CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 29-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2021 |
29-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0692 |
1.0697 |
0.0005 |
0.0% |
1.0805 |
| High |
1.0705 |
1.0720 |
0.0015 |
0.1% |
1.0892 |
| Low |
1.0669 |
1.0684 |
0.0015 |
0.1% |
1.0669 |
| Close |
1.0699 |
1.0697 |
-0.0002 |
0.0% |
1.0699 |
| Range |
0.0036 |
0.0036 |
0.0000 |
0.0% |
0.0223 |
| ATR |
0.0074 |
0.0072 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
14 |
0 |
-14 |
-100.0% |
84 |
|
| Daily Pivots for day following 29-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0808 |
1.0789 |
1.0717 |
|
| R3 |
1.0772 |
1.0753 |
1.0707 |
|
| R2 |
1.0736 |
1.0736 |
1.0704 |
|
| R1 |
1.0717 |
1.0717 |
1.0700 |
1.0715 |
| PP |
1.0700 |
1.0700 |
1.0700 |
1.0700 |
| S1 |
1.0681 |
1.0681 |
1.0694 |
1.0679 |
| S2 |
1.0664 |
1.0664 |
1.0690 |
|
| S3 |
1.0628 |
1.0645 |
1.0687 |
|
| S4 |
1.0592 |
1.0609 |
1.0677 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1422 |
1.1284 |
1.0822 |
|
| R3 |
1.1199 |
1.1061 |
1.0760 |
|
| R2 |
1.0976 |
1.0976 |
1.0740 |
|
| R1 |
1.0838 |
1.0838 |
1.0719 |
1.0796 |
| PP |
1.0753 |
1.0753 |
1.0753 |
1.0732 |
| S1 |
1.0615 |
1.0615 |
1.0679 |
1.0573 |
| S2 |
1.0530 |
1.0530 |
1.0658 |
|
| S3 |
1.0307 |
1.0392 |
1.0638 |
|
| S4 |
1.0084 |
1.0169 |
1.0576 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0873 |
|
2.618 |
1.0814 |
|
1.618 |
1.0778 |
|
1.000 |
1.0756 |
|
0.618 |
1.0742 |
|
HIGH |
1.0720 |
|
0.618 |
1.0706 |
|
0.500 |
1.0702 |
|
0.382 |
1.0698 |
|
LOW |
1.0684 |
|
0.618 |
1.0662 |
|
1.000 |
1.0648 |
|
1.618 |
1.0626 |
|
2.618 |
1.0590 |
|
4.250 |
1.0531 |
|
|
| Fisher Pivots for day following 29-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0702 |
1.0707 |
| PP |
1.0700 |
1.0704 |
| S1 |
1.0699 |
1.0700 |
|