CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 11-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2021 |
11-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1214 |
1.1242 |
0.0028 |
0.2% |
1.1244 |
| High |
1.1258 |
1.1254 |
-0.0004 |
0.0% |
1.1247 |
| Low |
1.1206 |
1.1231 |
0.0025 |
0.2% |
1.1064 |
| Close |
1.1247 |
1.1245 |
-0.0002 |
0.0% |
1.1126 |
| Range |
0.0052 |
0.0023 |
-0.0029 |
-55.8% |
0.0183 |
| ATR |
0.0065 |
0.0062 |
-0.0003 |
-4.6% |
0.0000 |
| Volume |
18,833 |
13,825 |
-5,008 |
-26.6% |
106,893 |
|
| Daily Pivots for day following 11-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1312 |
1.1302 |
1.1258 |
|
| R3 |
1.1289 |
1.1279 |
1.1251 |
|
| R2 |
1.1266 |
1.1266 |
1.1249 |
|
| R1 |
1.1256 |
1.1256 |
1.1247 |
1.1261 |
| PP |
1.1243 |
1.1243 |
1.1243 |
1.1246 |
| S1 |
1.1233 |
1.1233 |
1.1243 |
1.1238 |
| S2 |
1.1220 |
1.1220 |
1.1241 |
|
| S3 |
1.1197 |
1.1210 |
1.1239 |
|
| S4 |
1.1174 |
1.1187 |
1.1232 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1695 |
1.1593 |
1.1227 |
|
| R3 |
1.1512 |
1.1410 |
1.1176 |
|
| R2 |
1.1329 |
1.1329 |
1.1160 |
|
| R1 |
1.1227 |
1.1227 |
1.1143 |
1.1187 |
| PP |
1.1146 |
1.1146 |
1.1146 |
1.1125 |
| S1 |
1.1044 |
1.1044 |
1.1109 |
1.1004 |
| S2 |
1.0963 |
1.0963 |
1.1092 |
|
| S3 |
1.0780 |
1.0861 |
1.1076 |
|
| S4 |
1.0597 |
1.0678 |
1.1025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1258 |
1.1064 |
0.0194 |
1.7% |
0.0057 |
0.5% |
93% |
False |
False |
19,842 |
| 10 |
1.1283 |
1.1064 |
0.0219 |
1.9% |
0.0060 |
0.5% |
83% |
False |
False |
21,046 |
| 20 |
1.1331 |
1.1064 |
0.0267 |
2.4% |
0.0061 |
0.5% |
68% |
False |
False |
20,053 |
| 40 |
1.1441 |
1.1064 |
0.0377 |
3.4% |
0.0065 |
0.6% |
48% |
False |
False |
20,122 |
| 60 |
1.1441 |
1.0969 |
0.0472 |
4.2% |
0.0064 |
0.6% |
58% |
False |
False |
15,665 |
| 80 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0066 |
0.6% |
63% |
False |
False |
11,762 |
| 100 |
1.1441 |
1.0816 |
0.0625 |
5.6% |
0.0064 |
0.6% |
69% |
False |
False |
9,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1352 |
|
2.618 |
1.1314 |
|
1.618 |
1.1291 |
|
1.000 |
1.1277 |
|
0.618 |
1.1268 |
|
HIGH |
1.1254 |
|
0.618 |
1.1245 |
|
0.500 |
1.1243 |
|
0.382 |
1.1240 |
|
LOW |
1.1231 |
|
0.618 |
1.1217 |
|
1.000 |
1.1208 |
|
1.618 |
1.1194 |
|
2.618 |
1.1171 |
|
4.250 |
1.1133 |
|
|
| Fisher Pivots for day following 11-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1244 |
1.1229 |
| PP |
1.1243 |
1.1212 |
| S1 |
1.1243 |
1.1196 |
|