CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 10-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2021 |
10-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1136 |
1.1214 |
0.0078 |
0.7% |
1.1244 |
| High |
1.1222 |
1.1258 |
0.0036 |
0.3% |
1.1247 |
| Low |
1.1133 |
1.1206 |
0.0073 |
0.7% |
1.1064 |
| Close |
1.1220 |
1.1247 |
0.0027 |
0.2% |
1.1126 |
| Range |
0.0089 |
0.0052 |
-0.0037 |
-41.6% |
0.0183 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
24,426 |
18,833 |
-5,593 |
-22.9% |
106,893 |
|
| Daily Pivots for day following 10-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1393 |
1.1372 |
1.1276 |
|
| R3 |
1.1341 |
1.1320 |
1.1261 |
|
| R2 |
1.1289 |
1.1289 |
1.1257 |
|
| R1 |
1.1268 |
1.1268 |
1.1252 |
1.1279 |
| PP |
1.1237 |
1.1237 |
1.1237 |
1.1242 |
| S1 |
1.1216 |
1.1216 |
1.1242 |
1.1227 |
| S2 |
1.1185 |
1.1185 |
1.1237 |
|
| S3 |
1.1133 |
1.1164 |
1.1233 |
|
| S4 |
1.1081 |
1.1112 |
1.1218 |
|
|
| 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 |
1.1258 |
1.1064 |
0.0194 |
1.7% |
0.0067 |
0.6% |
94% |
True |
False |
20,867 |
| 10 |
1.1290 |
1.1064 |
0.0226 |
2.0% |
0.0064 |
0.6% |
81% |
False |
False |
21,941 |
| 20 |
1.1331 |
1.1064 |
0.0267 |
2.4% |
0.0062 |
0.6% |
69% |
False |
False |
20,099 |
| 40 |
1.1441 |
1.1064 |
0.0377 |
3.4% |
0.0066 |
0.6% |
49% |
False |
False |
20,248 |
| 60 |
1.1441 |
1.0960 |
0.0481 |
4.3% |
0.0065 |
0.6% |
60% |
False |
False |
15,434 |
| 80 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0066 |
0.6% |
63% |
False |
False |
11,589 |
| 100 |
1.1441 |
1.0816 |
0.0625 |
5.6% |
0.0064 |
0.6% |
69% |
False |
False |
9,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1479 |
|
2.618 |
1.1394 |
|
1.618 |
1.1342 |
|
1.000 |
1.1310 |
|
0.618 |
1.1290 |
|
HIGH |
1.1258 |
|
0.618 |
1.1238 |
|
0.500 |
1.1232 |
|
0.382 |
1.1226 |
|
LOW |
1.1206 |
|
0.618 |
1.1174 |
|
1.000 |
1.1154 |
|
1.618 |
1.1122 |
|
2.618 |
1.1070 |
|
4.250 |
1.0985 |
|
|
| Fisher Pivots for day following 10-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1242 |
1.1224 |
| PP |
1.1237 |
1.1201 |
| S1 |
1.1232 |
1.1178 |
|