CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 07-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2021 |
07-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0762 |
1.0819 |
0.0057 |
0.5% |
1.0697 |
| High |
1.0794 |
1.0832 |
0.0038 |
0.4% |
1.0720 |
| Low |
1.0690 |
1.0783 |
0.0093 |
0.9% |
1.0604 |
| Close |
1.0785 |
1.0800 |
0.0015 |
0.1% |
1.0662 |
| Range |
0.0104 |
0.0049 |
-0.0055 |
-52.9% |
0.0116 |
| ATR |
0.0073 |
0.0072 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
36 |
6 |
-30 |
-83.3% |
18 |
|
| Daily Pivots for day following 07-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0952 |
1.0925 |
1.0827 |
|
| R3 |
1.0903 |
1.0876 |
1.0813 |
|
| R2 |
1.0854 |
1.0854 |
1.0809 |
|
| R1 |
1.0827 |
1.0827 |
1.0804 |
1.0816 |
| PP |
1.0805 |
1.0805 |
1.0805 |
1.0800 |
| S1 |
1.0778 |
1.0778 |
1.0796 |
1.0767 |
| S2 |
1.0756 |
1.0756 |
1.0791 |
|
| S3 |
1.0707 |
1.0729 |
1.0787 |
|
| S4 |
1.0658 |
1.0680 |
1.0773 |
|
|
| Weekly Pivots for week ending 02-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1010 |
1.0952 |
1.0726 |
|
| R3 |
1.0894 |
1.0836 |
1.0694 |
|
| R2 |
1.0778 |
1.0778 |
1.0683 |
|
| R1 |
1.0720 |
1.0720 |
1.0673 |
1.0691 |
| PP |
1.0662 |
1.0662 |
1.0662 |
1.0648 |
| S1 |
1.0604 |
1.0604 |
1.0651 |
1.0575 |
| S2 |
1.0546 |
1.0546 |
1.0641 |
|
| S3 |
1.0430 |
1.0488 |
1.0630 |
|
| S4 |
1.0314 |
1.0372 |
1.0598 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1040 |
|
2.618 |
1.0960 |
|
1.618 |
1.0911 |
|
1.000 |
1.0881 |
|
0.618 |
1.0862 |
|
HIGH |
1.0832 |
|
0.618 |
1.0813 |
|
0.500 |
1.0808 |
|
0.382 |
1.0802 |
|
LOW |
1.0783 |
|
0.618 |
1.0753 |
|
1.000 |
1.0734 |
|
1.618 |
1.0704 |
|
2.618 |
1.0655 |
|
4.250 |
1.0575 |
|
|
| Fisher Pivots for day following 07-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0808 |
1.0779 |
| PP |
1.0805 |
1.0759 |
| S1 |
1.0803 |
1.0738 |
|