CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 10-Mar-2021
Day Change Summary
Previous Current
09-Mar-2021 10-Mar-2021 Change Change % Previous Week
Open 1.0679 1.0779 0.0100 0.9% 1.1009
High 1.0783 1.0780 -0.0003 0.0% 1.1027
Low 1.0666 1.0727 0.0061 0.6% 1.0732
Close 1.0775 1.0759 -0.0016 -0.1% 1.0745
Range 0.0117 0.0053 -0.0064 -54.7% 0.0295
ATR 0.0079 0.0077 -0.0002 -2.4% 0.0000
Volume 36,275 36,872 597 1.6% 149,766
Daily Pivots for day following 10-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.0914 1.0890 1.0788
R3 1.0861 1.0837 1.0774
R2 1.0808 1.0808 1.0769
R1 1.0784 1.0784 1.0764 1.0770
PP 1.0755 1.0755 1.0755 1.0748
S1 1.0731 1.0731 1.0754 1.0717
S2 1.0702 1.0702 1.0749
S3 1.0649 1.0678 1.0744
S4 1.0596 1.0625 1.0730
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 1.0885 1.0666 0.0219 2.0% 0.0090 0.8% 42% False False 33,188
10 1.1082 1.0666 0.0416 3.9% 0.0085 0.8% 22% False False 32,226
20 1.1280 1.0666 0.0614 5.7% 0.0076 0.7% 15% False False 28,395
40 1.1331 1.0666 0.0665 6.2% 0.0070 0.6% 14% False False 24,139
60 1.1441 1.0666 0.0775 7.2% 0.0070 0.6% 12% False False 23,041
80 1.1441 1.0666 0.0775 7.2% 0.0067 0.6% 12% False False 18,440
100 1.1441 1.0666 0.0775 7.2% 0.0068 0.6% 12% False False 14,762
120 1.1441 1.0666 0.0775 7.2% 0.0067 0.6% 12% False False 12,302
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1005
2.618 1.0919
1.618 1.0866
1.000 1.0833
0.618 1.0813
HIGH 1.0780
0.618 1.0760
0.500 1.0754
0.382 1.0747
LOW 1.0727
0.618 1.0694
1.000 1.0674
1.618 1.0641
2.618 1.0588
4.250 1.0502
Fisher Pivots for day following 10-Mar-2021
Pivot 1 day 3 day
R1 1.0757 1.0748
PP 1.0755 1.0736
S1 1.0754 1.0725

These figures are updated between 7pm and 10pm EST after a trading day.

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