CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 05-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0876 |
1.0765 |
-0.0111 |
-1.0% |
1.1009 |
| High |
1.0885 |
1.0803 |
-0.0082 |
-0.8% |
1.1027 |
| Low |
1.0758 |
1.0732 |
-0.0026 |
-0.2% |
1.0732 |
| Close |
1.0763 |
1.0745 |
-0.0018 |
-0.2% |
1.0745 |
| Range |
0.0127 |
0.0071 |
-0.0056 |
-44.1% |
0.0295 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
32,765 |
35,201 |
2,436 |
7.4% |
149,766 |
|
| Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0973 |
1.0930 |
1.0784 |
|
| R3 |
1.0902 |
1.0859 |
1.0765 |
|
| R2 |
1.0831 |
1.0831 |
1.0758 |
|
| R1 |
1.0788 |
1.0788 |
1.0752 |
1.0774 |
| PP |
1.0760 |
1.0760 |
1.0760 |
1.0753 |
| S1 |
1.0717 |
1.0717 |
1.0738 |
1.0703 |
| S2 |
1.0689 |
1.0689 |
1.0732 |
|
| S3 |
1.0618 |
1.0646 |
1.0725 |
|
| S4 |
1.0547 |
1.0575 |
1.0706 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1720 |
1.1527 |
1.0907 |
|
| R3 |
1.1425 |
1.1232 |
1.0826 |
|
| R2 |
1.1130 |
1.1130 |
1.0799 |
|
| R1 |
1.0937 |
1.0937 |
1.0772 |
1.0886 |
| PP |
1.0835 |
1.0835 |
1.0835 |
1.0809 |
| S1 |
1.0642 |
1.0642 |
1.0718 |
1.0591 |
| S2 |
1.0540 |
1.0540 |
1.0691 |
|
| S3 |
1.0245 |
1.0347 |
1.0664 |
|
| S4 |
0.9950 |
1.0052 |
1.0583 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1027 |
1.0732 |
0.0295 |
2.7% |
0.0089 |
0.8% |
4% |
False |
True |
29,953 |
| 10 |
1.1181 |
1.0732 |
0.0449 |
4.2% |
0.0089 |
0.8% |
3% |
False |
True |
31,473 |
| 20 |
1.1280 |
1.0732 |
0.0548 |
5.1% |
0.0074 |
0.7% |
2% |
False |
True |
26,824 |
| 40 |
1.1417 |
1.0732 |
0.0685 |
6.4% |
0.0070 |
0.7% |
2% |
False |
True |
23,442 |
| 60 |
1.1441 |
1.0732 |
0.0709 |
6.6% |
0.0068 |
0.6% |
2% |
False |
True |
22,749 |
| 80 |
1.1441 |
1.0732 |
0.0709 |
6.6% |
0.0068 |
0.6% |
2% |
False |
True |
17,225 |
| 100 |
1.1441 |
1.0732 |
0.0709 |
6.6% |
0.0067 |
0.6% |
2% |
False |
True |
13,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1105 |
|
2.618 |
1.0989 |
|
1.618 |
1.0918 |
|
1.000 |
1.0874 |
|
0.618 |
1.0847 |
|
HIGH |
1.0803 |
|
0.618 |
1.0776 |
|
0.500 |
1.0768 |
|
0.382 |
1.0759 |
|
LOW |
1.0732 |
|
0.618 |
1.0688 |
|
1.000 |
1.0661 |
|
1.618 |
1.0617 |
|
2.618 |
1.0546 |
|
4.250 |
1.0430 |
|
|
| Fisher Pivots for day following 05-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0768 |
1.0838 |
| PP |
1.0760 |
1.0807 |
| S1 |
1.0753 |
1.0776 |
|