CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 19-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1106 |
1.1167 |
0.0061 |
0.5% |
1.1132 |
| High |
1.1193 |
1.1183 |
-0.0010 |
-0.1% |
1.1165 |
| Low |
1.1103 |
1.1087 |
-0.0016 |
-0.1% |
1.1032 |
| Close |
1.1189 |
1.1097 |
-0.0092 |
-0.8% |
1.1118 |
| Range |
0.0090 |
0.0096 |
0.0006 |
6.7% |
0.0133 |
| ATR |
0.0063 |
0.0066 |
0.0003 |
4.3% |
0.0000 |
| Volume |
17 |
23 |
6 |
35.3% |
93 |
|
| Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1410 |
1.1350 |
1.1150 |
|
| R3 |
1.1314 |
1.1254 |
1.1123 |
|
| R2 |
1.1218 |
1.1218 |
1.1115 |
|
| R1 |
1.1158 |
1.1158 |
1.1106 |
1.1140 |
| PP |
1.1122 |
1.1122 |
1.1122 |
1.1114 |
| S1 |
1.1062 |
1.1062 |
1.1088 |
1.1044 |
| S2 |
1.1026 |
1.1026 |
1.1079 |
|
| S3 |
1.0930 |
1.0966 |
1.1071 |
|
| S4 |
1.0834 |
1.0870 |
1.1044 |
|
|
| 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 |
1.1591 |
|
2.618 |
1.1434 |
|
1.618 |
1.1338 |
|
1.000 |
1.1279 |
|
0.618 |
1.1242 |
|
HIGH |
1.1183 |
|
0.618 |
1.1146 |
|
0.500 |
1.1135 |
|
0.382 |
1.1124 |
|
LOW |
1.1087 |
|
0.618 |
1.1028 |
|
1.000 |
1.0991 |
|
1.618 |
1.0932 |
|
2.618 |
1.0836 |
|
4.250 |
1.0679 |
|
|
| Fisher Pivots for day following 19-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1135 |
1.1140 |
| PP |
1.1122 |
1.1126 |
| S1 |
1.1110 |
1.1111 |
|