CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 09-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2021 |
09-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0744 |
1.0679 |
-0.0065 |
-0.6% |
1.1009 |
| High |
1.0756 |
1.0783 |
0.0027 |
0.3% |
1.1027 |
| Low |
1.0673 |
1.0666 |
-0.0007 |
-0.1% |
1.0732 |
| Close |
1.0695 |
1.0775 |
0.0080 |
0.7% |
1.0745 |
| Range |
0.0083 |
0.0117 |
0.0034 |
41.0% |
0.0295 |
| ATR |
0.0076 |
0.0079 |
0.0003 |
3.8% |
0.0000 |
| Volume |
24,828 |
36,275 |
11,447 |
46.1% |
149,766 |
|
| Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1092 |
1.1051 |
1.0839 |
|
| R3 |
1.0975 |
1.0934 |
1.0807 |
|
| R2 |
1.0858 |
1.0858 |
1.0796 |
|
| R1 |
1.0817 |
1.0817 |
1.0786 |
1.0838 |
| PP |
1.0741 |
1.0741 |
1.0741 |
1.0752 |
| S1 |
1.0700 |
1.0700 |
1.0764 |
1.0721 |
| S2 |
1.0624 |
1.0624 |
1.0754 |
|
| S3 |
1.0507 |
1.0583 |
1.0743 |
|
| S4 |
1.0390 |
1.0466 |
1.0711 |
|
|
| 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 |
1.0944 |
1.0666 |
0.0278 |
2.6% |
0.0094 |
0.9% |
39% |
False |
True |
30,650 |
| 10 |
1.1082 |
1.0666 |
0.0416 |
3.9% |
0.0086 |
0.8% |
26% |
False |
True |
32,142 |
| 20 |
1.1280 |
1.0666 |
0.0614 |
5.7% |
0.0078 |
0.7% |
18% |
False |
True |
27,773 |
| 40 |
1.1331 |
1.0666 |
0.0665 |
6.2% |
0.0070 |
0.7% |
16% |
False |
True |
23,700 |
| 60 |
1.1441 |
1.0666 |
0.0775 |
7.2% |
0.0070 |
0.6% |
14% |
False |
True |
22,919 |
| 80 |
1.1441 |
1.0666 |
0.0775 |
7.2% |
0.0068 |
0.6% |
14% |
False |
True |
17,982 |
| 100 |
1.1441 |
1.0666 |
0.0775 |
7.2% |
0.0068 |
0.6% |
14% |
False |
True |
14,393 |
| 120 |
1.1441 |
1.0666 |
0.0775 |
7.2% |
0.0067 |
0.6% |
14% |
False |
True |
11,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1280 |
|
2.618 |
1.1089 |
|
1.618 |
1.0972 |
|
1.000 |
1.0900 |
|
0.618 |
1.0855 |
|
HIGH |
1.0783 |
|
0.618 |
1.0738 |
|
0.500 |
1.0725 |
|
0.382 |
1.0711 |
|
LOW |
1.0666 |
|
0.618 |
1.0594 |
|
1.000 |
1.0549 |
|
1.618 |
1.0477 |
|
2.618 |
1.0360 |
|
4.250 |
1.0169 |
|
|
| Fisher Pivots for day following 09-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0758 |
1.0762 |
| PP |
1.0741 |
1.0748 |
| S1 |
1.0725 |
1.0735 |
|