CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0830 |
1.0760 |
-0.0070 |
-0.6% |
1.0744 |
| High |
1.0830 |
1.0779 |
-0.0051 |
-0.5% |
1.0830 |
| Low |
1.0724 |
1.0739 |
0.0015 |
0.1% |
1.0666 |
| Close |
1.0758 |
1.0762 |
0.0004 |
0.0% |
1.0758 |
| Range |
0.0106 |
0.0040 |
-0.0066 |
-62.3% |
0.0164 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
8,630 |
412 |
-8,218 |
-95.2% |
142,728 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0880 |
1.0861 |
1.0784 |
|
| R3 |
1.0840 |
1.0821 |
1.0773 |
|
| R2 |
1.0800 |
1.0800 |
1.0769 |
|
| R1 |
1.0781 |
1.0781 |
1.0766 |
1.0791 |
| PP |
1.0760 |
1.0760 |
1.0760 |
1.0765 |
| S1 |
1.0741 |
1.0741 |
1.0758 |
1.0751 |
| S2 |
1.0720 |
1.0720 |
1.0755 |
|
| S3 |
1.0680 |
1.0701 |
1.0751 |
|
| S4 |
1.0640 |
1.0661 |
1.0740 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1243 |
1.1165 |
1.0848 |
|
| R3 |
1.1079 |
1.1001 |
1.0803 |
|
| R2 |
1.0915 |
1.0915 |
1.0788 |
|
| R1 |
1.0837 |
1.0837 |
1.0773 |
1.0876 |
| PP |
1.0751 |
1.0751 |
1.0751 |
1.0771 |
| S1 |
1.0673 |
1.0673 |
1.0743 |
1.0712 |
| S2 |
1.0587 |
1.0587 |
1.0728 |
|
| S3 |
1.0423 |
1.0509 |
1.0713 |
|
| S4 |
1.0259 |
1.0345 |
1.0668 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0830 |
1.0666 |
0.0164 |
1.5% |
0.0080 |
0.7% |
59% |
False |
False |
23,662 |
| 10 |
1.0948 |
1.0666 |
0.0282 |
2.6% |
0.0082 |
0.8% |
34% |
False |
False |
26,335 |
| 20 |
1.1280 |
1.0666 |
0.0614 |
5.7% |
0.0081 |
0.8% |
16% |
False |
False |
28,091 |
| 40 |
1.1331 |
1.0666 |
0.0665 |
6.2% |
0.0071 |
0.7% |
14% |
False |
False |
23,992 |
| 60 |
1.1441 |
1.0666 |
0.0775 |
7.2% |
0.0071 |
0.7% |
12% |
False |
False |
22,820 |
| 80 |
1.1441 |
1.0666 |
0.0775 |
7.2% |
0.0069 |
0.6% |
12% |
False |
False |
19,003 |
| 100 |
1.1441 |
1.0666 |
0.0775 |
7.2% |
0.0068 |
0.6% |
12% |
False |
False |
15,213 |
| 120 |
1.1441 |
1.0666 |
0.0775 |
7.2% |
0.0067 |
0.6% |
12% |
False |
False |
12,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0949 |
|
2.618 |
1.0884 |
|
1.618 |
1.0844 |
|
1.000 |
1.0819 |
|
0.618 |
1.0804 |
|
HIGH |
1.0779 |
|
0.618 |
1.0764 |
|
0.500 |
1.0759 |
|
0.382 |
1.0754 |
|
LOW |
1.0739 |
|
0.618 |
1.0714 |
|
1.000 |
1.0699 |
|
1.618 |
1.0674 |
|
2.618 |
1.0634 |
|
4.250 |
1.0569 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0761 |
1.0777 |
| PP |
1.0760 |
1.0772 |
| S1 |
1.0759 |
1.0767 |
|