CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 26-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2021 |
26-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1032 |
1.1059 |
0.0027 |
0.2% |
1.1161 |
| High |
1.1082 |
1.1081 |
-0.0001 |
0.0% |
1.1181 |
| Low |
1.1016 |
1.0990 |
-0.0026 |
-0.2% |
1.0990 |
| Close |
1.1056 |
1.1004 |
-0.0052 |
-0.5% |
1.1004 |
| Range |
0.0066 |
0.0091 |
0.0025 |
37.9% |
0.0191 |
| ATR |
0.0069 |
0.0070 |
0.0002 |
2.3% |
0.0000 |
| Volume |
39,027 |
35,498 |
-3,529 |
-9.0% |
164,970 |
|
| Daily Pivots for day following 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1298 |
1.1242 |
1.1054 |
|
| R3 |
1.1207 |
1.1151 |
1.1029 |
|
| R2 |
1.1116 |
1.1116 |
1.1021 |
|
| R1 |
1.1060 |
1.1060 |
1.1012 |
1.1043 |
| PP |
1.1025 |
1.1025 |
1.1025 |
1.1016 |
| S1 |
1.0969 |
1.0969 |
1.0996 |
1.0952 |
| S2 |
1.0934 |
1.0934 |
1.0987 |
|
| S3 |
1.0843 |
1.0878 |
1.0979 |
|
| S4 |
1.0752 |
1.0787 |
1.0954 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1631 |
1.1509 |
1.1109 |
|
| R3 |
1.1440 |
1.1318 |
1.1057 |
|
| R2 |
1.1249 |
1.1249 |
1.1039 |
|
| R1 |
1.1127 |
1.1127 |
1.1022 |
1.1093 |
| PP |
1.1058 |
1.1058 |
1.1058 |
1.1041 |
| S1 |
1.0936 |
1.0936 |
1.0986 |
1.0902 |
| S2 |
1.0867 |
1.0867 |
1.0969 |
|
| S3 |
1.0676 |
1.0745 |
1.0951 |
|
| S4 |
1.0485 |
1.0554 |
1.0899 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1181 |
1.0990 |
0.0191 |
1.7% |
0.0089 |
0.8% |
7% |
False |
True |
32,994 |
| 10 |
1.1280 |
1.0990 |
0.0290 |
2.6% |
0.0075 |
0.7% |
5% |
False |
True |
28,751 |
| 20 |
1.1283 |
1.0990 |
0.0293 |
2.7% |
0.0068 |
0.6% |
5% |
False |
True |
24,899 |
| 40 |
1.1441 |
1.0990 |
0.0451 |
4.1% |
0.0068 |
0.6% |
3% |
False |
True |
22,531 |
| 60 |
1.1441 |
1.0990 |
0.0451 |
4.1% |
0.0068 |
0.6% |
3% |
False |
True |
20,441 |
| 80 |
1.1441 |
1.0911 |
0.0530 |
4.8% |
0.0068 |
0.6% |
18% |
False |
False |
15,354 |
| 100 |
1.1441 |
1.0911 |
0.0530 |
4.8% |
0.0065 |
0.6% |
18% |
False |
False |
12,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1468 |
|
2.618 |
1.1319 |
|
1.618 |
1.1228 |
|
1.000 |
1.1172 |
|
0.618 |
1.1137 |
|
HIGH |
1.1081 |
|
0.618 |
1.1046 |
|
0.500 |
1.1036 |
|
0.382 |
1.1025 |
|
LOW |
1.0990 |
|
0.618 |
1.0934 |
|
1.000 |
1.0899 |
|
1.618 |
1.0843 |
|
2.618 |
1.0752 |
|
4.250 |
1.0603 |
|
|
| Fisher Pivots for day following 26-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1036 |
1.1036 |
| PP |
1.1025 |
1.1025 |
| S1 |
1.1015 |
1.1015 |
|