CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 09-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2021 |
09-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1135 |
1.1136 |
0.0001 |
0.0% |
1.1244 |
| High |
1.1143 |
1.1222 |
0.0079 |
0.7% |
1.1247 |
| Low |
1.1097 |
1.1133 |
0.0036 |
0.3% |
1.1064 |
| Close |
1.1138 |
1.1220 |
0.0082 |
0.7% |
1.1126 |
| Range |
0.0046 |
0.0089 |
0.0043 |
93.5% |
0.0183 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
2.7% |
0.0000 |
| Volume |
19,210 |
24,426 |
5,216 |
27.2% |
106,893 |
|
| Daily Pivots for day following 09-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1459 |
1.1428 |
1.1269 |
|
| R3 |
1.1370 |
1.1339 |
1.1244 |
|
| R2 |
1.1281 |
1.1281 |
1.1236 |
|
| R1 |
1.1250 |
1.1250 |
1.1228 |
1.1266 |
| PP |
1.1192 |
1.1192 |
1.1192 |
1.1199 |
| S1 |
1.1161 |
1.1161 |
1.1212 |
1.1177 |
| S2 |
1.1103 |
1.1103 |
1.1204 |
|
| S3 |
1.1014 |
1.1072 |
1.1196 |
|
| S4 |
1.0925 |
1.0983 |
1.1171 |
|
|
| 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 |
1.1222 |
1.1064 |
0.0158 |
1.4% |
0.0065 |
0.6% |
99% |
True |
False |
20,157 |
| 10 |
1.1300 |
1.1064 |
0.0236 |
2.1% |
0.0066 |
0.6% |
66% |
False |
False |
22,413 |
| 20 |
1.1331 |
1.1064 |
0.0267 |
2.4% |
0.0063 |
0.6% |
58% |
False |
False |
19,883 |
| 40 |
1.1441 |
1.1064 |
0.0377 |
3.4% |
0.0067 |
0.6% |
41% |
False |
False |
20,364 |
| 60 |
1.1441 |
1.0950 |
0.0491 |
4.4% |
0.0065 |
0.6% |
55% |
False |
False |
15,121 |
| 80 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0066 |
0.6% |
58% |
False |
False |
11,353 |
| 100 |
1.1441 |
1.0816 |
0.0625 |
5.6% |
0.0065 |
0.6% |
65% |
False |
False |
9,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1600 |
|
2.618 |
1.1455 |
|
1.618 |
1.1366 |
|
1.000 |
1.1311 |
|
0.618 |
1.1277 |
|
HIGH |
1.1222 |
|
0.618 |
1.1188 |
|
0.500 |
1.1178 |
|
0.382 |
1.1167 |
|
LOW |
1.1133 |
|
0.618 |
1.1078 |
|
1.000 |
1.1044 |
|
1.618 |
1.0989 |
|
2.618 |
1.0900 |
|
4.250 |
1.0755 |
|
|
| Fisher Pivots for day following 09-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1206 |
1.1194 |
| PP |
1.1192 |
1.1169 |
| S1 |
1.1178 |
1.1143 |
|