CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 25-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2021 |
25-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0741 |
1.0697 |
-0.0044 |
-0.4% |
1.0811 |
| High |
1.0760 |
1.0745 |
-0.0015 |
-0.1% |
1.0901 |
| Low |
1.0725 |
1.0687 |
-0.0038 |
-0.4% |
1.0784 |
| Close |
1.0741 |
1.0697 |
-0.0044 |
-0.4% |
1.0816 |
| Range |
0.0035 |
0.0058 |
0.0023 |
65.7% |
0.0117 |
| ATR |
0.0079 |
0.0077 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
6 |
0 |
-6 |
-100.0% |
35 |
|
| Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0884 |
1.0848 |
1.0729 |
|
| R3 |
1.0826 |
1.0790 |
1.0713 |
|
| R2 |
1.0768 |
1.0768 |
1.0708 |
|
| R1 |
1.0732 |
1.0732 |
1.0702 |
1.0726 |
| PP |
1.0710 |
1.0710 |
1.0710 |
1.0707 |
| S1 |
1.0674 |
1.0674 |
1.0692 |
1.0668 |
| S2 |
1.0652 |
1.0652 |
1.0686 |
|
| S3 |
1.0594 |
1.0616 |
1.0681 |
|
| S4 |
1.0536 |
1.0558 |
1.0665 |
|
|
| 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 |
1.0992 |
|
2.618 |
1.0897 |
|
1.618 |
1.0839 |
|
1.000 |
1.0803 |
|
0.618 |
1.0781 |
|
HIGH |
1.0745 |
|
0.618 |
1.0723 |
|
0.500 |
1.0716 |
|
0.382 |
1.0709 |
|
LOW |
1.0687 |
|
0.618 |
1.0651 |
|
1.000 |
1.0629 |
|
1.618 |
1.0593 |
|
2.618 |
1.0535 |
|
4.250 |
1.0441 |
|
|
| Fisher Pivots for day following 25-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0716 |
1.0786 |
| PP |
1.0710 |
1.0756 |
| S1 |
1.0703 |
1.0727 |
|