CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 27-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2021 |
27-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0987 |
1.0952 |
-0.0035 |
-0.3% |
1.0906 |
| High |
1.1003 |
1.1000 |
-0.0003 |
0.0% |
1.0997 |
| Low |
1.0953 |
1.0945 |
-0.0008 |
-0.1% |
1.0896 |
| Close |
1.0982 |
1.0980 |
-0.0002 |
0.0% |
1.0989 |
| Range |
0.0050 |
0.0055 |
0.0005 |
10.0% |
0.0101 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
139 |
33 |
-106 |
-76.3% |
171 |
|
| Daily Pivots for day following 27-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1140 |
1.1115 |
1.1010 |
|
| R3 |
1.1085 |
1.1060 |
1.0995 |
|
| R2 |
1.1030 |
1.1030 |
1.0990 |
|
| R1 |
1.1005 |
1.1005 |
1.0985 |
1.1018 |
| PP |
1.0975 |
1.0975 |
1.0975 |
1.0981 |
| S1 |
1.0950 |
1.0950 |
1.0975 |
1.0963 |
| S2 |
1.0920 |
1.0920 |
1.0970 |
|
| S3 |
1.0865 |
1.0895 |
1.0965 |
|
| S4 |
1.0810 |
1.0840 |
1.0950 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1264 |
1.1227 |
1.1045 |
|
| R3 |
1.1163 |
1.1126 |
1.1017 |
|
| R2 |
1.1062 |
1.1062 |
1.1008 |
|
| R1 |
1.1025 |
1.1025 |
1.0998 |
1.1044 |
| PP |
1.0961 |
1.0961 |
1.0961 |
1.0970 |
| S1 |
1.0924 |
1.0924 |
1.0980 |
1.0943 |
| S2 |
1.0860 |
1.0860 |
1.0970 |
|
| S3 |
1.0759 |
1.0823 |
1.0961 |
|
| S4 |
1.0658 |
1.0722 |
1.0933 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1234 |
|
2.618 |
1.1144 |
|
1.618 |
1.1089 |
|
1.000 |
1.1055 |
|
0.618 |
1.1034 |
|
HIGH |
1.1000 |
|
0.618 |
1.0979 |
|
0.500 |
1.0973 |
|
0.382 |
1.0966 |
|
LOW |
1.0945 |
|
0.618 |
1.0911 |
|
1.000 |
1.0890 |
|
1.618 |
1.0856 |
|
2.618 |
1.0801 |
|
4.250 |
1.0711 |
|
|
| Fisher Pivots for day following 27-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0978 |
1.0978 |
| PP |
1.0975 |
1.0976 |
| S1 |
1.0973 |
1.0974 |
|