CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 23-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2021 |
23-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1161 |
1.1164 |
0.0003 |
0.0% |
1.1221 |
| High |
1.1181 |
1.1181 |
0.0000 |
0.0% |
1.1280 |
| Low |
1.1088 |
1.1047 |
-0.0041 |
-0.4% |
1.1122 |
| Close |
1.1173 |
1.1050 |
-0.0123 |
-1.1% |
1.1158 |
| Range |
0.0093 |
0.0134 |
0.0041 |
44.1% |
0.0158 |
| ATR |
0.0065 |
0.0070 |
0.0005 |
7.7% |
0.0000 |
| Volume |
25,521 |
28,895 |
3,374 |
13.2% |
103,950 |
|
| Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1495 |
1.1406 |
1.1124 |
|
| R3 |
1.1361 |
1.1272 |
1.1087 |
|
| R2 |
1.1227 |
1.1227 |
1.1075 |
|
| R1 |
1.1138 |
1.1138 |
1.1062 |
1.1116 |
| PP |
1.1093 |
1.1093 |
1.1093 |
1.1081 |
| S1 |
1.1004 |
1.1004 |
1.1038 |
1.0982 |
| S2 |
1.0959 |
1.0959 |
1.1025 |
|
| S3 |
1.0825 |
1.0870 |
1.1013 |
|
| S4 |
1.0691 |
1.0736 |
1.0976 |
|
|
| 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 |
1.1211 |
1.1047 |
0.0164 |
1.5% |
0.0082 |
0.7% |
2% |
False |
True |
25,359 |
| 10 |
1.1280 |
1.1047 |
0.0233 |
2.1% |
0.0070 |
0.6% |
1% |
False |
True |
23,404 |
| 20 |
1.1301 |
1.1047 |
0.0254 |
2.3% |
0.0066 |
0.6% |
1% |
False |
True |
22,456 |
| 40 |
1.1441 |
1.1047 |
0.0394 |
3.6% |
0.0067 |
0.6% |
1% |
False |
True |
20,984 |
| 60 |
1.1441 |
1.0982 |
0.0459 |
4.2% |
0.0068 |
0.6% |
15% |
False |
False |
18,607 |
| 80 |
1.1441 |
1.0911 |
0.0530 |
4.8% |
0.0068 |
0.6% |
26% |
False |
False |
13,972 |
| 100 |
1.1441 |
1.0877 |
0.0564 |
5.1% |
0.0065 |
0.6% |
31% |
False |
False |
11,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1751 |
|
2.618 |
1.1532 |
|
1.618 |
1.1398 |
|
1.000 |
1.1315 |
|
0.618 |
1.1264 |
|
HIGH |
1.1181 |
|
0.618 |
1.1130 |
|
0.500 |
1.1114 |
|
0.382 |
1.1098 |
|
LOW |
1.1047 |
|
0.618 |
1.0964 |
|
1.000 |
1.0913 |
|
1.618 |
1.0830 |
|
2.618 |
1.0696 |
|
4.250 |
1.0478 |
|
|
| Fisher Pivots for day following 23-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1114 |
1.1124 |
| PP |
1.1093 |
1.1099 |
| S1 |
1.1071 |
1.1075 |
|