CME Swiss Franc Future June 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 |
1.0805 |
1.0786 |
-0.0019 |
-0.2% |
1.1036 |
| High |
1.0811 |
1.0856 |
0.0045 |
0.4% |
1.1054 |
| Low |
1.0755 |
1.0770 |
0.0015 |
0.1% |
1.0759 |
| Close |
1.0786 |
1.0847 |
0.0061 |
0.6% |
1.0772 |
| Range |
0.0056 |
0.0086 |
0.0030 |
53.6% |
0.0295 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.0% |
0.0000 |
| Volume |
18,855 |
28,498 |
9,643 |
51.1% |
7,467 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1082 |
1.1051 |
1.0894 |
|
| R3 |
1.0996 |
1.0965 |
1.0871 |
|
| R2 |
1.0910 |
1.0910 |
1.0863 |
|
| R1 |
1.0879 |
1.0879 |
1.0855 |
1.0895 |
| PP |
1.0824 |
1.0824 |
1.0824 |
1.0832 |
| S1 |
1.0793 |
1.0793 |
1.0839 |
1.0809 |
| S2 |
1.0738 |
1.0738 |
1.0831 |
|
| S3 |
1.0652 |
1.0707 |
1.0823 |
|
| S4 |
1.0566 |
1.0621 |
1.0800 |
|
|
| 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 |
1.0856 |
1.0695 |
0.0161 |
1.5% |
0.0082 |
0.8% |
94% |
True |
False |
13,126 |
| 10 |
1.1109 |
1.0695 |
0.0414 |
3.8% |
0.0087 |
0.8% |
37% |
False |
False |
6,970 |
| 20 |
1.1307 |
1.0695 |
0.0612 |
5.6% |
0.0076 |
0.7% |
25% |
False |
False |
3,614 |
| 40 |
1.1359 |
1.0695 |
0.0664 |
6.1% |
0.0067 |
0.6% |
23% |
False |
False |
1,851 |
| 60 |
1.1469 |
1.0695 |
0.0774 |
7.1% |
0.0064 |
0.6% |
20% |
False |
False |
1,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1222 |
|
2.618 |
1.1081 |
|
1.618 |
1.0995 |
|
1.000 |
1.0942 |
|
0.618 |
1.0909 |
|
HIGH |
1.0856 |
|
0.618 |
1.0823 |
|
0.500 |
1.0813 |
|
0.382 |
1.0803 |
|
LOW |
1.0770 |
|
0.618 |
1.0717 |
|
1.000 |
1.0684 |
|
1.618 |
1.0631 |
|
2.618 |
1.0545 |
|
4.250 |
1.0405 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0836 |
1.0823 |
| PP |
1.0824 |
1.0799 |
| S1 |
1.0813 |
1.0776 |
|