CME Swiss Franc Future June 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 |
1.0706 |
1.0805 |
0.0099 |
0.9% |
1.1036 |
| High |
1.0810 |
1.0811 |
0.0001 |
0.0% |
1.1054 |
| Low |
1.0695 |
1.0755 |
0.0060 |
0.6% |
1.0759 |
| Close |
1.0802 |
1.0786 |
-0.0016 |
-0.1% |
1.0772 |
| Range |
0.0115 |
0.0056 |
-0.0059 |
-51.3% |
0.0295 |
| ATR |
0.0077 |
0.0075 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
9,332 |
18,855 |
9,523 |
102.0% |
7,467 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0952 |
1.0925 |
1.0817 |
|
| R3 |
1.0896 |
1.0869 |
1.0801 |
|
| R2 |
1.0840 |
1.0840 |
1.0796 |
|
| R1 |
1.0813 |
1.0813 |
1.0791 |
1.0799 |
| PP |
1.0784 |
1.0784 |
1.0784 |
1.0777 |
| S1 |
1.0757 |
1.0757 |
1.0781 |
1.0743 |
| S2 |
1.0728 |
1.0728 |
1.0776 |
|
| S3 |
1.0672 |
1.0701 |
1.0771 |
|
| S4 |
1.0616 |
1.0645 |
1.0755 |
|
|
| 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 |
1.0910 |
1.0695 |
0.0215 |
2.0% |
0.0089 |
0.8% |
42% |
False |
False |
7,557 |
| 10 |
1.1109 |
1.0695 |
0.0414 |
3.8% |
0.0084 |
0.8% |
22% |
False |
False |
4,137 |
| 20 |
1.1307 |
1.0695 |
0.0612 |
5.7% |
0.0074 |
0.7% |
15% |
False |
False |
2,192 |
| 40 |
1.1359 |
1.0695 |
0.0664 |
6.2% |
0.0067 |
0.6% |
14% |
False |
False |
1,138 |
| 60 |
1.1469 |
1.0695 |
0.0774 |
7.2% |
0.0063 |
0.6% |
12% |
False |
False |
762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1049 |
|
2.618 |
1.0958 |
|
1.618 |
1.0902 |
|
1.000 |
1.0867 |
|
0.618 |
1.0846 |
|
HIGH |
1.0811 |
|
0.618 |
1.0790 |
|
0.500 |
1.0783 |
|
0.382 |
1.0776 |
|
LOW |
1.0755 |
|
0.618 |
1.0720 |
|
1.000 |
1.0699 |
|
1.618 |
1.0664 |
|
2.618 |
1.0608 |
|
4.250 |
1.0517 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0785 |
1.0775 |
| PP |
1.0784 |
1.0764 |
| S1 |
1.0783 |
1.0753 |
|