CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 30-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2021 |
30-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0895 |
1.0877 |
-0.0018 |
-0.2% |
1.0858 |
| High |
1.0904 |
1.0884 |
-0.0020 |
-0.2% |
1.0960 |
| Low |
1.0851 |
1.0817 |
-0.0034 |
-0.3% |
1.0850 |
| Close |
1.0880 |
1.0819 |
-0.0061 |
-0.6% |
1.0916 |
| Range |
0.0053 |
0.0067 |
0.0014 |
26.4% |
0.0110 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.1% |
0.0000 |
| Volume |
21,435 |
26,265 |
4,830 |
22.5% |
100,171 |
|
| Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1041 |
1.0997 |
1.0856 |
|
| R3 |
1.0974 |
1.0930 |
1.0837 |
|
| R2 |
1.0907 |
1.0907 |
1.0831 |
|
| R1 |
1.0863 |
1.0863 |
1.0825 |
1.0852 |
| PP |
1.0840 |
1.0840 |
1.0840 |
1.0834 |
| S1 |
1.0796 |
1.0796 |
1.0813 |
1.0785 |
| S2 |
1.0773 |
1.0773 |
1.0807 |
|
| S3 |
1.0706 |
1.0729 |
1.0801 |
|
| S4 |
1.0639 |
1.0662 |
1.0782 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1239 |
1.1187 |
1.0977 |
|
| R3 |
1.1129 |
1.1077 |
1.0946 |
|
| R2 |
1.1019 |
1.1019 |
1.0936 |
|
| R1 |
1.0967 |
1.0967 |
1.0926 |
1.0993 |
| PP |
1.0909 |
1.0909 |
1.0909 |
1.0922 |
| S1 |
1.0857 |
1.0857 |
1.0906 |
1.0883 |
| S2 |
1.0799 |
1.0799 |
1.0896 |
|
| S3 |
1.0689 |
1.0747 |
1.0886 |
|
| S4 |
1.0579 |
1.0637 |
1.0856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0960 |
1.0817 |
0.0143 |
1.3% |
0.0051 |
0.5% |
1% |
False |
True |
19,924 |
| 10 |
1.1043 |
1.0817 |
0.0226 |
2.1% |
0.0065 |
0.6% |
1% |
False |
True |
23,702 |
| 20 |
1.1231 |
1.0817 |
0.0414 |
3.8% |
0.0068 |
0.6% |
0% |
False |
True |
19,816 |
| 40 |
1.1231 |
1.0817 |
0.0414 |
3.8% |
0.0066 |
0.6% |
0% |
False |
True |
9,949 |
| 60 |
1.1231 |
1.0783 |
0.0448 |
4.1% |
0.0063 |
0.6% |
8% |
False |
False |
6,642 |
| 80 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0065 |
0.6% |
34% |
False |
False |
4,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1169 |
|
2.618 |
1.1059 |
|
1.618 |
1.0992 |
|
1.000 |
1.0951 |
|
0.618 |
1.0925 |
|
HIGH |
1.0884 |
|
0.618 |
1.0858 |
|
0.500 |
1.0851 |
|
0.382 |
1.0843 |
|
LOW |
1.0817 |
|
0.618 |
1.0776 |
|
1.000 |
1.0750 |
|
1.618 |
1.0709 |
|
2.618 |
1.0642 |
|
4.250 |
1.0532 |
|
|
| Fisher Pivots for day following 30-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0851 |
1.0874 |
| PP |
1.0840 |
1.0856 |
| S1 |
1.0830 |
1.0837 |
|