CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 22-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2021 |
22-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0830 |
1.0805 |
-0.0025 |
-0.2% |
1.0811 |
| High |
1.0861 |
1.0892 |
0.0031 |
0.3% |
1.0901 |
| Low |
1.0784 |
1.0795 |
0.0011 |
0.1% |
1.0784 |
| Close |
1.0816 |
1.0881 |
0.0065 |
0.6% |
1.0816 |
| Range |
0.0077 |
0.0097 |
0.0020 |
26.0% |
0.0117 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.9% |
0.0000 |
| Volume |
21 |
42 |
21 |
100.0% |
35 |
|
| Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1147 |
1.1111 |
1.0934 |
|
| R3 |
1.1050 |
1.1014 |
1.0908 |
|
| R2 |
1.0953 |
1.0953 |
1.0899 |
|
| R1 |
1.0917 |
1.0917 |
1.0890 |
1.0935 |
| PP |
1.0856 |
1.0856 |
1.0856 |
1.0865 |
| S1 |
1.0820 |
1.0820 |
1.0872 |
1.0838 |
| S2 |
1.0759 |
1.0759 |
1.0863 |
|
| S3 |
1.0662 |
1.0723 |
1.0854 |
|
| S4 |
1.0565 |
1.0626 |
1.0828 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1185 |
1.1117 |
1.0880 |
|
| R3 |
1.1068 |
1.1000 |
1.0848 |
|
| R2 |
1.0951 |
1.0951 |
1.0837 |
|
| R1 |
1.0883 |
1.0883 |
1.0827 |
1.0917 |
| PP |
1.0834 |
1.0834 |
1.0834 |
1.0851 |
| S1 |
1.0766 |
1.0766 |
1.0805 |
1.0800 |
| S2 |
1.0717 |
1.0717 |
1.0795 |
|
| S3 |
1.0600 |
1.0649 |
1.0784 |
|
| S4 |
1.0483 |
1.0532 |
1.0752 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1304 |
|
2.618 |
1.1146 |
|
1.618 |
1.1049 |
|
1.000 |
1.0989 |
|
0.618 |
1.0952 |
|
HIGH |
1.0892 |
|
0.618 |
1.0855 |
|
0.500 |
1.0844 |
|
0.382 |
1.0832 |
|
LOW |
1.0795 |
|
0.618 |
1.0735 |
|
1.000 |
1.0698 |
|
1.618 |
1.0638 |
|
2.618 |
1.0541 |
|
4.250 |
1.0383 |
|
|
| Fisher Pivots for day following 22-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0869 |
1.0868 |
| PP |
1.0856 |
1.0855 |
| S1 |
1.0844 |
1.0842 |
|