CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 18-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2021 |
18-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1032 |
1.0920 |
-0.0112 |
-1.0% |
1.1154 |
| High |
1.1043 |
1.0930 |
-0.0113 |
-1.0% |
1.1179 |
| Low |
1.0908 |
1.0848 |
-0.0060 |
-0.6% |
1.0848 |
| Close |
1.0925 |
1.0873 |
-0.0052 |
-0.5% |
1.0873 |
| Range |
0.0135 |
0.0082 |
-0.0053 |
-39.3% |
0.0331 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.6% |
0.0000 |
| Volume |
40,128 |
29,430 |
-10,698 |
-26.7% |
135,286 |
|
| Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1130 |
1.1083 |
1.0918 |
|
| R3 |
1.1048 |
1.1001 |
1.0896 |
|
| R2 |
1.0966 |
1.0966 |
1.0888 |
|
| R1 |
1.0919 |
1.0919 |
1.0881 |
1.0902 |
| PP |
1.0884 |
1.0884 |
1.0884 |
1.0875 |
| S1 |
1.0837 |
1.0837 |
1.0865 |
1.0820 |
| S2 |
1.0802 |
1.0802 |
1.0858 |
|
| S3 |
1.0720 |
1.0755 |
1.0850 |
|
| S4 |
1.0638 |
1.0673 |
1.0828 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1960 |
1.1747 |
1.1055 |
|
| R3 |
1.1629 |
1.1416 |
1.0964 |
|
| R2 |
1.1298 |
1.1298 |
1.0934 |
|
| R1 |
1.1085 |
1.1085 |
1.0903 |
1.1026 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0937 |
| S1 |
1.0754 |
1.0754 |
1.0843 |
1.0695 |
| S2 |
1.0636 |
1.0636 |
1.0812 |
|
| S3 |
1.0305 |
1.0423 |
1.0782 |
|
| S4 |
0.9974 |
1.0092 |
1.0691 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1179 |
1.0848 |
0.0331 |
3.0% |
0.0087 |
0.8% |
8% |
False |
True |
27,057 |
| 10 |
1.1231 |
1.0848 |
0.0383 |
3.5% |
0.0076 |
0.7% |
7% |
False |
True |
22,738 |
| 20 |
1.1231 |
1.0848 |
0.0383 |
3.5% |
0.0071 |
0.7% |
7% |
False |
True |
11,516 |
| 40 |
1.1231 |
1.0848 |
0.0383 |
3.5% |
0.0067 |
0.6% |
7% |
False |
True |
5,770 |
| 60 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0065 |
0.6% |
43% |
False |
False |
3,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1279 |
|
2.618 |
1.1145 |
|
1.618 |
1.1063 |
|
1.000 |
1.1012 |
|
0.618 |
1.0981 |
|
HIGH |
1.0930 |
|
0.618 |
1.0899 |
|
0.500 |
1.0889 |
|
0.382 |
1.0879 |
|
LOW |
1.0848 |
|
0.618 |
1.0797 |
|
1.000 |
1.0766 |
|
1.618 |
1.0715 |
|
2.618 |
1.0633 |
|
4.250 |
1.0500 |
|
|
| Fisher Pivots for day following 18-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0889 |
1.1007 |
| PP |
1.0884 |
1.0962 |
| S1 |
1.0878 |
1.0918 |
|