CME Swiss Franc Future June 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 1.0796 1.0756 -0.0040 -0.4% 1.1036
High 1.0829 1.0783 -0.0046 -0.4% 1.1054
Low 1.0759 1.0702 -0.0057 -0.5% 1.0759
Close 1.0772 1.0722 -0.0050 -0.5% 1.0772
Range 0.0070 0.0081 0.0011 15.7% 0.0295
ATR 0.0073 0.0074 0.0001 0.8% 0.0000
Volume 3,646 5,303 1,657 45.4% 7,467
Daily Pivots for day following 08-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.0979 1.0931 1.0767
R3 1.0898 1.0850 1.0744
R2 1.0817 1.0817 1.0737
R1 1.0769 1.0769 1.0729 1.0753
PP 1.0736 1.0736 1.0736 1.0727
S1 1.0688 1.0688 1.0715 1.0672
S2 1.0655 1.0655 1.0707
S3 1.0574 1.0607 1.0700
S4 1.0493 1.0526 1.0677
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.1747 1.1554 1.0934
R3 1.1452 1.1259 1.0853
R2 1.1157 1.1157 1.0826
R1 1.0964 1.0964 1.0799 1.0913
PP 1.0862 1.0862 1.0862 1.0836
S1 1.0669 1.0669 1.0745 1.0618
S2 1.0567 1.0567 1.0718
S3 1.0272 1.0374 1.0691
S4 0.9977 1.0079 1.0610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0975 1.0702 0.0273 2.5% 0.0083 0.8% 7% False True 2,216
10 1.1207 1.0702 0.0505 4.7% 0.0086 0.8% 4% False True 1,377
20 1.1307 1.0702 0.0605 5.6% 0.0072 0.7% 3% False True 799
40 1.1381 1.0702 0.0679 6.3% 0.0066 0.6% 3% False True 436
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1127
2.618 1.0995
1.618 1.0914
1.000 1.0864
0.618 1.0833
HIGH 1.0783
0.618 1.0752
0.500 1.0743
0.382 1.0733
LOW 1.0702
0.618 1.0652
1.000 1.0621
1.618 1.0571
2.618 1.0490
4.250 1.0358
Fisher Pivots for day following 08-Mar-2021
Pivot 1 day 3 day
R1 1.0743 1.0806
PP 1.0736 1.0778
S1 1.0729 1.0750

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.