CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 14-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2021 |
14-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1058 |
1.1078 |
0.0020 |
0.2% |
1.1132 |
| High |
1.1081 |
1.1129 |
0.0048 |
0.4% |
1.1165 |
| Low |
1.1033 |
1.1078 |
0.0045 |
0.4% |
1.1032 |
| Close |
1.1068 |
1.1118 |
0.0050 |
0.5% |
1.1118 |
| Range |
0.0048 |
0.0051 |
0.0003 |
6.3% |
0.0133 |
| ATR |
0.0064 |
0.0063 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
7 |
15 |
8 |
114.3% |
93 |
|
| Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1261 |
1.1241 |
1.1146 |
|
| R3 |
1.1210 |
1.1190 |
1.1132 |
|
| R2 |
1.1159 |
1.1159 |
1.1127 |
|
| R1 |
1.1139 |
1.1139 |
1.1123 |
1.1149 |
| PP |
1.1108 |
1.1108 |
1.1108 |
1.1114 |
| S1 |
1.1088 |
1.1088 |
1.1113 |
1.1098 |
| S2 |
1.1057 |
1.1057 |
1.1109 |
|
| S3 |
1.1006 |
1.1037 |
1.1104 |
|
| S4 |
1.0955 |
1.0986 |
1.1090 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1504 |
1.1444 |
1.1191 |
|
| R3 |
1.1371 |
1.1311 |
1.1155 |
|
| R2 |
1.1238 |
1.1238 |
1.1142 |
|
| R1 |
1.1178 |
1.1178 |
1.1130 |
1.1142 |
| PP |
1.1105 |
1.1105 |
1.1105 |
1.1087 |
| S1 |
1.1045 |
1.1045 |
1.1106 |
1.1009 |
| S2 |
1.0972 |
1.0972 |
1.1094 |
|
| S3 |
1.0839 |
1.0912 |
1.1081 |
|
| S4 |
1.0706 |
1.0779 |
1.1045 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1346 |
|
2.618 |
1.1263 |
|
1.618 |
1.1212 |
|
1.000 |
1.1180 |
|
0.618 |
1.1161 |
|
HIGH |
1.1129 |
|
0.618 |
1.1110 |
|
0.500 |
1.1104 |
|
0.382 |
1.1097 |
|
LOW |
1.1078 |
|
0.618 |
1.1046 |
|
1.000 |
1.1027 |
|
1.618 |
1.0995 |
|
2.618 |
1.0944 |
|
4.250 |
1.0861 |
|
|
| Fisher Pivots for day following 14-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1113 |
1.1106 |
| PP |
1.1108 |
1.1093 |
| S1 |
1.1104 |
1.1081 |
|