CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 25-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2021 |
25-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1052 |
1.1032 |
-0.0020 |
-0.2% |
1.1221 |
| High |
1.1060 |
1.1082 |
0.0022 |
0.2% |
1.1280 |
| Low |
1.1001 |
1.1016 |
0.0015 |
0.1% |
1.1122 |
| Close |
1.1021 |
1.1056 |
0.0035 |
0.3% |
1.1158 |
| Range |
0.0059 |
0.0066 |
0.0007 |
11.9% |
0.0158 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
36,029 |
39,027 |
2,998 |
8.3% |
103,950 |
|
| Daily Pivots for day following 25-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1249 |
1.1219 |
1.1092 |
|
| R3 |
1.1183 |
1.1153 |
1.1074 |
|
| R2 |
1.1117 |
1.1117 |
1.1068 |
|
| R1 |
1.1087 |
1.1087 |
1.1062 |
1.1102 |
| PP |
1.1051 |
1.1051 |
1.1051 |
1.1059 |
| S1 |
1.1021 |
1.1021 |
1.1050 |
1.1036 |
| S2 |
1.0985 |
1.0985 |
1.1044 |
|
| S3 |
1.0919 |
1.0955 |
1.1038 |
|
| S4 |
1.0853 |
1.0889 |
1.1020 |
|
|
| 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% |
0.0080 |
0.7% |
28% |
False |
False |
30,540 |
| 10 |
1.1280 |
1.1001 |
0.0279 |
2.5% |
0.0068 |
0.6% |
20% |
False |
False |
26,584 |
| 20 |
1.1290 |
1.1001 |
0.0289 |
2.6% |
0.0066 |
0.6% |
19% |
False |
False |
24,262 |
| 40 |
1.1441 |
1.1001 |
0.0440 |
4.0% |
0.0068 |
0.6% |
13% |
False |
False |
22,271 |
| 60 |
1.1441 |
1.1001 |
0.0440 |
4.0% |
0.0068 |
0.6% |
13% |
False |
False |
19,855 |
| 80 |
1.1441 |
1.0911 |
0.0530 |
4.8% |
0.0068 |
0.6% |
27% |
False |
False |
14,910 |
| 100 |
1.1441 |
1.0902 |
0.0539 |
4.9% |
0.0065 |
0.6% |
29% |
False |
False |
11,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1363 |
|
2.618 |
1.1255 |
|
1.618 |
1.1189 |
|
1.000 |
1.1148 |
|
0.618 |
1.1123 |
|
HIGH |
1.1082 |
|
0.618 |
1.1057 |
|
0.500 |
1.1049 |
|
0.382 |
1.1041 |
|
LOW |
1.1016 |
|
0.618 |
1.0975 |
|
1.000 |
1.0950 |
|
1.618 |
1.0909 |
|
2.618 |
1.0843 |
|
4.250 |
1.0736 |
|
|
| Fisher Pivots for day following 25-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1054 |
1.1091 |
| PP |
1.1051 |
1.1079 |
| S1 |
1.1049 |
1.1068 |
|