CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 31-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2021 |
31-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0697 |
1.0675 |
-0.0022 |
-0.2% |
1.0805 |
| High |
1.0700 |
1.0679 |
-0.0021 |
-0.2% |
1.0892 |
| Low |
1.0646 |
1.0622 |
-0.0024 |
-0.2% |
1.0669 |
| Close |
1.0662 |
1.0622 |
-0.0040 |
-0.4% |
1.0699 |
| Range |
0.0054 |
0.0057 |
0.0003 |
5.6% |
0.0223 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
5 |
10 |
5 |
100.0% |
84 |
|
| Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0812 |
1.0774 |
1.0653 |
|
| R3 |
1.0755 |
1.0717 |
1.0638 |
|
| R2 |
1.0698 |
1.0698 |
1.0632 |
|
| R1 |
1.0660 |
1.0660 |
1.0627 |
1.0651 |
| PP |
1.0641 |
1.0641 |
1.0641 |
1.0636 |
| S1 |
1.0603 |
1.0603 |
1.0617 |
1.0594 |
| S2 |
1.0584 |
1.0584 |
1.0612 |
|
| S3 |
1.0527 |
1.0546 |
1.0606 |
|
| S4 |
1.0470 |
1.0489 |
1.0591 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1422 |
1.1284 |
1.0822 |
|
| R3 |
1.1199 |
1.1061 |
1.0760 |
|
| R2 |
1.0976 |
1.0976 |
1.0740 |
|
| R1 |
1.0838 |
1.0838 |
1.0719 |
1.0796 |
| PP |
1.0753 |
1.0753 |
1.0753 |
1.0732 |
| S1 |
1.0615 |
1.0615 |
1.0679 |
1.0573 |
| S2 |
1.0530 |
1.0530 |
1.0658 |
|
| S3 |
1.0307 |
1.0392 |
1.0638 |
|
| S4 |
1.0084 |
1.0169 |
1.0576 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0921 |
|
2.618 |
1.0828 |
|
1.618 |
1.0771 |
|
1.000 |
1.0736 |
|
0.618 |
1.0714 |
|
HIGH |
1.0679 |
|
0.618 |
1.0657 |
|
0.500 |
1.0651 |
|
0.382 |
1.0644 |
|
LOW |
1.0622 |
|
0.618 |
1.0587 |
|
1.000 |
1.0565 |
|
1.618 |
1.0530 |
|
2.618 |
1.0473 |
|
4.250 |
1.0380 |
|
|
| Fisher Pivots for day following 31-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0651 |
1.0671 |
| PP |
1.0641 |
1.0655 |
| S1 |
1.0632 |
1.0638 |
|