CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 11-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2021 |
11-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1132 |
1.1111 |
-0.0021 |
-0.2% |
1.0983 |
| High |
1.1165 |
1.1145 |
-0.0020 |
-0.2% |
1.1141 |
| Low |
1.1125 |
1.1100 |
-0.0025 |
-0.2% |
1.0951 |
| Close |
1.1140 |
1.1106 |
-0.0034 |
-0.3% |
1.1134 |
| Range |
0.0040 |
0.0045 |
0.0005 |
12.5% |
0.0190 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
47 |
9 |
-38 |
-80.9% |
67 |
|
| Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1252 |
1.1224 |
1.1131 |
|
| R3 |
1.1207 |
1.1179 |
1.1118 |
|
| R2 |
1.1162 |
1.1162 |
1.1114 |
|
| R1 |
1.1134 |
1.1134 |
1.1110 |
1.1126 |
| PP |
1.1117 |
1.1117 |
1.1117 |
1.1113 |
| S1 |
1.1089 |
1.1089 |
1.1102 |
1.1081 |
| S2 |
1.1072 |
1.1072 |
1.1098 |
|
| S3 |
1.1027 |
1.1044 |
1.1094 |
|
| S4 |
1.0982 |
1.0999 |
1.1081 |
|
|
| 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 |
1.1336 |
|
2.618 |
1.1263 |
|
1.618 |
1.1218 |
|
1.000 |
1.1190 |
|
0.618 |
1.1173 |
|
HIGH |
1.1145 |
|
0.618 |
1.1128 |
|
0.500 |
1.1123 |
|
0.382 |
1.1117 |
|
LOW |
1.1100 |
|
0.618 |
1.1072 |
|
1.000 |
1.1055 |
|
1.618 |
1.1027 |
|
2.618 |
1.0982 |
|
4.250 |
1.0909 |
|
|
| Fisher Pivots for day following 11-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1123 |
1.1104 |
| PP |
1.1117 |
1.1102 |
| S1 |
1.1112 |
1.1100 |
|