CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1177 |
1.1158 |
-0.0019 |
-0.2% |
1.1171 |
| High |
1.1180 |
1.1158 |
-0.0022 |
-0.2% |
1.1228 |
| Low |
1.1111 |
1.1073 |
-0.0038 |
-0.3% |
1.1105 |
| Close |
1.1165 |
1.1088 |
-0.0077 |
-0.7% |
1.1147 |
| Range |
0.0069 |
0.0085 |
0.0016 |
23.2% |
0.0123 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
2.8% |
0.0000 |
| Volume |
337 |
737 |
400 |
118.7% |
603 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1361 |
1.1310 |
1.1135 |
|
| R3 |
1.1276 |
1.1225 |
1.1111 |
|
| R2 |
1.1191 |
1.1191 |
1.1104 |
|
| R1 |
1.1140 |
1.1140 |
1.1096 |
1.1123 |
| PP |
1.1106 |
1.1106 |
1.1106 |
1.1098 |
| S1 |
1.1055 |
1.1055 |
1.1080 |
1.1038 |
| S2 |
1.1021 |
1.1021 |
1.1072 |
|
| S3 |
1.0936 |
1.0970 |
1.1065 |
|
| S4 |
1.0851 |
1.0885 |
1.1041 |
|
|
| 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 |
1.1207 |
1.1073 |
0.0134 |
1.2% |
0.0071 |
0.6% |
11% |
False |
True |
371 |
| 10 |
1.1228 |
1.1073 |
0.0155 |
1.4% |
0.0066 |
0.6% |
10% |
False |
True |
224 |
| 20 |
1.1228 |
1.0973 |
0.0255 |
2.3% |
0.0067 |
0.6% |
45% |
False |
False |
119 |
| 40 |
1.1228 |
1.0796 |
0.0432 |
3.9% |
0.0062 |
0.6% |
68% |
False |
False |
74 |
| 60 |
1.1228 |
1.0604 |
0.0624 |
5.6% |
0.0063 |
0.6% |
78% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1519 |
|
2.618 |
1.1381 |
|
1.618 |
1.1296 |
|
1.000 |
1.1243 |
|
0.618 |
1.1211 |
|
HIGH |
1.1158 |
|
0.618 |
1.1126 |
|
0.500 |
1.1116 |
|
0.382 |
1.1105 |
|
LOW |
1.1073 |
|
0.618 |
1.1020 |
|
1.000 |
1.0988 |
|
1.618 |
1.0935 |
|
2.618 |
1.0850 |
|
4.250 |
1.0712 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1116 |
1.1140 |
| PP |
1.1106 |
1.1123 |
| S1 |
1.1097 |
1.1105 |
|