CME Swiss Franc Future September 2021
Trading Metrics calculated at close of trading on 12-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1.0873 |
1.0817 |
-0.0056 |
-0.5% |
1.0749 |
High |
1.0878 |
1.0818 |
-0.0060 |
-0.6% |
1.0878 |
Low |
1.0799 |
1.0780 |
-0.0019 |
-0.2% |
1.0734 |
Close |
1.0873 |
1.0812 |
-0.0061 |
-0.6% |
1.0812 |
Range |
0.0079 |
0.0038 |
-0.0041 |
-51.9% |
0.0144 |
ATR |
|
|
|
|
|
Volume |
1 |
4 |
3 |
300.0% |
9 |
|
Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0917 |
1.0903 |
1.0833 |
|
R3 |
1.0879 |
1.0865 |
1.0822 |
|
R2 |
1.0841 |
1.0841 |
1.0819 |
|
R1 |
1.0827 |
1.0827 |
1.0815 |
1.0815 |
PP |
1.0803 |
1.0803 |
1.0803 |
1.0798 |
S1 |
1.0789 |
1.0789 |
1.0809 |
1.0777 |
S2 |
1.0765 |
1.0765 |
1.0805 |
|
S3 |
1.0727 |
1.0751 |
1.0802 |
|
S4 |
1.0689 |
1.0713 |
1.0791 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1240 |
1.1170 |
1.0891 |
|
R3 |
1.1096 |
1.1026 |
1.0852 |
|
R2 |
1.0952 |
1.0952 |
1.0838 |
|
R1 |
1.0882 |
1.0882 |
1.0825 |
1.0917 |
PP |
1.0808 |
1.0808 |
1.0808 |
1.0826 |
S1 |
1.0738 |
1.0738 |
1.0799 |
1.0773 |
S2 |
1.0664 |
1.0664 |
1.0786 |
|
S3 |
1.0520 |
1.0594 |
1.0772 |
|
S4 |
1.0376 |
1.0450 |
1.0733 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0980 |
2.618 |
1.0917 |
1.618 |
1.0879 |
1.000 |
1.0856 |
0.618 |
1.0841 |
HIGH |
1.0818 |
0.618 |
1.0803 |
0.500 |
1.0799 |
0.382 |
1.0795 |
LOW |
1.0780 |
0.618 |
1.0757 |
1.000 |
1.0742 |
1.618 |
1.0719 |
2.618 |
1.0681 |
4.250 |
1.0619 |
|
|
Fisher Pivots for day following 12-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1.0808 |
1.0829 |
PP |
1.0803 |
1.0823 |
S1 |
1.0799 |
1.0818 |
|