CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 03-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2021 |
03-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0939 |
1.0931 |
-0.0008 |
-0.1% |
1.1161 |
| High |
1.0948 |
1.0944 |
-0.0004 |
0.0% |
1.1181 |
| Low |
1.0880 |
1.0872 |
-0.0008 |
-0.1% |
1.0990 |
| Close |
1.0942 |
1.0877 |
-0.0065 |
-0.6% |
1.1004 |
| Range |
0.0068 |
0.0072 |
0.0004 |
5.9% |
0.0191 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.0% |
0.0000 |
| Volume |
28,069 |
24,184 |
-3,885 |
-13.8% |
164,970 |
|
| Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1114 |
1.1067 |
1.0917 |
|
| R3 |
1.1042 |
1.0995 |
1.0897 |
|
| R2 |
1.0970 |
1.0970 |
1.0890 |
|
| R1 |
1.0923 |
1.0923 |
1.0884 |
1.0911 |
| PP |
1.0898 |
1.0898 |
1.0898 |
1.0891 |
| S1 |
1.0851 |
1.0851 |
1.0870 |
1.0839 |
| S2 |
1.0826 |
1.0826 |
1.0864 |
|
| S3 |
1.0754 |
1.0779 |
1.0857 |
|
| S4 |
1.0682 |
1.0707 |
1.0837 |
|
|
| 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 |
1.0872 |
0.0210 |
1.9% |
0.0081 |
0.7% |
2% |
False |
True |
31,265 |
| 10 |
1.1200 |
1.0872 |
0.0328 |
3.0% |
0.0079 |
0.7% |
2% |
False |
True |
29,023 |
| 20 |
1.1280 |
1.0872 |
0.0408 |
3.8% |
0.0070 |
0.6% |
1% |
False |
True |
25,137 |
| 40 |
1.1441 |
1.0872 |
0.0569 |
5.2% |
0.0069 |
0.6% |
1% |
False |
True |
22,829 |
| 60 |
1.1441 |
1.0872 |
0.0569 |
5.2% |
0.0067 |
0.6% |
1% |
False |
True |
21,761 |
| 80 |
1.1441 |
1.0872 |
0.0569 |
5.2% |
0.0068 |
0.6% |
1% |
False |
True |
16,376 |
| 100 |
1.1441 |
1.0872 |
0.0569 |
5.2% |
0.0066 |
0.6% |
1% |
False |
True |
13,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1250 |
|
2.618 |
1.1132 |
|
1.618 |
1.1060 |
|
1.000 |
1.1016 |
|
0.618 |
1.0988 |
|
HIGH |
1.0944 |
|
0.618 |
1.0916 |
|
0.500 |
1.0908 |
|
0.382 |
1.0900 |
|
LOW |
1.0872 |
|
0.618 |
1.0828 |
|
1.000 |
1.0800 |
|
1.618 |
1.0756 |
|
2.618 |
1.0684 |
|
4.250 |
1.0566 |
|
|
| Fisher Pivots for day following 03-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0908 |
1.0950 |
| PP |
1.0898 |
1.0925 |
| S1 |
1.0887 |
1.0901 |
|