CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1162 |
1.1168 |
0.0006 |
0.1% |
1.1171 |
| High |
1.1189 |
1.1168 |
-0.0021 |
-0.2% |
1.1228 |
| Low |
1.1132 |
1.1105 |
-0.0027 |
-0.2% |
1.1105 |
| Close |
1.1179 |
1.1147 |
-0.0032 |
-0.3% |
1.1147 |
| Range |
0.0057 |
0.0063 |
0.0006 |
10.5% |
0.0123 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.1% |
0.0000 |
| Volume |
125 |
168 |
43 |
34.4% |
603 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1329 |
1.1301 |
1.1182 |
|
| R3 |
1.1266 |
1.1238 |
1.1164 |
|
| R2 |
1.1203 |
1.1203 |
1.1159 |
|
| R1 |
1.1175 |
1.1175 |
1.1153 |
1.1158 |
| PP |
1.1140 |
1.1140 |
1.1140 |
1.1131 |
| S1 |
1.1112 |
1.1112 |
1.1141 |
1.1095 |
| S2 |
1.1077 |
1.1077 |
1.1135 |
|
| S3 |
1.1014 |
1.1049 |
1.1130 |
|
| S4 |
1.0951 |
1.0986 |
1.1112 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1529 |
1.1461 |
1.1215 |
|
| R3 |
1.1406 |
1.1338 |
1.1181 |
|
| R2 |
1.1283 |
1.1283 |
1.1170 |
|
| R1 |
1.1215 |
1.1215 |
1.1158 |
1.1188 |
| PP |
1.1160 |
1.1160 |
1.1160 |
1.1146 |
| S1 |
1.1092 |
1.1092 |
1.1136 |
1.1065 |
| S2 |
1.1037 |
1.1037 |
1.1124 |
|
| S3 |
1.0914 |
1.0969 |
1.1113 |
|
| S4 |
1.0791 |
1.0846 |
1.1079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1228 |
1.1105 |
0.0123 |
1.1% |
0.0056 |
0.5% |
34% |
False |
True |
120 |
| 10 |
1.1228 |
1.1087 |
0.0141 |
1.3% |
0.0065 |
0.6% |
43% |
False |
False |
71 |
| 20 |
1.1228 |
1.0951 |
0.0277 |
2.5% |
0.0062 |
0.6% |
71% |
False |
False |
43 |
| 40 |
1.1228 |
1.0644 |
0.0584 |
5.2% |
0.0062 |
0.6% |
86% |
False |
False |
36 |
| 60 |
1.1228 |
1.0604 |
0.0624 |
5.6% |
0.0062 |
0.6% |
87% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1436 |
|
2.618 |
1.1333 |
|
1.618 |
1.1270 |
|
1.000 |
1.1231 |
|
0.618 |
1.1207 |
|
HIGH |
1.1168 |
|
0.618 |
1.1144 |
|
0.500 |
1.1137 |
|
0.382 |
1.1129 |
|
LOW |
1.1105 |
|
0.618 |
1.1066 |
|
1.000 |
1.1042 |
|
1.618 |
1.1003 |
|
2.618 |
1.0940 |
|
4.250 |
1.0837 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1144 |
1.1160 |
| PP |
1.1140 |
1.1155 |
| S1 |
1.1137 |
1.1151 |
|