CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 05-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2021 |
05-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0662 |
1.0658 |
-0.0004 |
0.0% |
1.0697 |
| High |
1.0674 |
1.0734 |
0.0060 |
0.6% |
1.0720 |
| Low |
1.0604 |
1.0644 |
0.0040 |
0.4% |
1.0604 |
| Close |
1.0662 |
1.0728 |
0.0066 |
0.6% |
1.0662 |
| Range |
0.0070 |
0.0090 |
0.0020 |
28.6% |
0.0116 |
| ATR |
0.0069 |
0.0071 |
0.0001 |
2.1% |
0.0000 |
| Volume |
3 |
2 |
-1 |
-33.3% |
18 |
|
| Daily Pivots for day following 05-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0972 |
1.0940 |
1.0778 |
|
| R3 |
1.0882 |
1.0850 |
1.0753 |
|
| R2 |
1.0792 |
1.0792 |
1.0745 |
|
| R1 |
1.0760 |
1.0760 |
1.0736 |
1.0776 |
| PP |
1.0702 |
1.0702 |
1.0702 |
1.0710 |
| S1 |
1.0670 |
1.0670 |
1.0720 |
1.0686 |
| S2 |
1.0612 |
1.0612 |
1.0712 |
|
| S3 |
1.0522 |
1.0580 |
1.0703 |
|
| S4 |
1.0432 |
1.0490 |
1.0679 |
|
|
| Weekly Pivots for week ending 02-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1010 |
1.0952 |
1.0726 |
|
| R3 |
1.0894 |
1.0836 |
1.0694 |
|
| R2 |
1.0778 |
1.0778 |
1.0683 |
|
| R1 |
1.0720 |
1.0720 |
1.0673 |
1.0691 |
| PP |
1.0662 |
1.0662 |
1.0662 |
1.0648 |
| S1 |
1.0604 |
1.0604 |
1.0651 |
1.0575 |
| S2 |
1.0546 |
1.0546 |
1.0641 |
|
| S3 |
1.0430 |
1.0488 |
1.0630 |
|
| S4 |
1.0314 |
1.0372 |
1.0598 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1117 |
|
2.618 |
1.0970 |
|
1.618 |
1.0880 |
|
1.000 |
1.0824 |
|
0.618 |
1.0790 |
|
HIGH |
1.0734 |
|
0.618 |
1.0700 |
|
0.500 |
1.0689 |
|
0.382 |
1.0678 |
|
LOW |
1.0644 |
|
0.618 |
1.0588 |
|
1.000 |
1.0554 |
|
1.618 |
1.0498 |
|
2.618 |
1.0408 |
|
4.250 |
1.0262 |
|
|
| Fisher Pivots for day following 05-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0715 |
1.0708 |
| PP |
1.0702 |
1.0689 |
| S1 |
1.0689 |
1.0669 |
|