CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 12-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2021 |
12-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1111 |
1.1082 |
-0.0029 |
-0.3% |
1.0983 |
| High |
1.1145 |
1.1107 |
-0.0038 |
-0.3% |
1.1141 |
| Low |
1.1100 |
1.1032 |
-0.0068 |
-0.6% |
1.0951 |
| Close |
1.1106 |
1.1047 |
-0.0059 |
-0.5% |
1.1134 |
| Range |
0.0045 |
0.0075 |
0.0030 |
66.7% |
0.0190 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.2% |
0.0000 |
| Volume |
9 |
15 |
6 |
66.7% |
67 |
|
| Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1287 |
1.1242 |
1.1088 |
|
| R3 |
1.1212 |
1.1167 |
1.1068 |
|
| R2 |
1.1137 |
1.1137 |
1.1061 |
|
| R1 |
1.1092 |
1.1092 |
1.1054 |
1.1077 |
| PP |
1.1062 |
1.1062 |
1.1062 |
1.1055 |
| S1 |
1.1017 |
1.1017 |
1.1040 |
1.1002 |
| S2 |
1.0987 |
1.0987 |
1.1033 |
|
| S3 |
1.0912 |
1.0942 |
1.1026 |
|
| S4 |
1.0837 |
1.0867 |
1.1006 |
|
|
| 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 |
1.1426 |
|
2.618 |
1.1303 |
|
1.618 |
1.1228 |
|
1.000 |
1.1182 |
|
0.618 |
1.1153 |
|
HIGH |
1.1107 |
|
0.618 |
1.1078 |
|
0.500 |
1.1070 |
|
0.382 |
1.1061 |
|
LOW |
1.1032 |
|
0.618 |
1.0986 |
|
1.000 |
1.0957 |
|
1.618 |
1.0911 |
|
2.618 |
1.0836 |
|
4.250 |
1.0713 |
|
|
| Fisher Pivots for day following 12-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1070 |
1.1099 |
| PP |
1.1062 |
1.1081 |
| S1 |
1.1055 |
1.1064 |
|