CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 08-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0765 |
1.0744 |
-0.0021 |
-0.2% |
1.1009 |
| High |
1.0803 |
1.0756 |
-0.0047 |
-0.4% |
1.1027 |
| Low |
1.0732 |
1.0673 |
-0.0059 |
-0.5% |
1.0732 |
| Close |
1.0745 |
1.0695 |
-0.0050 |
-0.5% |
1.0745 |
| Range |
0.0071 |
0.0083 |
0.0012 |
16.9% |
0.0295 |
| ATR |
0.0076 |
0.0076 |
0.0001 |
0.7% |
0.0000 |
| Volume |
35,201 |
24,828 |
-10,373 |
-29.5% |
149,766 |
|
| Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0957 |
1.0909 |
1.0741 |
|
| R3 |
1.0874 |
1.0826 |
1.0718 |
|
| R2 |
1.0791 |
1.0791 |
1.0710 |
|
| R1 |
1.0743 |
1.0743 |
1.0703 |
1.0726 |
| PP |
1.0708 |
1.0708 |
1.0708 |
1.0699 |
| S1 |
1.0660 |
1.0660 |
1.0687 |
1.0643 |
| S2 |
1.0625 |
1.0625 |
1.0680 |
|
| S3 |
1.0542 |
1.0577 |
1.0672 |
|
| S4 |
1.0459 |
1.0494 |
1.0649 |
|
|
| 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 |
1.0948 |
1.0673 |
0.0275 |
2.6% |
0.0084 |
0.8% |
8% |
False |
True |
29,009 |
| 10 |
1.1181 |
1.0673 |
0.0508 |
4.7% |
0.0088 |
0.8% |
4% |
False |
True |
31,404 |
| 20 |
1.1280 |
1.0673 |
0.0607 |
5.7% |
0.0074 |
0.7% |
4% |
False |
True |
26,920 |
| 40 |
1.1355 |
1.0673 |
0.0682 |
6.4% |
0.0069 |
0.6% |
3% |
False |
True |
23,473 |
| 60 |
1.1441 |
1.0673 |
0.0768 |
7.2% |
0.0069 |
0.6% |
3% |
False |
True |
22,797 |
| 80 |
1.1441 |
1.0673 |
0.0768 |
7.2% |
0.0067 |
0.6% |
3% |
False |
True |
17,534 |
| 100 |
1.1441 |
1.0673 |
0.0768 |
7.2% |
0.0067 |
0.6% |
3% |
False |
True |
14,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1109 |
|
2.618 |
1.0973 |
|
1.618 |
1.0890 |
|
1.000 |
1.0839 |
|
0.618 |
1.0807 |
|
HIGH |
1.0756 |
|
0.618 |
1.0724 |
|
0.500 |
1.0715 |
|
0.382 |
1.0705 |
|
LOW |
1.0673 |
|
0.618 |
1.0622 |
|
1.000 |
1.0590 |
|
1.618 |
1.0539 |
|
2.618 |
1.0456 |
|
4.250 |
1.0320 |
|
|
| Fisher Pivots for day following 08-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0715 |
1.0779 |
| PP |
1.0708 |
1.0751 |
| S1 |
1.0702 |
1.0723 |
|