CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 04-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0931 |
1.0876 |
-0.0055 |
-0.5% |
1.1161 |
| High |
1.0944 |
1.0885 |
-0.0059 |
-0.5% |
1.1181 |
| Low |
1.0872 |
1.0758 |
-0.0114 |
-1.0% |
1.0990 |
| Close |
1.0877 |
1.0763 |
-0.0114 |
-1.0% |
1.1004 |
| Range |
0.0072 |
0.0127 |
0.0055 |
76.4% |
0.0191 |
| ATR |
0.0072 |
0.0076 |
0.0004 |
5.4% |
0.0000 |
| Volume |
24,184 |
32,765 |
8,581 |
35.5% |
164,970 |
|
| Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1183 |
1.1100 |
1.0833 |
|
| R3 |
1.1056 |
1.0973 |
1.0798 |
|
| R2 |
1.0929 |
1.0929 |
1.0786 |
|
| R1 |
1.0846 |
1.0846 |
1.0775 |
1.0824 |
| PP |
1.0802 |
1.0802 |
1.0802 |
1.0791 |
| S1 |
1.0719 |
1.0719 |
1.0751 |
1.0697 |
| S2 |
1.0675 |
1.0675 |
1.0740 |
|
| S3 |
1.0548 |
1.0592 |
1.0728 |
|
| S4 |
1.0421 |
1.0465 |
1.0693 |
|
|
| 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 |
1.1081 |
1.0758 |
0.0323 |
3.0% |
0.0093 |
0.9% |
2% |
False |
True |
30,012 |
| 10 |
1.1200 |
1.0758 |
0.0442 |
4.1% |
0.0087 |
0.8% |
1% |
False |
True |
30,276 |
| 20 |
1.1280 |
1.0758 |
0.0522 |
4.8% |
0.0074 |
0.7% |
1% |
False |
True |
26,011 |
| 40 |
1.1441 |
1.0758 |
0.0683 |
6.3% |
0.0070 |
0.7% |
1% |
False |
True |
23,200 |
| 60 |
1.1441 |
1.0758 |
0.0683 |
6.3% |
0.0069 |
0.6% |
1% |
False |
True |
22,265 |
| 80 |
1.1441 |
1.0758 |
0.0683 |
6.3% |
0.0069 |
0.6% |
1% |
False |
True |
16,785 |
| 100 |
1.1441 |
1.0758 |
0.0683 |
6.3% |
0.0067 |
0.6% |
1% |
False |
True |
13,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1425 |
|
2.618 |
1.1217 |
|
1.618 |
1.1090 |
|
1.000 |
1.1012 |
|
0.618 |
1.0963 |
|
HIGH |
1.0885 |
|
0.618 |
1.0836 |
|
0.500 |
1.0822 |
|
0.382 |
1.0807 |
|
LOW |
1.0758 |
|
0.618 |
1.0680 |
|
1.000 |
1.0631 |
|
1.618 |
1.0553 |
|
2.618 |
1.0426 |
|
4.250 |
1.0218 |
|
|
| Fisher Pivots for day following 04-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0822 |
1.0853 |
| PP |
1.0802 |
1.0823 |
| S1 |
1.0783 |
1.0793 |
|