CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0817 |
1.0811 |
-0.0006 |
-0.1% |
1.0749 |
| High |
1.0818 |
1.0843 |
0.0025 |
0.2% |
1.0878 |
| Low |
1.0780 |
1.0795 |
0.0015 |
0.1% |
1.0734 |
| Close |
1.0812 |
1.0828 |
0.0016 |
0.1% |
1.0812 |
| Range |
0.0038 |
0.0048 |
0.0010 |
26.3% |
0.0144 |
| ATR |
|
|
|
|
|
| Volume |
4 |
2 |
-2 |
-50.0% |
9 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0966 |
1.0945 |
1.0854 |
|
| R3 |
1.0918 |
1.0897 |
1.0841 |
|
| R2 |
1.0870 |
1.0870 |
1.0837 |
|
| R1 |
1.0849 |
1.0849 |
1.0832 |
1.0860 |
| PP |
1.0822 |
1.0822 |
1.0822 |
1.0827 |
| S1 |
1.0801 |
1.0801 |
1.0824 |
1.0812 |
| S2 |
1.0774 |
1.0774 |
1.0819 |
|
| S3 |
1.0726 |
1.0753 |
1.0815 |
|
| S4 |
1.0678 |
1.0705 |
1.0802 |
|
|
| 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 |
1.1047 |
|
2.618 |
1.0969 |
|
1.618 |
1.0921 |
|
1.000 |
1.0891 |
|
0.618 |
1.0873 |
|
HIGH |
1.0843 |
|
0.618 |
1.0825 |
|
0.500 |
1.0819 |
|
0.382 |
1.0813 |
|
LOW |
1.0795 |
|
0.618 |
1.0765 |
|
1.000 |
1.0747 |
|
1.618 |
1.0717 |
|
2.618 |
1.0669 |
|
4.250 |
1.0591 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0825 |
1.0829 |
| PP |
1.0822 |
1.0829 |
| S1 |
1.0819 |
1.0828 |
|