CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 18-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2021 |
18-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1210 |
1.1135 |
-0.0075 |
-0.7% |
1.1135 |
| High |
1.1211 |
1.1171 |
-0.0040 |
-0.4% |
1.1258 |
| Low |
1.1127 |
1.1122 |
-0.0005 |
0.0% |
1.1097 |
| Close |
1.1129 |
1.1162 |
0.0033 |
0.3% |
1.1217 |
| Range |
0.0084 |
0.0049 |
-0.0035 |
-41.7% |
0.0161 |
| ATR |
0.0065 |
0.0063 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
28,913 |
20,238 |
-8,675 |
-30.0% |
94,887 |
|
| Daily Pivots for day following 18-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1299 |
1.1279 |
1.1189 |
|
| R3 |
1.1250 |
1.1230 |
1.1175 |
|
| R2 |
1.1201 |
1.1201 |
1.1171 |
|
| R1 |
1.1181 |
1.1181 |
1.1166 |
1.1191 |
| PP |
1.1152 |
1.1152 |
1.1152 |
1.1157 |
| S1 |
1.1132 |
1.1132 |
1.1158 |
1.1142 |
| S2 |
1.1103 |
1.1103 |
1.1153 |
|
| S3 |
1.1054 |
1.1083 |
1.1149 |
|
| S4 |
1.1005 |
1.1034 |
1.1135 |
|
|
| 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 |
1.1280 |
1.1122 |
0.0158 |
1.4% |
0.0057 |
0.5% |
25% |
False |
True |
22,627 |
| 10 |
1.1280 |
1.1064 |
0.0216 |
1.9% |
0.0062 |
0.6% |
45% |
False |
False |
21,747 |
| 20 |
1.1331 |
1.1064 |
0.0267 |
2.4% |
0.0060 |
0.5% |
37% |
False |
False |
21,012 |
| 40 |
1.1441 |
1.1064 |
0.0377 |
3.4% |
0.0066 |
0.6% |
26% |
False |
False |
20,529 |
| 60 |
1.1441 |
1.0972 |
0.0469 |
4.2% |
0.0066 |
0.6% |
41% |
False |
False |
17,317 |
| 80 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0066 |
0.6% |
47% |
False |
False |
13,002 |
| 100 |
1.1441 |
1.0816 |
0.0625 |
5.6% |
0.0064 |
0.6% |
55% |
False |
False |
10,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1379 |
|
2.618 |
1.1299 |
|
1.618 |
1.1250 |
|
1.000 |
1.1220 |
|
0.618 |
1.1201 |
|
HIGH |
1.1171 |
|
0.618 |
1.1152 |
|
0.500 |
1.1147 |
|
0.382 |
1.1141 |
|
LOW |
1.1122 |
|
0.618 |
1.1092 |
|
1.000 |
1.1073 |
|
1.618 |
1.1043 |
|
2.618 |
1.0994 |
|
4.250 |
1.0914 |
|
|
| Fisher Pivots for day following 18-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1157 |
1.1201 |
| PP |
1.1152 |
1.1188 |
| S1 |
1.1147 |
1.1175 |
|