CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 19-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2021 |
19-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0865 |
1.0806 |
-0.0059 |
-0.5% |
1.0786 |
| High |
1.0873 |
1.0835 |
-0.0038 |
-0.3% |
1.0880 |
| Low |
1.0771 |
1.0755 |
-0.0016 |
-0.1% |
1.0755 |
| Close |
1.0796 |
1.0789 |
-0.0007 |
-0.1% |
1.0789 |
| Range |
0.0102 |
0.0080 |
-0.0022 |
-21.6% |
0.0125 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.2% |
0.0000 |
| Volume |
27,876 |
18,475 |
-9,401 |
-33.7% |
104,309 |
|
| Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1033 |
1.0991 |
1.0833 |
|
| R3 |
1.0953 |
1.0911 |
1.0811 |
|
| R2 |
1.0873 |
1.0873 |
1.0804 |
|
| R1 |
1.0831 |
1.0831 |
1.0796 |
1.0812 |
| PP |
1.0793 |
1.0793 |
1.0793 |
1.0784 |
| S1 |
1.0751 |
1.0751 |
1.0782 |
1.0732 |
| S2 |
1.0713 |
1.0713 |
1.0774 |
|
| S3 |
1.0633 |
1.0671 |
1.0767 |
|
| S4 |
1.0553 |
1.0591 |
1.0745 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1183 |
1.1111 |
1.0858 |
|
| R3 |
1.1058 |
1.0986 |
1.0823 |
|
| R2 |
1.0933 |
1.0933 |
1.0812 |
|
| R1 |
1.0861 |
1.0861 |
1.0800 |
1.0897 |
| PP |
1.0808 |
1.0808 |
1.0808 |
1.0826 |
| S1 |
1.0736 |
1.0736 |
1.0778 |
1.0772 |
| S2 |
1.0683 |
1.0683 |
1.0766 |
|
| S3 |
1.0558 |
1.0611 |
1.0755 |
|
| S4 |
1.0433 |
1.0486 |
1.0720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0880 |
1.0755 |
0.0125 |
1.2% |
0.0077 |
0.7% |
27% |
False |
True |
20,861 |
| 10 |
1.0880 |
1.0695 |
0.0185 |
1.7% |
0.0082 |
0.8% |
51% |
False |
False |
19,495 |
| 20 |
1.1207 |
1.0695 |
0.0512 |
4.7% |
0.0084 |
0.8% |
18% |
False |
False |
10,176 |
| 40 |
1.1359 |
1.0695 |
0.0664 |
6.2% |
0.0070 |
0.6% |
14% |
False |
False |
5,173 |
| 60 |
1.1469 |
1.0695 |
0.0774 |
7.2% |
0.0067 |
0.6% |
12% |
False |
False |
3,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1175 |
|
2.618 |
1.1044 |
|
1.618 |
1.0964 |
|
1.000 |
1.0915 |
|
0.618 |
1.0884 |
|
HIGH |
1.0835 |
|
0.618 |
1.0804 |
|
0.500 |
1.0795 |
|
0.382 |
1.0786 |
|
LOW |
1.0755 |
|
0.618 |
1.0706 |
|
1.000 |
1.0675 |
|
1.618 |
1.0626 |
|
2.618 |
1.0546 |
|
4.250 |
1.0415 |
|
|
| Fisher Pivots for day following 19-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0795 |
1.0818 |
| PP |
1.0793 |
1.0808 |
| S1 |
1.0791 |
1.0799 |
|