CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 08-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2021 |
08-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1068 |
1.1135 |
0.0067 |
0.6% |
1.1244 |
| High |
1.1137 |
1.1143 |
0.0006 |
0.1% |
1.1247 |
| Low |
1.1064 |
1.1097 |
0.0033 |
0.3% |
1.1064 |
| Close |
1.1126 |
1.1138 |
0.0012 |
0.1% |
1.1126 |
| Range |
0.0073 |
0.0046 |
-0.0027 |
-37.0% |
0.0183 |
| ATR |
0.0066 |
0.0064 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
22,917 |
19,210 |
-3,707 |
-16.2% |
106,893 |
|
| Daily Pivots for day following 08-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1264 |
1.1247 |
1.1163 |
|
| R3 |
1.1218 |
1.1201 |
1.1151 |
|
| R2 |
1.1172 |
1.1172 |
1.1146 |
|
| R1 |
1.1155 |
1.1155 |
1.1142 |
1.1164 |
| PP |
1.1126 |
1.1126 |
1.1126 |
1.1130 |
| S1 |
1.1109 |
1.1109 |
1.1134 |
1.1118 |
| S2 |
1.1080 |
1.1080 |
1.1130 |
|
| S3 |
1.1034 |
1.1063 |
1.1125 |
|
| S4 |
1.0988 |
1.1017 |
1.1113 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1695 |
1.1593 |
1.1227 |
|
| R3 |
1.1512 |
1.1410 |
1.1176 |
|
| R2 |
1.1329 |
1.1329 |
1.1160 |
|
| R1 |
1.1227 |
1.1227 |
1.1143 |
1.1187 |
| PP |
1.1146 |
1.1146 |
1.1146 |
1.1125 |
| S1 |
1.1044 |
1.1044 |
1.1109 |
1.1004 |
| S2 |
1.0963 |
1.0963 |
1.1092 |
|
| S3 |
1.0780 |
1.0861 |
1.1076 |
|
| S4 |
1.0597 |
1.0678 |
1.1025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1189 |
1.1064 |
0.0125 |
1.1% |
0.0059 |
0.5% |
59% |
False |
False |
19,428 |
| 10 |
1.1301 |
1.1064 |
0.0237 |
2.1% |
0.0061 |
0.6% |
31% |
False |
False |
21,508 |
| 20 |
1.1331 |
1.1064 |
0.0267 |
2.4% |
0.0063 |
0.6% |
28% |
False |
False |
19,627 |
| 40 |
1.1441 |
1.1064 |
0.0377 |
3.4% |
0.0066 |
0.6% |
20% |
False |
False |
20,493 |
| 60 |
1.1441 |
1.0922 |
0.0519 |
4.7% |
0.0064 |
0.6% |
42% |
False |
False |
14,718 |
| 80 |
1.1441 |
1.0911 |
0.0530 |
4.8% |
0.0065 |
0.6% |
43% |
False |
False |
11,048 |
| 100 |
1.1441 |
1.0816 |
0.0625 |
5.6% |
0.0064 |
0.6% |
52% |
False |
False |
8,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1339 |
|
2.618 |
1.1263 |
|
1.618 |
1.1217 |
|
1.000 |
1.1189 |
|
0.618 |
1.1171 |
|
HIGH |
1.1143 |
|
0.618 |
1.1125 |
|
0.500 |
1.1120 |
|
0.382 |
1.1115 |
|
LOW |
1.1097 |
|
0.618 |
1.1069 |
|
1.000 |
1.1051 |
|
1.618 |
1.1023 |
|
2.618 |
1.0977 |
|
4.250 |
1.0902 |
|
|
| Fisher Pivots for day following 08-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1132 |
1.1127 |
| PP |
1.1126 |
1.1115 |
| S1 |
1.1120 |
1.1104 |
|