CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 17-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0860 |
1.0898 |
0.0038 |
0.3% |
1.0749 |
| High |
1.0872 |
1.0901 |
0.0029 |
0.3% |
1.0878 |
| Low |
1.0823 |
1.0815 |
-0.0008 |
-0.1% |
1.0734 |
| Close |
1.0863 |
1.0898 |
0.0035 |
0.3% |
1.0812 |
| Range |
0.0049 |
0.0086 |
0.0037 |
75.5% |
0.0144 |
| ATR |
0.0000 |
0.0075 |
0.0075 |
|
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
9 |
|
| Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1129 |
1.1100 |
1.0945 |
|
| R3 |
1.1043 |
1.1014 |
1.0922 |
|
| R2 |
1.0957 |
1.0957 |
1.0914 |
|
| R1 |
1.0928 |
1.0928 |
1.0906 |
1.0941 |
| PP |
1.0871 |
1.0871 |
1.0871 |
1.0878 |
| S1 |
1.0842 |
1.0842 |
1.0890 |
1.0855 |
| S2 |
1.0785 |
1.0785 |
1.0882 |
|
| S3 |
1.0699 |
1.0756 |
1.0874 |
|
| S4 |
1.0613 |
1.0670 |
1.0851 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1240 |
1.1170 |
1.0891 |
|
| R3 |
1.1096 |
1.1026 |
1.0852 |
|
| R2 |
1.0952 |
1.0952 |
1.0838 |
|
| R1 |
1.0882 |
1.0882 |
1.0825 |
1.0917 |
| PP |
1.0808 |
1.0808 |
1.0808 |
1.0826 |
| S1 |
1.0738 |
1.0738 |
1.0799 |
1.0773 |
| S2 |
1.0664 |
1.0664 |
1.0786 |
|
| S3 |
1.0520 |
1.0594 |
1.0772 |
|
| S4 |
1.0376 |
1.0450 |
1.0733 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1267 |
|
2.618 |
1.1126 |
|
1.618 |
1.1040 |
|
1.000 |
1.0987 |
|
0.618 |
1.0954 |
|
HIGH |
1.0901 |
|
0.618 |
1.0868 |
|
0.500 |
1.0858 |
|
0.382 |
1.0848 |
|
LOW |
1.0815 |
|
0.618 |
1.0762 |
|
1.000 |
1.0729 |
|
1.618 |
1.0676 |
|
2.618 |
1.0590 |
|
4.250 |
1.0450 |
|
|
| Fisher Pivots for day following 17-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0885 |
1.0881 |
| PP |
1.0871 |
1.0865 |
| S1 |
1.0858 |
1.0848 |
|