CME Swiss Franc Future December 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 |
1.1134 |
1.1074 |
-0.0060 |
-0.5% |
1.1030 |
| High |
1.1134 |
1.1074 |
-0.0060 |
-0.5% |
1.1162 |
| Low |
1.1130 |
1.1061 |
-0.0069 |
-0.6% |
1.0980 |
| Close |
1.1134 |
1.1074 |
-0.0060 |
-0.5% |
1.1162 |
| Range |
0.0004 |
0.0013 |
0.0009 |
225.0% |
0.0182 |
| ATR |
0.0056 |
0.0058 |
0.0001 |
2.1% |
0.0000 |
| Volume |
0 |
4 |
4 |
|
40 |
|
| Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1109 |
1.1104 |
1.1081 |
|
| R3 |
1.1096 |
1.1091 |
1.1078 |
|
| R2 |
1.1083 |
1.1083 |
1.1076 |
|
| R1 |
1.1078 |
1.1078 |
1.1075 |
1.1081 |
| PP |
1.1070 |
1.1070 |
1.1070 |
1.1071 |
| S1 |
1.1065 |
1.1065 |
1.1073 |
1.1068 |
| S2 |
1.1057 |
1.1057 |
1.1072 |
|
| S3 |
1.1044 |
1.1052 |
1.1070 |
|
| S4 |
1.1031 |
1.1039 |
1.1067 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1647 |
1.1587 |
1.1262 |
|
| R3 |
1.1465 |
1.1405 |
1.1212 |
|
| R2 |
1.1283 |
1.1283 |
1.1195 |
|
| R1 |
1.1223 |
1.1223 |
1.1179 |
1.1253 |
| PP |
1.1101 |
1.1101 |
1.1101 |
1.1117 |
| S1 |
1.1041 |
1.1041 |
1.1145 |
1.1071 |
| S2 |
1.0919 |
1.0919 |
1.1129 |
|
| S3 |
1.0737 |
1.0859 |
1.1112 |
|
| S4 |
1.0555 |
1.0677 |
1.1062 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1129 |
|
2.618 |
1.1108 |
|
1.618 |
1.1095 |
|
1.000 |
1.1087 |
|
0.618 |
1.1082 |
|
HIGH |
1.1074 |
|
0.618 |
1.1069 |
|
0.500 |
1.1068 |
|
0.382 |
1.1066 |
|
LOW |
1.1061 |
|
0.618 |
1.1053 |
|
1.000 |
1.1048 |
|
1.618 |
1.1040 |
|
2.618 |
1.1027 |
|
4.250 |
1.1006 |
|
|
| Fisher Pivots for day following 12-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1072 |
1.1125 |
| PP |
1.1070 |
1.1108 |
| S1 |
1.1068 |
1.1091 |
|