CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 11-Mar-2021
Day Change Summary
Previous Current
10-Mar-2021 11-Mar-2021 Change Change % Previous Week
Open 1.0779 1.0758 -0.0021 -0.2% 1.1009
High 1.0780 1.0829 0.0049 0.5% 1.1027
Low 1.0727 1.0743 0.0016 0.1% 1.0732
Close 1.0759 1.0819 0.0060 0.6% 1.0745
Range 0.0053 0.0086 0.0033 62.3% 0.0295
ATR 0.0077 0.0078 0.0001 0.8% 0.0000
Volume 36,872 36,123 -749 -2.0% 149,766
Daily Pivots for day following 11-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.1055 1.1023 1.0866
R3 1.0969 1.0937 1.0843
R2 1.0883 1.0883 1.0835
R1 1.0851 1.0851 1.0827 1.0867
PP 1.0797 1.0797 1.0797 1.0805
S1 1.0765 1.0765 1.0811 1.0781
S2 1.0711 1.0711 1.0803
S3 1.0625 1.0679 1.0795
S4 1.0539 1.0593 1.0772
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 1.0829 1.0666 0.0163 1.5% 0.0082 0.8% 94% True False 33,859
10 1.1081 1.0666 0.0415 3.8% 0.0087 0.8% 37% False False 31,936
20 1.1280 1.0666 0.0614 5.7% 0.0078 0.7% 25% False False 29,260
40 1.1331 1.0666 0.0665 6.1% 0.0070 0.6% 23% False False 24,679
60 1.1441 1.0666 0.0775 7.2% 0.0070 0.6% 20% False False 23,252
80 1.1441 1.0666 0.0775 7.2% 0.0068 0.6% 20% False False 18,891
100 1.1441 1.0666 0.0775 7.2% 0.0068 0.6% 20% False False 15,123
120 1.1441 1.0666 0.0775 7.2% 0.0067 0.6% 20% False False 12,603
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1195
2.618 1.1054
1.618 1.0968
1.000 1.0915
0.618 1.0882
HIGH 1.0829
0.618 1.0796
0.500 1.0786
0.382 1.0776
LOW 1.0743
0.618 1.0690
1.000 1.0657
1.618 1.0604
2.618 1.0518
4.250 1.0378
Fisher Pivots for day following 11-Mar-2021
Pivot 1 day 3 day
R1 1.0808 1.0795
PP 1.0797 1.0771
S1 1.0786 1.0748

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

View Archives - Comment on this page... - Back to Index of Symbols