CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 18-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2021 |
18-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1125 |
1.1106 |
-0.0019 |
-0.2% |
1.1132 |
| High |
1.1142 |
1.1193 |
0.0051 |
0.5% |
1.1165 |
| Low |
1.1106 |
1.1103 |
-0.0003 |
0.0% |
1.1032 |
| Close |
1.1117 |
1.1189 |
0.0072 |
0.6% |
1.1118 |
| Range |
0.0036 |
0.0090 |
0.0054 |
150.0% |
0.0133 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
3.3% |
0.0000 |
| Volume |
2 |
17 |
15 |
750.0% |
93 |
|
| Daily Pivots for day following 18-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1432 |
1.1400 |
1.1239 |
|
| R3 |
1.1342 |
1.1310 |
1.1214 |
|
| R2 |
1.1252 |
1.1252 |
1.1206 |
|
| R1 |
1.1220 |
1.1220 |
1.1197 |
1.1236 |
| PP |
1.1162 |
1.1162 |
1.1162 |
1.1170 |
| S1 |
1.1130 |
1.1130 |
1.1181 |
1.1146 |
| S2 |
1.1072 |
1.1072 |
1.1173 |
|
| S3 |
1.0982 |
1.1040 |
1.1164 |
|
| S4 |
1.0892 |
1.0950 |
1.1140 |
|
|
| 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 |
1.1576 |
|
2.618 |
1.1429 |
|
1.618 |
1.1339 |
|
1.000 |
1.1283 |
|
0.618 |
1.1249 |
|
HIGH |
1.1193 |
|
0.618 |
1.1159 |
|
0.500 |
1.1148 |
|
0.382 |
1.1137 |
|
LOW |
1.1103 |
|
0.618 |
1.1047 |
|
1.000 |
1.1013 |
|
1.618 |
1.0957 |
|
2.618 |
1.0867 |
|
4.250 |
1.0721 |
|
|
| Fisher Pivots for day following 18-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1175 |
1.1171 |
| PP |
1.1162 |
1.1153 |
| S1 |
1.1148 |
1.1136 |
|