CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 16-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0786 |
1.0806 |
0.0020 |
0.2% |
1.0756 |
| High |
1.0818 |
1.0847 |
0.0029 |
0.3% |
1.0856 |
| Low |
1.0766 |
1.0794 |
0.0028 |
0.3% |
1.0695 |
| Close |
1.0801 |
1.0836 |
0.0035 |
0.3% |
1.0785 |
| Range |
0.0052 |
0.0053 |
0.0001 |
1.9% |
0.0161 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
15,635 |
17,875 |
2,240 |
14.3% |
90,645 |
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0985 |
1.0963 |
1.0865 |
|
| R3 |
1.0932 |
1.0910 |
1.0851 |
|
| R2 |
1.0879 |
1.0879 |
1.0846 |
|
| R1 |
1.0857 |
1.0857 |
1.0841 |
1.0868 |
| PP |
1.0826 |
1.0826 |
1.0826 |
1.0831 |
| S1 |
1.0804 |
1.0804 |
1.0831 |
1.0815 |
| S2 |
1.0773 |
1.0773 |
1.0826 |
|
| S3 |
1.0720 |
1.0751 |
1.0821 |
|
| S4 |
1.0667 |
1.0698 |
1.0807 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1262 |
1.1184 |
1.0874 |
|
| R3 |
1.1101 |
1.1023 |
1.0829 |
|
| R2 |
1.0940 |
1.0940 |
1.0815 |
|
| R1 |
1.0862 |
1.0862 |
1.0800 |
1.0901 |
| PP |
1.0779 |
1.0779 |
1.0779 |
1.0798 |
| S1 |
1.0701 |
1.0701 |
1.0770 |
1.0740 |
| S2 |
1.0618 |
1.0618 |
1.0755 |
|
| S3 |
1.0457 |
1.0540 |
1.0741 |
|
| S4 |
1.0296 |
1.0379 |
1.0696 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0856 |
1.0750 |
0.0106 |
1.0% |
0.0068 |
0.6% |
81% |
False |
False |
21,904 |
| 10 |
1.0970 |
1.0695 |
0.0275 |
2.5% |
0.0080 |
0.7% |
51% |
False |
False |
12,901 |
| 20 |
1.1236 |
1.0695 |
0.0541 |
5.0% |
0.0079 |
0.7% |
26% |
False |
False |
6,647 |
| 40 |
1.1359 |
1.0695 |
0.0664 |
6.1% |
0.0068 |
0.6% |
21% |
False |
False |
3,405 |
| 60 |
1.1469 |
1.0695 |
0.0774 |
7.1% |
0.0065 |
0.6% |
18% |
False |
False |
2,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1072 |
|
2.618 |
1.0986 |
|
1.618 |
1.0933 |
|
1.000 |
1.0900 |
|
0.618 |
1.0880 |
|
HIGH |
1.0847 |
|
0.618 |
1.0827 |
|
0.500 |
1.0821 |
|
0.382 |
1.0814 |
|
LOW |
1.0794 |
|
0.618 |
1.0761 |
|
1.000 |
1.0741 |
|
1.618 |
1.0708 |
|
2.618 |
1.0655 |
|
4.250 |
1.0569 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0831 |
1.0824 |
| PP |
1.0826 |
1.0811 |
| S1 |
1.0821 |
1.0799 |
|