CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 01-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2021 |
01-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0675 |
1.0662 |
-0.0013 |
-0.1% |
1.0805 |
| High |
1.0679 |
1.0674 |
-0.0005 |
0.0% |
1.0892 |
| Low |
1.0622 |
1.0604 |
-0.0018 |
-0.2% |
1.0669 |
| Close |
1.0622 |
1.0662 |
0.0040 |
0.4% |
1.0699 |
| Range |
0.0057 |
0.0070 |
0.0013 |
22.8% |
0.0223 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.1% |
0.0000 |
| Volume |
10 |
3 |
-7 |
-70.0% |
84 |
|
| Daily Pivots for day following 01-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0857 |
1.0829 |
1.0701 |
|
| R3 |
1.0787 |
1.0759 |
1.0681 |
|
| R2 |
1.0717 |
1.0717 |
1.0675 |
|
| R1 |
1.0689 |
1.0689 |
1.0668 |
1.0697 |
| PP |
1.0647 |
1.0647 |
1.0647 |
1.0651 |
| S1 |
1.0619 |
1.0619 |
1.0656 |
1.0627 |
| S2 |
1.0577 |
1.0577 |
1.0649 |
|
| S3 |
1.0507 |
1.0549 |
1.0643 |
|
| S4 |
1.0437 |
1.0479 |
1.0624 |
|
|
| 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 |
1.0972 |
|
2.618 |
1.0857 |
|
1.618 |
1.0787 |
|
1.000 |
1.0744 |
|
0.618 |
1.0717 |
|
HIGH |
1.0674 |
|
0.618 |
1.0647 |
|
0.500 |
1.0639 |
|
0.382 |
1.0631 |
|
LOW |
1.0604 |
|
0.618 |
1.0561 |
|
1.000 |
1.0534 |
|
1.618 |
1.0491 |
|
2.618 |
1.0421 |
|
4.250 |
1.0307 |
|
|
| Fisher Pivots for day following 01-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0654 |
1.0659 |
| PP |
1.0647 |
1.0655 |
| S1 |
1.0639 |
1.0652 |
|