CME Swiss Franc Future September 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 |
1.1188 |
1.1207 |
0.0019 |
0.2% |
1.1152 |
| High |
1.1211 |
1.1221 |
0.0010 |
0.1% |
1.1231 |
| Low |
1.1128 |
1.1137 |
0.0009 |
0.1% |
1.1127 |
| Close |
1.1201 |
1.1151 |
-0.0050 |
-0.4% |
1.1151 |
| Range |
0.0083 |
0.0084 |
0.0001 |
1.2% |
0.0104 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.8% |
0.0000 |
| Volume |
23,881 |
30,254 |
6,373 |
26.7% |
92,096 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1422 |
1.1370 |
1.1197 |
|
| R3 |
1.1338 |
1.1286 |
1.1174 |
|
| R2 |
1.1254 |
1.1254 |
1.1166 |
|
| R1 |
1.1202 |
1.1202 |
1.1159 |
1.1186 |
| PP |
1.1170 |
1.1170 |
1.1170 |
1.1162 |
| S1 |
1.1118 |
1.1118 |
1.1143 |
1.1102 |
| S2 |
1.1086 |
1.1086 |
1.1136 |
|
| S3 |
1.1002 |
1.1034 |
1.1128 |
|
| S4 |
1.0918 |
1.0950 |
1.1105 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1482 |
1.1420 |
1.1208 |
|
| R3 |
1.1378 |
1.1316 |
1.1180 |
|
| R2 |
1.1274 |
1.1274 |
1.1170 |
|
| R1 |
1.1212 |
1.1212 |
1.1161 |
1.1191 |
| PP |
1.1170 |
1.1170 |
1.1170 |
1.1159 |
| S1 |
1.1108 |
1.1108 |
1.1141 |
1.1087 |
| S2 |
1.1066 |
1.1066 |
1.1132 |
|
| S3 |
1.0962 |
1.1004 |
1.1122 |
|
| S4 |
1.0858 |
1.0900 |
1.1094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1231 |
1.1127 |
0.0104 |
0.9% |
0.0065 |
0.6% |
23% |
False |
False |
18,419 |
| 10 |
1.1231 |
1.1073 |
0.0158 |
1.4% |
0.0071 |
0.6% |
49% |
False |
False |
9,456 |
| 20 |
1.1231 |
1.1073 |
0.0158 |
1.4% |
0.0067 |
0.6% |
49% |
False |
False |
4,756 |
| 40 |
1.1231 |
1.0873 |
0.0358 |
3.2% |
0.0064 |
0.6% |
78% |
False |
False |
2,392 |
| 60 |
1.1231 |
1.0604 |
0.0627 |
5.6% |
0.0065 |
0.6% |
87% |
False |
False |
1,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1578 |
|
2.618 |
1.1441 |
|
1.618 |
1.1357 |
|
1.000 |
1.1305 |
|
0.618 |
1.1273 |
|
HIGH |
1.1221 |
|
0.618 |
1.1189 |
|
0.500 |
1.1179 |
|
0.382 |
1.1169 |
|
LOW |
1.1137 |
|
0.618 |
1.1085 |
|
1.000 |
1.1053 |
|
1.618 |
1.1001 |
|
2.618 |
1.0917 |
|
4.250 |
1.0780 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1179 |
1.1180 |
| PP |
1.1170 |
1.1170 |
| S1 |
1.1160 |
1.1161 |
|