CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 03-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2021 |
03-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1041 |
1.0983 |
-0.0058 |
-0.5% |
1.0987 |
| High |
1.1051 |
1.1034 |
-0.0017 |
-0.2% |
1.1051 |
| Low |
1.0981 |
1.0973 |
-0.0008 |
-0.1% |
1.0934 |
| Close |
1.0987 |
1.1015 |
0.0028 |
0.3% |
1.0987 |
| Range |
0.0070 |
0.0061 |
-0.0009 |
-12.9% |
0.0117 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
11 |
27 |
16 |
145.5% |
209 |
|
| Daily Pivots for day following 03-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1190 |
1.1164 |
1.1049 |
|
| R3 |
1.1129 |
1.1103 |
1.1032 |
|
| R2 |
1.1068 |
1.1068 |
1.1026 |
|
| R1 |
1.1042 |
1.1042 |
1.1021 |
1.1055 |
| PP |
1.1007 |
1.1007 |
1.1007 |
1.1014 |
| S1 |
1.0981 |
1.0981 |
1.1009 |
1.0994 |
| S2 |
1.0946 |
1.0946 |
1.1004 |
|
| S3 |
1.0885 |
1.0920 |
1.0998 |
|
| S4 |
1.0824 |
1.0859 |
1.0981 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1342 |
1.1281 |
1.1051 |
|
| R3 |
1.1225 |
1.1164 |
1.1019 |
|
| R2 |
1.1108 |
1.1108 |
1.1008 |
|
| R1 |
1.1047 |
1.1047 |
1.0998 |
1.1046 |
| PP |
1.0991 |
1.0991 |
1.0991 |
1.0990 |
| S1 |
1.0930 |
1.0930 |
1.0976 |
1.0929 |
| S2 |
1.0874 |
1.0874 |
1.0966 |
|
| S3 |
1.0757 |
1.0813 |
1.0955 |
|
| S4 |
1.0640 |
1.0696 |
1.0923 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1293 |
|
2.618 |
1.1194 |
|
1.618 |
1.1133 |
|
1.000 |
1.1095 |
|
0.618 |
1.1072 |
|
HIGH |
1.1034 |
|
0.618 |
1.1011 |
|
0.500 |
1.1004 |
|
0.382 |
1.0996 |
|
LOW |
1.0973 |
|
0.618 |
1.0935 |
|
1.000 |
1.0912 |
|
1.618 |
1.0874 |
|
2.618 |
1.0813 |
|
4.250 |
1.0714 |
|
|
| Fisher Pivots for day following 03-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1011 |
1.1014 |
| PP |
1.1007 |
1.1013 |
| S1 |
1.1004 |
1.1012 |
|