CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 26-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2021 |
26-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0974 |
1.0987 |
0.0013 |
0.1% |
1.0906 |
| High |
1.0994 |
1.1003 |
0.0009 |
0.1% |
1.0997 |
| Low |
1.0950 |
1.0953 |
0.0003 |
0.0% |
1.0896 |
| Close |
1.0989 |
1.0982 |
-0.0007 |
-0.1% |
1.0989 |
| Range |
0.0044 |
0.0050 |
0.0006 |
13.6% |
0.0101 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
47 |
139 |
92 |
195.7% |
171 |
|
| Daily Pivots for day following 26-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1129 |
1.1106 |
1.1010 |
|
| R3 |
1.1079 |
1.1056 |
1.0996 |
|
| R2 |
1.1029 |
1.1029 |
1.0991 |
|
| R1 |
1.1006 |
1.1006 |
1.0987 |
1.0993 |
| PP |
1.0979 |
1.0979 |
1.0979 |
1.0973 |
| S1 |
1.0956 |
1.0956 |
1.0977 |
1.0943 |
| S2 |
1.0929 |
1.0929 |
1.0973 |
|
| S3 |
1.0879 |
1.0906 |
1.0968 |
|
| S4 |
1.0829 |
1.0856 |
1.0955 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1264 |
1.1227 |
1.1045 |
|
| R3 |
1.1163 |
1.1126 |
1.1017 |
|
| R2 |
1.1062 |
1.1062 |
1.1008 |
|
| R1 |
1.1025 |
1.1025 |
1.0998 |
1.1044 |
| PP |
1.0961 |
1.0961 |
1.0961 |
1.0970 |
| S1 |
1.0924 |
1.0924 |
1.0980 |
1.0943 |
| S2 |
1.0860 |
1.0860 |
1.0970 |
|
| S3 |
1.0759 |
1.0823 |
1.0961 |
|
| S4 |
1.0658 |
1.0722 |
1.0933 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1216 |
|
2.618 |
1.1134 |
|
1.618 |
1.1084 |
|
1.000 |
1.1053 |
|
0.618 |
1.1034 |
|
HIGH |
1.1003 |
|
0.618 |
1.0984 |
|
0.500 |
1.0978 |
|
0.382 |
1.0972 |
|
LOW |
1.0953 |
|
0.618 |
1.0922 |
|
1.000 |
1.0903 |
|
1.618 |
1.0872 |
|
2.618 |
1.0822 |
|
4.250 |
1.0741 |
|
|
| Fisher Pivots for day following 26-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0981 |
1.0976 |
| PP |
1.0979 |
1.0970 |
| S1 |
1.0978 |
1.0964 |
|