.7% |
0.0069 |
0.6% |
87% |
False |
False |
20,013 |
| 80 |
1.1227 |
1.0576 |
0.0651 |
5.9% |
0.0072 |
0.6% |
84% |
False |
False |
16,975 |
| 100 |
1.1359 |
1.0576 |
0.0783 |
7.0% |
0.0069 |
0.6% |
70% |
False |
False |
13,614 |
| 120 |
1.1469 |
1.0576 |
0.0893 |
8.0% |
0.0067 |
0.6% |
61% |
False |
False |
11,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1543 |
|
2.618 |
1.1409 |
|
1.618 |
1.1327 |
|
1.000 |
1.1276 |
|
0.618 |
1.1245 |
|
HIGH |
1.1194 |
|
0.618 |
1.1163 |
|
0.500 |
1.1153 |
|
0.382 |
1.1143 |
|
LOW |
1.1112 |
|
0.618 |
1.1061 |
|
1.000 |
1.1030 |
|
1.618 |
1.0979 |
|
2.618 |
1.0897 |
|
4.250 |
1.0764 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1153 |
1.1159 |
| PP |
1.1144 |
1.1147 |
| S1 |
1.1134 |
1.1136 |
|