CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 12-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2021 |
12-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0850 |
1.0856 |
0.0006 |
0.1% |
1.0658 |
| High |
1.0859 |
1.0897 |
0.0038 |
0.3% |
1.0872 |
| Low |
1.0823 |
1.0835 |
0.0012 |
0.1% |
1.0644 |
| Close |
1.0857 |
1.0880 |
0.0023 |
0.2% |
1.0857 |
| Range |
0.0036 |
0.0062 |
0.0026 |
72.2% |
0.0228 |
| ATR |
0.0070 |
0.0070 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
8 |
43 |
35 |
437.5% |
57 |
|
| Daily Pivots for day following 12-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1057 |
1.1030 |
1.0914 |
|
| R3 |
1.0995 |
1.0968 |
1.0897 |
|
| R2 |
1.0933 |
1.0933 |
1.0891 |
|
| R1 |
1.0906 |
1.0906 |
1.0886 |
1.0920 |
| PP |
1.0871 |
1.0871 |
1.0871 |
1.0877 |
| S1 |
1.0844 |
1.0844 |
1.0874 |
1.0858 |
| S2 |
1.0809 |
1.0809 |
1.0869 |
|
| S3 |
1.0747 |
1.0782 |
1.0863 |
|
| S4 |
1.0685 |
1.0720 |
1.0846 |
|
|
| Weekly Pivots for week ending 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1475 |
1.1394 |
1.0982 |
|
| R3 |
1.1247 |
1.1166 |
1.0920 |
|
| R2 |
1.1019 |
1.1019 |
1.0899 |
|
| R1 |
1.0938 |
1.0938 |
1.0878 |
1.0979 |
| PP |
1.0791 |
1.0791 |
1.0791 |
1.0811 |
| S1 |
1.0710 |
1.0710 |
1.0836 |
1.0751 |
| S2 |
1.0563 |
1.0563 |
1.0815 |
|
| S3 |
1.0335 |
1.0482 |
1.0794 |
|
| S4 |
1.0107 |
1.0254 |
1.0732 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1161 |
|
2.618 |
1.1059 |
|
1.618 |
1.0997 |
|
1.000 |
1.0959 |
|
0.618 |
1.0935 |
|
HIGH |
1.0897 |
|
0.618 |
1.0873 |
|
0.500 |
1.0866 |
|
0.382 |
1.0859 |
|
LOW |
1.0835 |
|
0.618 |
1.0797 |
|
1.000 |
1.0773 |
|
1.618 |
1.0735 |
|
2.618 |
1.0673 |
|
4.250 |
1.0572 |
|
|
| Fisher Pivots for day following 12-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0875 |
1.0869 |
| PP |
1.0871 |
1.0858 |
| S1 |
1.0866 |
1.0847 |
|