CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 18-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0898 |
1.0834 |
-0.0064 |
-0.6% |
1.0749 |
| High |
1.0901 |
1.0899 |
-0.0002 |
0.0% |
1.0878 |
| Low |
1.0815 |
1.0802 |
-0.0013 |
-0.1% |
1.0734 |
| Close |
1.0898 |
1.0823 |
-0.0075 |
-0.7% |
1.0812 |
| Range |
0.0086 |
0.0097 |
0.0011 |
12.8% |
0.0144 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
2.1% |
0.0000 |
| Volume |
1 |
10 |
9 |
900.0% |
9 |
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1132 |
1.1075 |
1.0876 |
|
| R3 |
1.1035 |
1.0978 |
1.0850 |
|
| R2 |
1.0938 |
1.0938 |
1.0841 |
|
| R1 |
1.0881 |
1.0881 |
1.0832 |
1.0861 |
| PP |
1.0841 |
1.0841 |
1.0841 |
1.0832 |
| S1 |
1.0784 |
1.0784 |
1.0814 |
1.0764 |
| S2 |
1.0744 |
1.0744 |
1.0805 |
|
| S3 |
1.0647 |
1.0687 |
1.0796 |
|
| S4 |
1.0550 |
1.0590 |
1.0770 |
|
|
| 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 |
1.1311 |
|
2.618 |
1.1153 |
|
1.618 |
1.1056 |
|
1.000 |
1.0996 |
|
0.618 |
1.0959 |
|
HIGH |
1.0899 |
|
0.618 |
1.0862 |
|
0.500 |
1.0851 |
|
0.382 |
1.0839 |
|
LOW |
1.0802 |
|
0.618 |
1.0742 |
|
1.000 |
1.0705 |
|
1.618 |
1.0645 |
|
2.618 |
1.0548 |
|
4.250 |
1.0390 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0851 |
1.0852 |
| PP |
1.0841 |
1.0842 |
| S1 |
1.0832 |
1.0833 |
|