CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 01-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2021 |
01-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1059 |
1.1009 |
-0.0050 |
-0.5% |
1.1161 |
| High |
1.1081 |
1.1027 |
-0.0054 |
-0.5% |
1.1181 |
| Low |
1.0990 |
1.0921 |
-0.0069 |
-0.6% |
1.0990 |
| Close |
1.1004 |
1.0931 |
-0.0073 |
-0.7% |
1.1004 |
| Range |
0.0091 |
0.0106 |
0.0015 |
16.5% |
0.0191 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
3.6% |
0.0000 |
| Volume |
35,498 |
29,547 |
-5,951 |
-16.8% |
164,970 |
|
| Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1278 |
1.1210 |
1.0989 |
|
| R3 |
1.1172 |
1.1104 |
1.0960 |
|
| R2 |
1.1066 |
1.1066 |
1.0950 |
|
| R1 |
1.0998 |
1.0998 |
1.0941 |
1.0979 |
| PP |
1.0960 |
1.0960 |
1.0960 |
1.0950 |
| S1 |
1.0892 |
1.0892 |
1.0921 |
1.0873 |
| S2 |
1.0854 |
1.0854 |
1.0912 |
|
| S3 |
1.0748 |
1.0786 |
1.0902 |
|
| S4 |
1.0642 |
1.0680 |
1.0873 |
|
|
| 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 |
1.0921 |
0.0260 |
2.4% |
0.0091 |
0.8% |
4% |
False |
True |
33,799 |
| 10 |
1.1280 |
1.0921 |
0.0359 |
3.3% |
0.0081 |
0.7% |
3% |
False |
True |
29,846 |
| 20 |
1.1280 |
1.0921 |
0.0359 |
3.3% |
0.0070 |
0.6% |
3% |
False |
True |
25,012 |
| 40 |
1.1441 |
1.0921 |
0.0520 |
4.8% |
0.0069 |
0.6% |
2% |
False |
True |
22,697 |
| 60 |
1.1441 |
1.0921 |
0.0520 |
4.8% |
0.0068 |
0.6% |
2% |
False |
True |
20,922 |
| 80 |
1.1441 |
1.0920 |
0.0521 |
4.8% |
0.0069 |
0.6% |
2% |
False |
False |
15,723 |
| 100 |
1.1441 |
1.0911 |
0.0530 |
4.8% |
0.0066 |
0.6% |
4% |
False |
False |
12,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1478 |
|
2.618 |
1.1305 |
|
1.618 |
1.1199 |
|
1.000 |
1.1133 |
|
0.618 |
1.1093 |
|
HIGH |
1.1027 |
|
0.618 |
1.0987 |
|
0.500 |
1.0974 |
|
0.382 |
1.0961 |
|
LOW |
1.0921 |
|
0.618 |
1.0855 |
|
1.000 |
1.0815 |
|
1.618 |
1.0749 |
|
2.618 |
1.0643 |
|
4.250 |
1.0471 |
|
|
| Fisher Pivots for day following 01-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0974 |
1.1002 |
| PP |
1.0960 |
1.0978 |
| S1 |
1.0945 |
1.0955 |
|