CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 19-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2021 |
19-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0859 |
1.0891 |
0.0032 |
0.3% |
1.0833 |
| High |
1.0910 |
1.0971 |
0.0061 |
0.6% |
1.0910 |
| Low |
1.0844 |
1.0868 |
0.0024 |
0.2% |
1.0807 |
| Close |
1.0887 |
1.0951 |
0.0064 |
0.6% |
1.0887 |
| Range |
0.0066 |
0.0103 |
0.0037 |
56.1% |
0.0103 |
| ATR |
0.0069 |
0.0072 |
0.0002 |
3.4% |
0.0000 |
| Volume |
15,171 |
22,589 |
7,418 |
48.9% |
83,470 |
|
| Daily Pivots for day following 19-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1239 |
1.1198 |
1.1008 |
|
| R3 |
1.1136 |
1.1095 |
1.0979 |
|
| R2 |
1.1033 |
1.1033 |
1.0970 |
|
| R1 |
1.0992 |
1.0992 |
1.0960 |
1.1013 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0940 |
| S1 |
1.0889 |
1.0889 |
1.0942 |
1.0910 |
| S2 |
1.0827 |
1.0827 |
1.0932 |
|
| S3 |
1.0724 |
1.0786 |
1.0923 |
|
| S4 |
1.0621 |
1.0683 |
1.0894 |
|
|
| Weekly Pivots for week ending 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1177 |
1.1135 |
1.0944 |
|
| R3 |
1.1074 |
1.1032 |
1.0915 |
|
| R2 |
1.0971 |
1.0971 |
1.0906 |
|
| R1 |
1.0929 |
1.0929 |
1.0896 |
1.0950 |
| PP |
1.0868 |
1.0868 |
1.0868 |
1.0879 |
| S1 |
1.0826 |
1.0826 |
1.0878 |
1.0847 |
| S2 |
1.0765 |
1.0765 |
1.0868 |
|
| S3 |
1.0662 |
1.0723 |
1.0859 |
|
| S4 |
1.0559 |
1.0620 |
1.0830 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0971 |
1.0817 |
0.0154 |
1.4% |
0.0069 |
0.6% |
87% |
True |
False |
17,640 |
| 10 |
1.0971 |
1.0661 |
0.0310 |
2.8% |
0.0070 |
0.6% |
94% |
True |
False |
19,076 |
| 20 |
1.0971 |
1.0576 |
0.0395 |
3.6% |
0.0071 |
0.6% |
95% |
True |
False |
18,630 |
| 40 |
1.1207 |
1.0576 |
0.0631 |
5.8% |
0.0078 |
0.7% |
59% |
False |
False |
14,403 |
| 60 |
1.1359 |
1.0576 |
0.0783 |
7.2% |
0.0070 |
0.6% |
48% |
False |
False |
9,659 |
| 80 |
1.1469 |
1.0576 |
0.0893 |
8.2% |
0.0068 |
0.6% |
42% |
False |
False |
7,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1409 |
|
2.618 |
1.1241 |
|
1.618 |
1.1138 |
|
1.000 |
1.1074 |
|
0.618 |
1.1035 |
|
HIGH |
1.0971 |
|
0.618 |
1.0932 |
|
0.500 |
1.0920 |
|
0.382 |
1.0907 |
|
LOW |
1.0868 |
|
0.618 |
1.0804 |
|
1.000 |
1.0765 |
|
1.618 |
1.0701 |
|
2.618 |
1.0598 |
|
4.250 |
1.0430 |
|
|
| Fisher Pivots for day following 19-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0941 |
1.0935 |
| PP |
1.0930 |
1.0918 |
| S1 |
1.0920 |
1.0902 |
|