CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 31-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2021 |
31-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0671 |
1.0633 |
-0.0038 |
-0.4% |
1.0780 |
| High |
1.0675 |
1.0654 |
-0.0021 |
-0.2% |
1.0869 |
| Low |
1.0616 |
1.0592 |
-0.0024 |
-0.2% |
1.0641 |
| Close |
1.0635 |
1.0595 |
-0.0040 |
-0.4% |
1.0672 |
| Range |
0.0059 |
0.0062 |
0.0003 |
5.1% |
0.0228 |
| ATR |
0.0072 |
0.0072 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
16,890 |
20,725 |
3,835 |
22.7% |
98,164 |
|
| Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0800 |
1.0759 |
1.0629 |
|
| R3 |
1.0738 |
1.0697 |
1.0612 |
|
| R2 |
1.0676 |
1.0676 |
1.0606 |
|
| R1 |
1.0635 |
1.0635 |
1.0601 |
1.0625 |
| PP |
1.0614 |
1.0614 |
1.0614 |
1.0608 |
| S1 |
1.0573 |
1.0573 |
1.0589 |
1.0563 |
| S2 |
1.0552 |
1.0552 |
1.0584 |
|
| S3 |
1.0490 |
1.0511 |
1.0578 |
|
| S4 |
1.0428 |
1.0449 |
1.0561 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1411 |
1.1270 |
1.0797 |
|
| R3 |
1.1183 |
1.1042 |
1.0735 |
|
| R2 |
1.0955 |
1.0955 |
1.0714 |
|
| R1 |
1.0814 |
1.0814 |
1.0693 |
1.0771 |
| PP |
1.0727 |
1.0727 |
1.0727 |
1.0706 |
| S1 |
1.0586 |
1.0586 |
1.0651 |
1.0543 |
| S2 |
1.0499 |
1.0499 |
1.0630 |
|
| S3 |
1.0271 |
1.0358 |
1.0609 |
|
| S4 |
1.0043 |
1.0130 |
1.0547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0719 |
1.0592 |
0.0127 |
1.2% |
0.0052 |
0.5% |
2% |
False |
True |
16,389 |
| 10 |
1.0873 |
1.0592 |
0.0281 |
2.7% |
0.0072 |
0.7% |
1% |
False |
True |
19,661 |
| 20 |
1.0910 |
1.0592 |
0.0318 |
3.0% |
0.0077 |
0.7% |
1% |
False |
True |
17,475 |
| 40 |
1.1307 |
1.0592 |
0.0715 |
6.7% |
0.0072 |
0.7% |
0% |
False |
True |
8,905 |
| 60 |
1.1469 |
1.0592 |
0.0877 |
8.3% |
0.0069 |
0.7% |
0% |
False |
True |
5,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0918 |
|
2.618 |
1.0816 |
|
1.618 |
1.0754 |
|
1.000 |
1.0716 |
|
0.618 |
1.0692 |
|
HIGH |
1.0654 |
|
0.618 |
1.0630 |
|
0.500 |
1.0623 |
|
0.382 |
1.0616 |
|
LOW |
1.0592 |
|
0.618 |
1.0554 |
|
1.000 |
1.0530 |
|
1.618 |
1.0492 |
|
2.618 |
1.0430 |
|
4.250 |
1.0329 |
|
|
| Fisher Pivots for day following 31-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0623 |
1.0644 |
| PP |
1.0614 |
1.0627 |
| S1 |
1.0604 |
1.0611 |
|