CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 02-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2021 |
02-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1009 |
1.0939 |
-0.0070 |
-0.6% |
1.1161 |
| High |
1.1027 |
1.0948 |
-0.0079 |
-0.7% |
1.1181 |
| Low |
1.0921 |
1.0880 |
-0.0041 |
-0.4% |
1.0990 |
| Close |
1.0931 |
1.0942 |
0.0011 |
0.1% |
1.1004 |
| Range |
0.0106 |
0.0068 |
-0.0038 |
-35.8% |
0.0191 |
| ATR |
0.0073 |
0.0072 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
29,547 |
28,069 |
-1,478 |
-5.0% |
164,970 |
|
| Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1127 |
1.1103 |
1.0979 |
|
| R3 |
1.1059 |
1.1035 |
1.0961 |
|
| R2 |
1.0991 |
1.0991 |
1.0954 |
|
| R1 |
1.0967 |
1.0967 |
1.0948 |
1.0979 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0930 |
| S1 |
1.0899 |
1.0899 |
1.0936 |
1.0911 |
| S2 |
1.0855 |
1.0855 |
1.0930 |
|
| S3 |
1.0787 |
1.0831 |
1.0923 |
|
| S4 |
1.0719 |
1.0763 |
1.0905 |
|
|
| 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 |
1.1082 |
1.0880 |
0.0202 |
1.8% |
0.0078 |
0.7% |
31% |
False |
True |
33,634 |
| 10 |
1.1211 |
1.0880 |
0.0331 |
3.0% |
0.0080 |
0.7% |
19% |
False |
True |
29,496 |
| 20 |
1.1280 |
1.0880 |
0.0400 |
3.7% |
0.0069 |
0.6% |
16% |
False |
True |
24,967 |
| 40 |
1.1441 |
1.0880 |
0.0561 |
5.1% |
0.0069 |
0.6% |
11% |
False |
True |
22,813 |
| 60 |
1.1441 |
1.0880 |
0.0561 |
5.1% |
0.0067 |
0.6% |
11% |
False |
True |
21,372 |
| 80 |
1.1441 |
1.0880 |
0.0561 |
5.1% |
0.0069 |
0.6% |
11% |
False |
True |
16,074 |
| 100 |
1.1441 |
1.0880 |
0.0561 |
5.1% |
0.0066 |
0.6% |
11% |
False |
True |
12,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1237 |
|
2.618 |
1.1126 |
|
1.618 |
1.1058 |
|
1.000 |
1.1016 |
|
0.618 |
1.0990 |
|
HIGH |
1.0948 |
|
0.618 |
1.0922 |
|
0.500 |
1.0914 |
|
0.382 |
1.0906 |
|
LOW |
1.0880 |
|
0.618 |
1.0838 |
|
1.000 |
1.0812 |
|
1.618 |
1.0770 |
|
2.618 |
1.0702 |
|
4.250 |
1.0591 |
|
|
| Fisher Pivots for day following 02-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0933 |
1.0981 |
| PP |
1.0923 |
1.0968 |
| S1 |
1.0914 |
1.0955 |
|