CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 17-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0806 |
1.0836 |
0.0030 |
0.3% |
1.0756 |
| High |
1.0847 |
1.0880 |
0.0033 |
0.3% |
1.0856 |
| Low |
1.0794 |
1.0784 |
-0.0010 |
-0.1% |
1.0695 |
| Close |
1.0836 |
1.0870 |
0.0034 |
0.3% |
1.0785 |
| Range |
0.0053 |
0.0096 |
0.0043 |
81.1% |
0.0161 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.1% |
0.0000 |
| Volume |
17,875 |
24,448 |
6,573 |
36.8% |
90,645 |
|
| Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1133 |
1.1097 |
1.0923 |
|
| R3 |
1.1037 |
1.1001 |
1.0896 |
|
| R2 |
1.0941 |
1.0941 |
1.0888 |
|
| R1 |
1.0905 |
1.0905 |
1.0879 |
1.0923 |
| PP |
1.0845 |
1.0845 |
1.0845 |
1.0854 |
| S1 |
1.0809 |
1.0809 |
1.0861 |
1.0827 |
| S2 |
1.0749 |
1.0749 |
1.0852 |
|
| S3 |
1.0653 |
1.0713 |
1.0844 |
|
| S4 |
1.0557 |
1.0617 |
1.0817 |
|
|
| 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 |
1.0880 |
1.0750 |
0.0130 |
1.2% |
0.0076 |
0.7% |
92% |
True |
False |
23,022 |
| 10 |
1.0910 |
1.0695 |
0.0215 |
2.0% |
0.0083 |
0.8% |
81% |
False |
False |
15,290 |
| 20 |
1.1227 |
1.0695 |
0.0532 |
4.9% |
0.0080 |
0.7% |
33% |
False |
False |
7,860 |
| 40 |
1.1359 |
1.0695 |
0.0664 |
6.1% |
0.0068 |
0.6% |
26% |
False |
False |
4,015 |
| 60 |
1.1469 |
1.0695 |
0.0774 |
7.1% |
0.0066 |
0.6% |
23% |
False |
False |
2,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1288 |
|
2.618 |
1.1131 |
|
1.618 |
1.1035 |
|
1.000 |
1.0976 |
|
0.618 |
1.0939 |
|
HIGH |
1.0880 |
|
0.618 |
1.0843 |
|
0.500 |
1.0832 |
|
0.382 |
1.0821 |
|
LOW |
1.0784 |
|
0.618 |
1.0725 |
|
1.000 |
1.0688 |
|
1.618 |
1.0629 |
|
2.618 |
1.0533 |
|
4.250 |
1.0376 |
|
|
| Fisher Pivots for day following 17-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0857 |
1.0854 |
| PP |
1.0845 |
1.0839 |
| S1 |
1.0832 |
1.0823 |
|