CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 16-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0811 |
1.0860 |
0.0049 |
0.5% |
1.0749 |
| High |
1.0843 |
1.0872 |
0.0029 |
0.3% |
1.0878 |
| Low |
1.0795 |
1.0823 |
0.0028 |
0.3% |
1.0734 |
| Close |
1.0828 |
1.0863 |
0.0035 |
0.3% |
1.0812 |
| Range |
0.0048 |
0.0049 |
0.0001 |
2.1% |
0.0144 |
| ATR |
|
|
|
|
|
| Volume |
2 |
1 |
-1 |
-50.0% |
9 |
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1000 |
1.0980 |
1.0890 |
|
| R3 |
1.0951 |
1.0931 |
1.0876 |
|
| R2 |
1.0902 |
1.0902 |
1.0872 |
|
| R1 |
1.0882 |
1.0882 |
1.0867 |
1.0892 |
| PP |
1.0853 |
1.0853 |
1.0853 |
1.0858 |
| S1 |
1.0833 |
1.0833 |
1.0859 |
1.0843 |
| S2 |
1.0804 |
1.0804 |
1.0854 |
|
| S3 |
1.0755 |
1.0784 |
1.0850 |
|
| S4 |
1.0706 |
1.0735 |
1.0836 |
|
|
| 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 |
1.1080 |
|
2.618 |
1.1000 |
|
1.618 |
1.0951 |
|
1.000 |
1.0921 |
|
0.618 |
1.0902 |
|
HIGH |
1.0872 |
|
0.618 |
1.0853 |
|
0.500 |
1.0848 |
|
0.382 |
1.0842 |
|
LOW |
1.0823 |
|
0.618 |
1.0793 |
|
1.000 |
1.0774 |
|
1.618 |
1.0744 |
|
2.618 |
1.0695 |
|
4.250 |
1.0615 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0858 |
1.0851 |
| PP |
1.0853 |
1.0838 |
| S1 |
1.0848 |
1.0826 |
|