CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 24-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0824 |
1.0741 |
-0.0083 |
-0.8% |
1.0811 |
| High |
1.0884 |
1.0760 |
-0.0124 |
-1.1% |
1.0901 |
| Low |
1.0751 |
1.0725 |
-0.0026 |
-0.2% |
1.0784 |
| Close |
1.0759 |
1.0741 |
-0.0018 |
-0.2% |
1.0816 |
| Range |
0.0133 |
0.0035 |
-0.0098 |
-73.7% |
0.0117 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
22 |
6 |
-16 |
-72.7% |
35 |
|
| Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0847 |
1.0829 |
1.0760 |
|
| R3 |
1.0812 |
1.0794 |
1.0751 |
|
| R2 |
1.0777 |
1.0777 |
1.0747 |
|
| R1 |
1.0759 |
1.0759 |
1.0744 |
1.0759 |
| PP |
1.0742 |
1.0742 |
1.0742 |
1.0742 |
| S1 |
1.0724 |
1.0724 |
1.0738 |
1.0724 |
| S2 |
1.0707 |
1.0707 |
1.0735 |
|
| S3 |
1.0672 |
1.0689 |
1.0731 |
|
| S4 |
1.0637 |
1.0654 |
1.0722 |
|
|
| 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 |
1.0909 |
|
2.618 |
1.0852 |
|
1.618 |
1.0817 |
|
1.000 |
1.0795 |
|
0.618 |
1.0782 |
|
HIGH |
1.0760 |
|
0.618 |
1.0747 |
|
0.500 |
1.0743 |
|
0.382 |
1.0738 |
|
LOW |
1.0725 |
|
0.618 |
1.0703 |
|
1.000 |
1.0690 |
|
1.618 |
1.0668 |
|
2.618 |
1.0633 |
|
4.250 |
1.0576 |
|
|
| Fisher Pivots for day following 24-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0743 |
1.0809 |
| PP |
1.0742 |
1.0786 |
| S1 |
1.0742 |
1.0764 |
|