CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 22-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2021 |
22-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1165 |
1.1161 |
-0.0004 |
0.0% |
1.1221 |
| High |
1.1200 |
1.1181 |
-0.0019 |
-0.2% |
1.1280 |
| Low |
1.1151 |
1.1088 |
-0.0063 |
-0.6% |
1.1122 |
| Close |
1.1158 |
1.1173 |
0.0015 |
0.1% |
1.1158 |
| Range |
0.0049 |
0.0093 |
0.0044 |
89.8% |
0.0158 |
| ATR |
0.0062 |
0.0065 |
0.0002 |
3.5% |
0.0000 |
| Volume |
23,230 |
25,521 |
2,291 |
9.9% |
103,950 |
|
| Daily Pivots for day following 22-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1426 |
1.1393 |
1.1224 |
|
| R3 |
1.1333 |
1.1300 |
1.1199 |
|
| R2 |
1.1240 |
1.1240 |
1.1190 |
|
| R1 |
1.1207 |
1.1207 |
1.1182 |
1.1224 |
| PP |
1.1147 |
1.1147 |
1.1147 |
1.1156 |
| S1 |
1.1114 |
1.1114 |
1.1164 |
1.1131 |
| S2 |
1.1054 |
1.1054 |
1.1156 |
|
| S3 |
1.0961 |
1.1021 |
1.1147 |
|
| S4 |
1.0868 |
1.0928 |
1.1122 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1661 |
1.1567 |
1.1245 |
|
| R3 |
1.1503 |
1.1409 |
1.1201 |
|
| R2 |
1.1345 |
1.1345 |
1.1187 |
|
| R1 |
1.1251 |
1.1251 |
1.1172 |
1.1219 |
| PP |
1.1187 |
1.1187 |
1.1187 |
1.1171 |
| S1 |
1.1093 |
1.1093 |
1.1144 |
1.1061 |
| S2 |
1.1029 |
1.1029 |
1.1129 |
|
| S3 |
1.0871 |
1.0935 |
1.1115 |
|
| S4 |
1.0713 |
1.0777 |
1.1071 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1280 |
1.1088 |
0.0192 |
1.7% |
0.0070 |
0.6% |
44% |
False |
True |
25,894 |
| 10 |
1.1280 |
1.1088 |
0.0192 |
1.7% |
0.0061 |
0.5% |
44% |
False |
True |
22,435 |
| 20 |
1.1318 |
1.1064 |
0.0254 |
2.3% |
0.0062 |
0.6% |
43% |
False |
False |
21,809 |
| 40 |
1.1441 |
1.1064 |
0.0377 |
3.4% |
0.0065 |
0.6% |
29% |
False |
False |
20,646 |
| 60 |
1.1441 |
1.0982 |
0.0459 |
4.1% |
0.0066 |
0.6% |
42% |
False |
False |
18,126 |
| 80 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0067 |
0.6% |
49% |
False |
False |
13,611 |
| 100 |
1.1441 |
1.0869 |
0.0572 |
5.1% |
0.0064 |
0.6% |
53% |
False |
False |
10,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1576 |
|
2.618 |
1.1424 |
|
1.618 |
1.1331 |
|
1.000 |
1.1274 |
|
0.618 |
1.1238 |
|
HIGH |
1.1181 |
|
0.618 |
1.1145 |
|
0.500 |
1.1135 |
|
0.382 |
1.1124 |
|
LOW |
1.1088 |
|
0.618 |
1.1031 |
|
1.000 |
1.0995 |
|
1.618 |
1.0938 |
|
2.618 |
1.0845 |
|
4.250 |
1.0693 |
|
|
| Fisher Pivots for day following 22-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1160 |
1.1163 |
| PP |
1.1147 |
1.1154 |
| S1 |
1.1135 |
1.1144 |
|