CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 17-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2021 |
17-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1221 |
1.1210 |
-0.0011 |
-0.1% |
1.1135 |
| High |
1.1280 |
1.1211 |
-0.0069 |
-0.6% |
1.1258 |
| Low |
1.1205 |
1.1127 |
-0.0078 |
-0.7% |
1.1097 |
| Close |
1.1221 |
1.1129 |
-0.0092 |
-0.8% |
1.1217 |
| Range |
0.0075 |
0.0084 |
0.0009 |
12.0% |
0.0161 |
| ATR |
0.0062 |
0.0065 |
0.0002 |
3.6% |
0.0000 |
| Volume |
31,569 |
28,913 |
-2,656 |
-8.4% |
94,887 |
|
| Daily Pivots for day following 17-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1408 |
1.1352 |
1.1175 |
|
| R3 |
1.1324 |
1.1268 |
1.1152 |
|
| R2 |
1.1240 |
1.1240 |
1.1144 |
|
| R1 |
1.1184 |
1.1184 |
1.1137 |
1.1170 |
| PP |
1.1156 |
1.1156 |
1.1156 |
1.1149 |
| S1 |
1.1100 |
1.1100 |
1.1121 |
1.1086 |
| S2 |
1.1072 |
1.1072 |
1.1114 |
|
| S3 |
1.0988 |
1.1016 |
1.1106 |
|
| S4 |
1.0904 |
1.0932 |
1.1083 |
|
|
| 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 |
1.1127 |
0.0153 |
1.4% |
0.0057 |
0.5% |
1% |
False |
True |
22,346 |
| 10 |
1.1280 |
1.1064 |
0.0216 |
1.9% |
0.0061 |
0.5% |
30% |
False |
False |
21,251 |
| 20 |
1.1331 |
1.1064 |
0.0267 |
2.4% |
0.0061 |
0.5% |
24% |
False |
False |
20,863 |
| 40 |
1.1441 |
1.1064 |
0.0377 |
3.4% |
0.0066 |
0.6% |
17% |
False |
False |
20,470 |
| 60 |
1.1441 |
1.0972 |
0.0469 |
4.2% |
0.0066 |
0.6% |
33% |
False |
False |
16,980 |
| 80 |
1.1441 |
1.0911 |
0.0530 |
4.8% |
0.0066 |
0.6% |
41% |
False |
False |
12,749 |
| 100 |
1.1441 |
1.0816 |
0.0625 |
5.6% |
0.0064 |
0.6% |
50% |
False |
False |
10,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1568 |
|
2.618 |
1.1431 |
|
1.618 |
1.1347 |
|
1.000 |
1.1295 |
|
0.618 |
1.1263 |
|
HIGH |
1.1211 |
|
0.618 |
1.1179 |
|
0.500 |
1.1169 |
|
0.382 |
1.1159 |
|
LOW |
1.1127 |
|
0.618 |
1.1075 |
|
1.000 |
1.1043 |
|
1.618 |
1.0991 |
|
2.618 |
1.0907 |
|
4.250 |
1.0770 |
|
|
| Fisher Pivots for day following 17-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1169 |
1.1204 |
| PP |
1.1156 |
1.1179 |
| S1 |
1.1142 |
1.1154 |
|