CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 19-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2021 |
19-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0834 |
1.0830 |
-0.0004 |
0.0% |
1.0811 |
| High |
1.0899 |
1.0861 |
-0.0038 |
-0.3% |
1.0901 |
| Low |
1.0802 |
1.0784 |
-0.0018 |
-0.2% |
1.0784 |
| Close |
1.0823 |
1.0816 |
-0.0007 |
-0.1% |
1.0816 |
| Range |
0.0097 |
0.0077 |
-0.0020 |
-20.6% |
0.0117 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.0% |
0.0000 |
| Volume |
10 |
21 |
11 |
110.0% |
35 |
|
| Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1051 |
1.1011 |
1.0858 |
|
| R3 |
1.0974 |
1.0934 |
1.0837 |
|
| R2 |
1.0897 |
1.0897 |
1.0830 |
|
| R1 |
1.0857 |
1.0857 |
1.0823 |
1.0839 |
| PP |
1.0820 |
1.0820 |
1.0820 |
1.0811 |
| S1 |
1.0780 |
1.0780 |
1.0809 |
1.0762 |
| S2 |
1.0743 |
1.0743 |
1.0802 |
|
| S3 |
1.0666 |
1.0703 |
1.0795 |
|
| S4 |
1.0589 |
1.0626 |
1.0774 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1185 |
1.1117 |
1.0880 |
|
| R3 |
1.1068 |
1.1000 |
1.0848 |
|
| R2 |
1.0951 |
1.0951 |
1.0837 |
|
| R1 |
1.0883 |
1.0883 |
1.0827 |
1.0917 |
| PP |
1.0834 |
1.0834 |
1.0834 |
1.0851 |
| S1 |
1.0766 |
1.0766 |
1.0805 |
1.0800 |
| S2 |
1.0717 |
1.0717 |
1.0795 |
|
| S3 |
1.0600 |
1.0649 |
1.0784 |
|
| S4 |
1.0483 |
1.0532 |
1.0752 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1188 |
|
2.618 |
1.1063 |
|
1.618 |
1.0986 |
|
1.000 |
1.0938 |
|
0.618 |
1.0909 |
|
HIGH |
1.0861 |
|
0.618 |
1.0832 |
|
0.500 |
1.0823 |
|
0.382 |
1.0813 |
|
LOW |
1.0784 |
|
0.618 |
1.0736 |
|
1.000 |
1.0707 |
|
1.618 |
1.0659 |
|
2.618 |
1.0582 |
|
4.250 |
1.0457 |
|
|
| Fisher Pivots for day following 19-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0823 |
1.0843 |
| PP |
1.0820 |
1.0834 |
| S1 |
1.0818 |
1.0825 |
|