CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 16-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2021 |
16-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0880 |
1.0928 |
0.0048 |
0.4% |
1.0856 |
| High |
1.0902 |
1.0936 |
0.0034 |
0.3% |
1.0936 |
| Low |
1.0862 |
1.0873 |
0.0011 |
0.1% |
1.0835 |
| Close |
1.0892 |
1.0914 |
0.0022 |
0.2% |
1.0914 |
| Range |
0.0040 |
0.0063 |
0.0023 |
57.5% |
0.0101 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
5 |
41 |
36 |
720.0% |
128 |
|
| Daily Pivots for day following 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1097 |
1.1068 |
1.0949 |
|
| R3 |
1.1034 |
1.1005 |
1.0931 |
|
| R2 |
1.0971 |
1.0971 |
1.0926 |
|
| R1 |
1.0942 |
1.0942 |
1.0920 |
1.0925 |
| PP |
1.0908 |
1.0908 |
1.0908 |
1.0899 |
| S1 |
1.0879 |
1.0879 |
1.0908 |
1.0862 |
| S2 |
1.0845 |
1.0845 |
1.0902 |
|
| S3 |
1.0782 |
1.0816 |
1.0897 |
|
| S4 |
1.0719 |
1.0753 |
1.0879 |
|
|
| Weekly Pivots for week ending 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1198 |
1.1157 |
1.0970 |
|
| R3 |
1.1097 |
1.1056 |
1.0942 |
|
| R2 |
1.0996 |
1.0996 |
1.0933 |
|
| R1 |
1.0955 |
1.0955 |
1.0923 |
1.0976 |
| PP |
1.0895 |
1.0895 |
1.0895 |
1.0905 |
| S1 |
1.0854 |
1.0854 |
1.0905 |
1.0875 |
| S2 |
1.0794 |
1.0794 |
1.0895 |
|
| S3 |
1.0693 |
1.0753 |
1.0886 |
|
| S4 |
1.0592 |
1.0652 |
1.0858 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1204 |
|
2.618 |
1.1101 |
|
1.618 |
1.1038 |
|
1.000 |
1.0999 |
|
0.618 |
1.0975 |
|
HIGH |
1.0936 |
|
0.618 |
1.0912 |
|
0.500 |
1.0905 |
|
0.382 |
1.0897 |
|
LOW |
1.0873 |
|
0.618 |
1.0834 |
|
1.000 |
1.0810 |
|
1.618 |
1.0771 |
|
2.618 |
1.0708 |
|
4.250 |
1.0605 |
|
|
| Fisher Pivots for day following 16-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0911 |
1.0909 |
| PP |
1.0908 |
1.0904 |
| S1 |
1.0905 |
1.0899 |
|