CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 23-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0805 |
1.0824 |
0.0019 |
0.2% |
1.0811 |
| High |
1.0892 |
1.0884 |
-0.0008 |
-0.1% |
1.0901 |
| Low |
1.0795 |
1.0751 |
-0.0044 |
-0.4% |
1.0784 |
| Close |
1.0881 |
1.0759 |
-0.0122 |
-1.1% |
1.0816 |
| Range |
0.0097 |
0.0133 |
0.0036 |
37.1% |
0.0117 |
| ATR |
0.0078 |
0.0082 |
0.0004 |
5.0% |
0.0000 |
| Volume |
42 |
22 |
-20 |
-47.6% |
35 |
|
| Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1197 |
1.1111 |
1.0832 |
|
| R3 |
1.1064 |
1.0978 |
1.0796 |
|
| R2 |
1.0931 |
1.0931 |
1.0783 |
|
| R1 |
1.0845 |
1.0845 |
1.0771 |
1.0822 |
| PP |
1.0798 |
1.0798 |
1.0798 |
1.0786 |
| S1 |
1.0712 |
1.0712 |
1.0747 |
1.0689 |
| S2 |
1.0665 |
1.0665 |
1.0735 |
|
| S3 |
1.0532 |
1.0579 |
1.0722 |
|
| S4 |
1.0399 |
1.0446 |
1.0686 |
|
|
| 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 |
1.1449 |
|
2.618 |
1.1232 |
|
1.618 |
1.1099 |
|
1.000 |
1.1017 |
|
0.618 |
1.0966 |
|
HIGH |
1.0884 |
|
0.618 |
1.0833 |
|
0.500 |
1.0818 |
|
0.382 |
1.0802 |
|
LOW |
1.0751 |
|
0.618 |
1.0669 |
|
1.000 |
1.0618 |
|
1.618 |
1.0536 |
|
2.618 |
1.0403 |
|
4.250 |
1.0186 |
|
|
| Fisher Pivots for day following 23-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0818 |
1.0822 |
| PP |
1.0798 |
1.0801 |
| S1 |
1.0779 |
1.0780 |
|