CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 04-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2021 |
04-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0983 |
1.0967 |
-0.0016 |
-0.1% |
1.0987 |
| High |
1.1034 |
1.0987 |
-0.0047 |
-0.4% |
1.1051 |
| Low |
1.0973 |
1.0956 |
-0.0017 |
-0.2% |
1.0934 |
| Close |
1.1015 |
1.0985 |
-0.0030 |
-0.3% |
1.0987 |
| Range |
0.0061 |
0.0031 |
-0.0030 |
-49.2% |
0.0117 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
27 |
16 |
-11 |
-40.7% |
209 |
|
| Daily Pivots for day following 04-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1069 |
1.1058 |
1.1002 |
|
| R3 |
1.1038 |
1.1027 |
1.0994 |
|
| R2 |
1.1007 |
1.1007 |
1.0991 |
|
| R1 |
1.0996 |
1.0996 |
1.0988 |
1.1002 |
| PP |
1.0976 |
1.0976 |
1.0976 |
1.0979 |
| S1 |
1.0965 |
1.0965 |
1.0982 |
1.0971 |
| S2 |
1.0945 |
1.0945 |
1.0979 |
|
| S3 |
1.0914 |
1.0934 |
1.0976 |
|
| S4 |
1.0883 |
1.0903 |
1.0968 |
|
|
| 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 |
1.1119 |
|
2.618 |
1.1068 |
|
1.618 |
1.1037 |
|
1.000 |
1.1018 |
|
0.618 |
1.1006 |
|
HIGH |
1.0987 |
|
0.618 |
1.0975 |
|
0.500 |
1.0972 |
|
0.382 |
1.0968 |
|
LOW |
1.0956 |
|
0.618 |
1.0937 |
|
1.000 |
1.0925 |
|
1.618 |
1.0906 |
|
2.618 |
1.0875 |
|
4.250 |
1.0824 |
|
|
| Fisher Pivots for day following 04-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0981 |
1.1004 |
| PP |
1.0976 |
1.0997 |
| S1 |
1.0972 |
1.0991 |
|