CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 07-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2021 |
07-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0977 |
1.1070 |
0.0093 |
0.8% |
1.0983 |
| High |
1.1060 |
1.1141 |
0.0081 |
0.7% |
1.1141 |
| Low |
1.0973 |
1.1034 |
0.0061 |
0.6% |
1.0951 |
| Close |
1.1040 |
1.1134 |
0.0094 |
0.9% |
1.1134 |
| Range |
0.0087 |
0.0107 |
0.0020 |
23.0% |
0.0190 |
| ATR |
0.0064 |
0.0067 |
0.0003 |
4.7% |
0.0000 |
| Volume |
10 |
13 |
3 |
30.0% |
67 |
|
| Daily Pivots for day following 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1424 |
1.1386 |
1.1193 |
|
| R3 |
1.1317 |
1.1279 |
1.1163 |
|
| R2 |
1.1210 |
1.1210 |
1.1154 |
|
| R1 |
1.1172 |
1.1172 |
1.1144 |
1.1191 |
| PP |
1.1103 |
1.1103 |
1.1103 |
1.1113 |
| S1 |
1.1065 |
1.1065 |
1.1124 |
1.1084 |
| S2 |
1.0996 |
1.0996 |
1.1114 |
|
| S3 |
1.0889 |
1.0958 |
1.1105 |
|
| S4 |
1.0782 |
1.0851 |
1.1075 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1645 |
1.1580 |
1.1239 |
|
| R3 |
1.1455 |
1.1390 |
1.1186 |
|
| R2 |
1.1265 |
1.1265 |
1.1169 |
|
| R1 |
1.1200 |
1.1200 |
1.1151 |
1.1233 |
| PP |
1.1075 |
1.1075 |
1.1075 |
1.1092 |
| S1 |
1.1010 |
1.1010 |
1.1117 |
1.1043 |
| S2 |
1.0885 |
1.0885 |
1.1099 |
|
| S3 |
1.0695 |
1.0820 |
1.1082 |
|
| S4 |
1.0505 |
1.0630 |
1.1030 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1596 |
|
2.618 |
1.1421 |
|
1.618 |
1.1314 |
|
1.000 |
1.1248 |
|
0.618 |
1.1207 |
|
HIGH |
1.1141 |
|
0.618 |
1.1100 |
|
0.500 |
1.1088 |
|
0.382 |
1.1075 |
|
LOW |
1.1034 |
|
0.618 |
1.0968 |
|
1.000 |
1.0927 |
|
1.618 |
1.0861 |
|
2.618 |
1.0754 |
|
4.250 |
1.0579 |
|
|
| Fisher Pivots for day following 07-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1119 |
1.1105 |
| PP |
1.1103 |
1.1075 |
| S1 |
1.1088 |
1.1046 |
|