CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 05-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2021 |
05-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0967 |
1.0984 |
0.0017 |
0.2% |
1.0987 |
| High |
1.0987 |
1.1000 |
0.0013 |
0.1% |
1.1051 |
| Low |
1.0956 |
1.0951 |
-0.0005 |
0.0% |
1.0934 |
| Close |
1.0985 |
1.0985 |
0.0000 |
0.0% |
1.0987 |
| Range |
0.0031 |
0.0049 |
0.0018 |
58.1% |
0.0117 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
16 |
1 |
-15 |
-93.8% |
209 |
|
| Daily Pivots for day following 05-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1126 |
1.1104 |
1.1012 |
|
| R3 |
1.1077 |
1.1055 |
1.0998 |
|
| R2 |
1.1028 |
1.1028 |
1.0994 |
|
| R1 |
1.1006 |
1.1006 |
1.0989 |
1.1017 |
| PP |
1.0979 |
1.0979 |
1.0979 |
1.0984 |
| S1 |
1.0957 |
1.0957 |
1.0981 |
1.0968 |
| S2 |
1.0930 |
1.0930 |
1.0976 |
|
| S3 |
1.0881 |
1.0908 |
1.0972 |
|
| S4 |
1.0832 |
1.0859 |
1.0958 |
|
|
| 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 |
1.1208 |
|
2.618 |
1.1128 |
|
1.618 |
1.1079 |
|
1.000 |
1.1049 |
|
0.618 |
1.1030 |
|
HIGH |
1.1000 |
|
0.618 |
1.0981 |
|
0.500 |
1.0976 |
|
0.382 |
1.0970 |
|
LOW |
1.0951 |
|
0.618 |
1.0921 |
|
1.000 |
1.0902 |
|
1.618 |
1.0872 |
|
2.618 |
1.0823 |
|
4.250 |
1.0743 |
|
|
| Fisher Pivots for day following 05-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0982 |
1.0993 |
| PP |
1.0979 |
1.0990 |
| S1 |
1.0976 |
1.0988 |
|