CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0758 |
1.0830 |
0.0072 |
0.7% |
1.0744 |
| High |
1.0829 |
1.0830 |
0.0001 |
0.0% |
1.0830 |
| Low |
1.0743 |
1.0724 |
-0.0019 |
-0.2% |
1.0666 |
| Close |
1.0819 |
1.0758 |
-0.0061 |
-0.6% |
1.0758 |
| Range |
0.0086 |
0.0106 |
0.0020 |
23.3% |
0.0164 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.6% |
0.0000 |
| Volume |
36,123 |
8,630 |
-27,493 |
-76.1% |
142,728 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1089 |
1.1029 |
1.0816 |
|
| R3 |
1.0983 |
1.0923 |
1.0787 |
|
| R2 |
1.0877 |
1.0877 |
1.0777 |
|
| R1 |
1.0817 |
1.0817 |
1.0768 |
1.0794 |
| PP |
1.0771 |
1.0771 |
1.0771 |
1.0759 |
| S1 |
1.0711 |
1.0711 |
1.0748 |
1.0688 |
| S2 |
1.0665 |
1.0665 |
1.0739 |
|
| S3 |
1.0559 |
1.0605 |
1.0729 |
|
| S4 |
1.0453 |
1.0499 |
1.0700 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1243 |
1.1165 |
1.0848 |
|
| R3 |
1.1079 |
1.1001 |
1.0803 |
|
| R2 |
1.0915 |
1.0915 |
1.0788 |
|
| R1 |
1.0837 |
1.0837 |
1.0773 |
1.0876 |
| PP |
1.0751 |
1.0751 |
1.0751 |
1.0771 |
| S1 |
1.0673 |
1.0673 |
1.0743 |
1.0712 |
| S2 |
1.0587 |
1.0587 |
1.0728 |
|
| S3 |
1.0423 |
1.0509 |
1.0713 |
|
| S4 |
1.0259 |
1.0345 |
1.0668 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0830 |
1.0666 |
0.0164 |
1.5% |
0.0089 |
0.8% |
56% |
True |
False |
28,545 |
| 10 |
1.1027 |
1.0666 |
0.0361 |
3.4% |
0.0089 |
0.8% |
25% |
False |
False |
29,249 |
| 20 |
1.1280 |
1.0666 |
0.0614 |
5.7% |
0.0082 |
0.8% |
15% |
False |
False |
29,000 |
| 40 |
1.1331 |
1.0666 |
0.0665 |
6.2% |
0.0072 |
0.7% |
14% |
False |
False |
24,527 |
| 60 |
1.1441 |
1.0666 |
0.0775 |
7.2% |
0.0071 |
0.7% |
12% |
False |
False |
23,081 |
| 80 |
1.1441 |
1.0666 |
0.0775 |
7.2% |
0.0069 |
0.6% |
12% |
False |
False |
18,999 |
| 100 |
1.1441 |
1.0666 |
0.0775 |
7.2% |
0.0069 |
0.6% |
12% |
False |
False |
15,209 |
| 120 |
1.1441 |
1.0666 |
0.0775 |
7.2% |
0.0067 |
0.6% |
12% |
False |
False |
12,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1281 |
|
2.618 |
1.1108 |
|
1.618 |
1.1002 |
|
1.000 |
1.0936 |
|
0.618 |
1.0896 |
|
HIGH |
1.0830 |
|
0.618 |
1.0790 |
|
0.500 |
1.0777 |
|
0.382 |
1.0764 |
|
LOW |
1.0724 |
|
0.618 |
1.0658 |
|
1.000 |
1.0618 |
|
1.618 |
1.0552 |
|
2.618 |
1.0446 |
|
4.250 |
1.0274 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0777 |
1.0777 |
| PP |
1.0771 |
1.0771 |
| S1 |
1.0764 |
1.0764 |
|