CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 23-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2021 |
23-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0918 |
1.0914 |
-0.0004 |
0.0% |
1.1154 |
| High |
1.0925 |
1.0947 |
0.0022 |
0.2% |
1.1179 |
| Low |
1.0878 |
1.0892 |
0.0014 |
0.1% |
1.0848 |
| Close |
1.0913 |
1.0913 |
0.0000 |
0.0% |
1.0873 |
| Range |
0.0047 |
0.0055 |
0.0008 |
17.0% |
0.0331 |
| ATR |
0.0074 |
0.0072 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
21,528 |
19,486 |
-2,042 |
-9.5% |
135,286 |
|
| Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1082 |
1.1053 |
1.0943 |
|
| R3 |
1.1027 |
1.0998 |
1.0928 |
|
| R2 |
1.0972 |
1.0972 |
1.0923 |
|
| R1 |
1.0943 |
1.0943 |
1.0918 |
1.0930 |
| PP |
1.0917 |
1.0917 |
1.0917 |
1.0911 |
| S1 |
1.0888 |
1.0888 |
1.0908 |
1.0875 |
| S2 |
1.0862 |
1.0862 |
1.0903 |
|
| S3 |
1.0807 |
1.0833 |
1.0898 |
|
| S4 |
1.0752 |
1.0778 |
1.0883 |
|
|
| 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 |
1.1043 |
1.0848 |
0.0195 |
1.8% |
0.0078 |
0.7% |
33% |
False |
False |
27,481 |
| 10 |
1.1221 |
1.0848 |
0.0373 |
3.4% |
0.0078 |
0.7% |
17% |
False |
False |
25,726 |
| 20 |
1.1231 |
1.0848 |
0.0383 |
3.5% |
0.0072 |
0.7% |
17% |
False |
False |
14,899 |
| 40 |
1.1231 |
1.0848 |
0.0383 |
3.5% |
0.0068 |
0.6% |
17% |
False |
False |
7,461 |
| 60 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
49% |
False |
False |
4,983 |
| 80 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
49% |
False |
False |
3,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1181 |
|
2.618 |
1.1091 |
|
1.618 |
1.1036 |
|
1.000 |
1.1002 |
|
0.618 |
1.0981 |
|
HIGH |
1.0947 |
|
0.618 |
1.0926 |
|
0.500 |
1.0920 |
|
0.382 |
1.0913 |
|
LOW |
1.0892 |
|
0.618 |
1.0858 |
|
1.000 |
1.0837 |
|
1.618 |
1.0803 |
|
2.618 |
1.0748 |
|
4.250 |
1.0658 |
|
|
| Fisher Pivots for day following 23-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0920 |
1.0908 |
| PP |
1.0917 |
1.0903 |
| S1 |
1.0915 |
1.0899 |
|