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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 3 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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