CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 16-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2021 |
16-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1244 |
1.1221 |
-0.0023 |
-0.2% |
1.1135 |
| High |
1.1246 |
1.1280 |
0.0034 |
0.3% |
1.1258 |
| Low |
1.1194 |
1.1205 |
0.0011 |
0.1% |
1.1097 |
| Close |
1.1217 |
1.1221 |
0.0004 |
0.0% |
1.1217 |
| Range |
0.0052 |
0.0075 |
0.0023 |
44.2% |
0.0161 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.6% |
0.0000 |
| Volume |
18,593 |
31,569 |
12,976 |
69.8% |
94,887 |
|
| Daily Pivots for day following 16-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1460 |
1.1416 |
1.1262 |
|
| R3 |
1.1385 |
1.1341 |
1.1242 |
|
| R2 |
1.1310 |
1.1310 |
1.1235 |
|
| R1 |
1.1266 |
1.1266 |
1.1228 |
1.1259 |
| PP |
1.1235 |
1.1235 |
1.1235 |
1.1232 |
| S1 |
1.1191 |
1.1191 |
1.1214 |
1.1184 |
| S2 |
1.1160 |
1.1160 |
1.1207 |
|
| S3 |
1.1085 |
1.1116 |
1.1200 |
|
| S4 |
1.1010 |
1.1041 |
1.1180 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1674 |
1.1606 |
1.1306 |
|
| R3 |
1.1513 |
1.1445 |
1.1261 |
|
| R2 |
1.1352 |
1.1352 |
1.1247 |
|
| R1 |
1.1284 |
1.1284 |
1.1232 |
1.1318 |
| PP |
1.1191 |
1.1191 |
1.1191 |
1.1208 |
| S1 |
1.1123 |
1.1123 |
1.1202 |
1.1157 |
| S2 |
1.1030 |
1.1030 |
1.1187 |
|
| S3 |
1.0869 |
1.0962 |
1.1173 |
|
| S4 |
1.0708 |
1.0801 |
1.1128 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1280 |
1.1133 |
0.0147 |
1.3% |
0.0058 |
0.5% |
60% |
True |
False |
21,449 |
| 10 |
1.1280 |
1.1064 |
0.0216 |
1.9% |
0.0059 |
0.5% |
73% |
True |
False |
20,439 |
| 20 |
1.1331 |
1.1064 |
0.0267 |
2.4% |
0.0061 |
0.5% |
59% |
False |
False |
20,725 |
| 40 |
1.1441 |
1.1064 |
0.0377 |
3.4% |
0.0065 |
0.6% |
42% |
False |
False |
20,283 |
| 60 |
1.1441 |
1.0972 |
0.0469 |
4.2% |
0.0065 |
0.6% |
53% |
False |
False |
16,499 |
| 80 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0065 |
0.6% |
58% |
False |
False |
12,388 |
| 100 |
1.1441 |
1.0816 |
0.0625 |
5.6% |
0.0064 |
0.6% |
65% |
False |
False |
9,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1599 |
|
2.618 |
1.1476 |
|
1.618 |
1.1401 |
|
1.000 |
1.1355 |
|
0.618 |
1.1326 |
|
HIGH |
1.1280 |
|
0.618 |
1.1251 |
|
0.500 |
1.1243 |
|
0.382 |
1.1234 |
|
LOW |
1.1205 |
|
0.618 |
1.1159 |
|
1.000 |
1.1130 |
|
1.618 |
1.1084 |
|
2.618 |
1.1009 |
|
4.250 |
1.0886 |
|
|
| Fisher Pivots for day following 16-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1243 |
1.1237 |
| PP |
1.1235 |
1.1232 |
| S1 |
1.1228 |
1.1226 |
|