CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 12-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2021 |
12-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1242 |
1.1244 |
0.0002 |
0.0% |
1.1135 |
| High |
1.1254 |
1.1246 |
-0.0008 |
-0.1% |
1.1258 |
| Low |
1.1231 |
1.1194 |
-0.0037 |
-0.3% |
1.1097 |
| Close |
1.1245 |
1.1217 |
-0.0028 |
-0.2% |
1.1217 |
| Range |
0.0023 |
0.0052 |
0.0029 |
126.1% |
0.0161 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
13,825 |
18,593 |
4,768 |
34.5% |
94,887 |
|
| Daily Pivots for day following 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1375 |
1.1348 |
1.1246 |
|
| R3 |
1.1323 |
1.1296 |
1.1231 |
|
| R2 |
1.1271 |
1.1271 |
1.1227 |
|
| R1 |
1.1244 |
1.1244 |
1.1222 |
1.1232 |
| PP |
1.1219 |
1.1219 |
1.1219 |
1.1213 |
| S1 |
1.1192 |
1.1192 |
1.1212 |
1.1180 |
| S2 |
1.1167 |
1.1167 |
1.1207 |
|
| S3 |
1.1115 |
1.1140 |
1.1203 |
|
| S4 |
1.1063 |
1.1088 |
1.1188 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1674 |
1.1606 |
1.1306 |
|
| R3 |
1.1513 |
1.1445 |
1.1261 |
|
| R2 |
1.1352 |
1.1352 |
1.1247 |
|
| R1 |
1.1284 |
1.1284 |
1.1232 |
1.1318 |
| PP |
1.1191 |
1.1191 |
1.1191 |
1.1208 |
| S1 |
1.1123 |
1.1123 |
1.1202 |
1.1157 |
| S2 |
1.1030 |
1.1030 |
1.1187 |
|
| S3 |
1.0869 |
1.0962 |
1.1173 |
|
| S4 |
1.0708 |
1.0801 |
1.1128 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1258 |
1.1097 |
0.0161 |
1.4% |
0.0052 |
0.5% |
75% |
False |
False |
18,977 |
| 10 |
1.1258 |
1.1064 |
0.0194 |
1.7% |
0.0060 |
0.5% |
79% |
False |
False |
20,178 |
| 20 |
1.1331 |
1.1064 |
0.0267 |
2.4% |
0.0060 |
0.5% |
57% |
False |
False |
19,894 |
| 40 |
1.1441 |
1.1064 |
0.0377 |
3.4% |
0.0066 |
0.6% |
41% |
False |
False |
20,184 |
| 60 |
1.1441 |
1.0972 |
0.0469 |
4.2% |
0.0064 |
0.6% |
52% |
False |
False |
15,973 |
| 80 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0065 |
0.6% |
58% |
False |
False |
11,994 |
| 100 |
1.1441 |
1.0816 |
0.0625 |
5.6% |
0.0064 |
0.6% |
64% |
False |
False |
9,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1467 |
|
2.618 |
1.1382 |
|
1.618 |
1.1330 |
|
1.000 |
1.1298 |
|
0.618 |
1.1278 |
|
HIGH |
1.1246 |
|
0.618 |
1.1226 |
|
0.500 |
1.1220 |
|
0.382 |
1.1214 |
|
LOW |
1.1194 |
|
0.618 |
1.1162 |
|
1.000 |
1.1142 |
|
1.618 |
1.1110 |
|
2.618 |
1.1058 |
|
4.250 |
1.0973 |
|
|
| Fisher Pivots for day following 12-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1220 |
1.1226 |
| PP |
1.1219 |
1.1223 |
| S1 |
1.1218 |
1.1220 |
|