CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 24-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2021 |
24-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1164 |
1.1052 |
-0.0112 |
-1.0% |
1.1221 |
| High |
1.1181 |
1.1060 |
-0.0121 |
-1.1% |
1.1280 |
| Low |
1.1047 |
1.1001 |
-0.0046 |
-0.4% |
1.1122 |
| Close |
1.1050 |
1.1021 |
-0.0029 |
-0.3% |
1.1158 |
| Range |
0.0134 |
0.0059 |
-0.0075 |
-56.0% |
0.0158 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
28,895 |
36,029 |
7,134 |
24.7% |
103,950 |
|
| Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1204 |
1.1172 |
1.1053 |
|
| R3 |
1.1145 |
1.1113 |
1.1037 |
|
| R2 |
1.1086 |
1.1086 |
1.1032 |
|
| R1 |
1.1054 |
1.1054 |
1.1026 |
1.1041 |
| PP |
1.1027 |
1.1027 |
1.1027 |
1.1021 |
| S1 |
1.0995 |
1.0995 |
1.1016 |
1.0982 |
| S2 |
1.0968 |
1.0968 |
1.1010 |
|
| S3 |
1.0909 |
1.0936 |
1.1005 |
|
| S4 |
1.0850 |
1.0877 |
1.0989 |
|
|
| 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 |
1.1200 |
1.1001 |
0.0199 |
1.8% |
0.0077 |
0.7% |
10% |
False |
True |
26,782 |
| 10 |
1.1280 |
1.1001 |
0.0279 |
2.5% |
0.0067 |
0.6% |
7% |
False |
True |
24,564 |
| 20 |
1.1300 |
1.1001 |
0.0299 |
2.7% |
0.0066 |
0.6% |
7% |
False |
True |
23,489 |
| 40 |
1.1441 |
1.1001 |
0.0440 |
4.0% |
0.0067 |
0.6% |
5% |
False |
True |
21,676 |
| 60 |
1.1441 |
1.1001 |
0.0440 |
4.0% |
0.0068 |
0.6% |
5% |
False |
True |
19,207 |
| 80 |
1.1441 |
1.0911 |
0.0530 |
4.8% |
0.0068 |
0.6% |
21% |
False |
False |
14,422 |
| 100 |
1.1441 |
1.0902 |
0.0539 |
4.9% |
0.0065 |
0.6% |
22% |
False |
False |
11,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1311 |
|
2.618 |
1.1214 |
|
1.618 |
1.1155 |
|
1.000 |
1.1119 |
|
0.618 |
1.1096 |
|
HIGH |
1.1060 |
|
0.618 |
1.1037 |
|
0.500 |
1.1031 |
|
0.382 |
1.1024 |
|
LOW |
1.1001 |
|
0.618 |
1.0965 |
|
1.000 |
1.0942 |
|
1.618 |
1.0906 |
|
2.618 |
1.0847 |
|
4.250 |
1.0750 |
|
|
| Fisher Pivots for day following 24-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1031 |
1.1091 |
| PP |
1.1027 |
1.1068 |
| S1 |
1.1024 |
1.1044 |
|