CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 06-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2021 |
06-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0984 |
1.0977 |
-0.0007 |
-0.1% |
1.0987 |
| High |
1.1000 |
1.1060 |
0.0060 |
0.5% |
1.1051 |
| Low |
1.0951 |
1.0973 |
0.0022 |
0.2% |
1.0934 |
| Close |
1.0985 |
1.1040 |
0.0055 |
0.5% |
1.0987 |
| Range |
0.0049 |
0.0087 |
0.0038 |
77.6% |
0.0117 |
| ATR |
0.0063 |
0.0064 |
0.0002 |
2.8% |
0.0000 |
| Volume |
1 |
10 |
9 |
900.0% |
209 |
|
| Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1285 |
1.1250 |
1.1088 |
|
| R3 |
1.1198 |
1.1163 |
1.1064 |
|
| R2 |
1.1111 |
1.1111 |
1.1056 |
|
| R1 |
1.1076 |
1.1076 |
1.1048 |
1.1094 |
| PP |
1.1024 |
1.1024 |
1.1024 |
1.1033 |
| S1 |
1.0989 |
1.0989 |
1.1032 |
1.1007 |
| S2 |
1.0937 |
1.0937 |
1.1024 |
|
| S3 |
1.0850 |
1.0902 |
1.1016 |
|
| S4 |
1.0763 |
1.0815 |
1.0992 |
|
|
| 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 |
1.1430 |
|
2.618 |
1.1288 |
|
1.618 |
1.1201 |
|
1.000 |
1.1147 |
|
0.618 |
1.1114 |
|
HIGH |
1.1060 |
|
0.618 |
1.1027 |
|
0.500 |
1.1017 |
|
0.382 |
1.1006 |
|
LOW |
1.0973 |
|
0.618 |
1.0919 |
|
1.000 |
1.0886 |
|
1.618 |
1.0832 |
|
2.618 |
1.0745 |
|
4.250 |
1.0603 |
|
|
| Fisher Pivots for day following 06-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1032 |
1.1029 |
| PP |
1.1024 |
1.1017 |
| S1 |
1.1017 |
1.1006 |
|