CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 24-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0857 |
1.0732 |
-0.0125 |
-1.2% |
1.0786 |
| High |
1.0858 |
1.0735 |
-0.0123 |
-1.1% |
1.0880 |
| Low |
1.0723 |
1.0697 |
-0.0026 |
-0.2% |
1.0755 |
| Close |
1.0732 |
1.0714 |
-0.0018 |
-0.2% |
1.0789 |
| Range |
0.0135 |
0.0038 |
-0.0097 |
-71.9% |
0.0125 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
26,905 |
16,724 |
-10,181 |
-37.8% |
104,309 |
|
| Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0829 |
1.0810 |
1.0735 |
|
| R3 |
1.0791 |
1.0772 |
1.0724 |
|
| R2 |
1.0753 |
1.0753 |
1.0721 |
|
| R1 |
1.0734 |
1.0734 |
1.0717 |
1.0725 |
| PP |
1.0715 |
1.0715 |
1.0715 |
1.0711 |
| S1 |
1.0696 |
1.0696 |
1.0711 |
1.0687 |
| S2 |
1.0677 |
1.0677 |
1.0707 |
|
| S3 |
1.0639 |
1.0658 |
1.0704 |
|
| S4 |
1.0601 |
1.0620 |
1.0693 |
|
|
| 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 |
1.0873 |
1.0697 |
0.0176 |
1.6% |
0.0091 |
0.9% |
10% |
False |
True |
22,934 |
| 10 |
1.0880 |
1.0697 |
0.0183 |
1.7% |
0.0084 |
0.8% |
9% |
False |
True |
22,978 |
| 20 |
1.1109 |
1.0695 |
0.0414 |
3.9% |
0.0084 |
0.8% |
5% |
False |
False |
13,557 |
| 40 |
1.1329 |
1.0695 |
0.0634 |
5.9% |
0.0073 |
0.7% |
3% |
False |
False |
6,880 |
| 60 |
1.1469 |
1.0695 |
0.0774 |
7.2% |
0.0069 |
0.6% |
2% |
False |
False |
4,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0897 |
|
2.618 |
1.0834 |
|
1.618 |
1.0796 |
|
1.000 |
1.0773 |
|
0.618 |
1.0758 |
|
HIGH |
1.0735 |
|
0.618 |
1.0720 |
|
0.500 |
1.0716 |
|
0.382 |
1.0712 |
|
LOW |
1.0697 |
|
0.618 |
1.0674 |
|
1.000 |
1.0659 |
|
1.618 |
1.0636 |
|
2.618 |
1.0598 |
|
4.250 |
1.0536 |
|
|
| Fisher Pivots for day following 24-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0716 |
1.0783 |
| PP |
1.0715 |
1.0760 |
| S1 |
1.0715 |
1.0737 |
|