CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 06-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2021 |
06-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1013 |
1.1061 |
0.0048 |
0.4% |
1.1010 |
| High |
1.1024 |
1.1084 |
0.0060 |
0.5% |
1.1077 |
| Low |
1.0980 |
1.1005 |
0.0025 |
0.2% |
1.0963 |
| Close |
1.1013 |
1.1068 |
0.0055 |
0.5% |
1.1016 |
| Range |
0.0044 |
0.0079 |
0.0035 |
79.5% |
0.0114 |
| ATR |
|
|
|
|
|
| Volume |
13 |
5 |
-8 |
-61.5% |
21 |
|
| Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1289 |
1.1258 |
1.1111 |
|
| R3 |
1.1210 |
1.1179 |
1.1090 |
|
| R2 |
1.1131 |
1.1131 |
1.1082 |
|
| R1 |
1.1100 |
1.1100 |
1.1075 |
1.1116 |
| PP |
1.1052 |
1.1052 |
1.1052 |
1.1060 |
| S1 |
1.1021 |
1.1021 |
1.1061 |
1.1037 |
| S2 |
1.0973 |
1.0973 |
1.1054 |
|
| S3 |
1.0894 |
1.0942 |
1.1046 |
|
| S4 |
1.0815 |
1.0863 |
1.1025 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1361 |
1.1302 |
1.1079 |
|
| R3 |
1.1247 |
1.1188 |
1.1047 |
|
| R2 |
1.1133 |
1.1133 |
1.1037 |
|
| R1 |
1.1074 |
1.1074 |
1.1026 |
1.1104 |
| PP |
1.1019 |
1.1019 |
1.1019 |
1.1033 |
| S1 |
1.0960 |
1.0960 |
1.1006 |
1.0990 |
| S2 |
1.0905 |
1.0905 |
1.0995 |
|
| S3 |
1.0791 |
1.0846 |
1.0985 |
|
| S4 |
1.0677 |
1.0732 |
1.0953 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1420 |
|
2.618 |
1.1291 |
|
1.618 |
1.1212 |
|
1.000 |
1.1163 |
|
0.618 |
1.1133 |
|
HIGH |
1.1084 |
|
0.618 |
1.1054 |
|
0.500 |
1.1045 |
|
0.382 |
1.1035 |
|
LOW |
1.1005 |
|
0.618 |
1.0956 |
|
1.000 |
1.0926 |
|
1.618 |
1.0877 |
|
2.618 |
1.0798 |
|
4.250 |
1.0669 |
|
|
| Fisher Pivots for day following 06-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1060 |
1.1056 |
| PP |
1.1052 |
1.1044 |
| S1 |
1.1045 |
1.1032 |
|