CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 30-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2021 |
30-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0697 |
1.0697 |
0.0000 |
0.0% |
1.0805 |
| High |
1.0720 |
1.0700 |
-0.0020 |
-0.2% |
1.0892 |
| Low |
1.0684 |
1.0646 |
-0.0038 |
-0.4% |
1.0669 |
| Close |
1.0697 |
1.0662 |
-0.0035 |
-0.3% |
1.0699 |
| Range |
0.0036 |
0.0054 |
0.0018 |
50.0% |
0.0223 |
| ATR |
0.0072 |
0.0070 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
0 |
5 |
5 |
|
84 |
|
| Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0831 |
1.0801 |
1.0692 |
|
| R3 |
1.0777 |
1.0747 |
1.0677 |
|
| R2 |
1.0723 |
1.0723 |
1.0672 |
|
| R1 |
1.0693 |
1.0693 |
1.0667 |
1.0681 |
| PP |
1.0669 |
1.0669 |
1.0669 |
1.0664 |
| S1 |
1.0639 |
1.0639 |
1.0657 |
1.0627 |
| S2 |
1.0615 |
1.0615 |
1.0652 |
|
| S3 |
1.0561 |
1.0585 |
1.0647 |
|
| S4 |
1.0507 |
1.0531 |
1.0632 |
|
|
| 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 |
1.0930 |
|
2.618 |
1.0841 |
|
1.618 |
1.0787 |
|
1.000 |
1.0754 |
|
0.618 |
1.0733 |
|
HIGH |
1.0700 |
|
0.618 |
1.0679 |
|
0.500 |
1.0673 |
|
0.382 |
1.0667 |
|
LOW |
1.0646 |
|
0.618 |
1.0613 |
|
1.000 |
1.0592 |
|
1.618 |
1.0559 |
|
2.618 |
1.0505 |
|
4.250 |
1.0417 |
|
|
| Fisher Pivots for day following 30-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0673 |
1.0683 |
| PP |
1.0669 |
1.0676 |
| S1 |
1.0666 |
1.0669 |
|