CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 19-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2021 |
19-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1135 |
1.1165 |
0.0030 |
0.3% |
1.1221 |
| High |
1.1171 |
1.1200 |
0.0029 |
0.3% |
1.1280 |
| Low |
1.1122 |
1.1151 |
0.0029 |
0.3% |
1.1122 |
| Close |
1.1162 |
1.1158 |
-0.0004 |
0.0% |
1.1158 |
| Range |
0.0049 |
0.0049 |
0.0000 |
0.0% |
0.0158 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
20,238 |
23,230 |
2,992 |
14.8% |
103,950 |
|
| Daily Pivots for day following 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1317 |
1.1286 |
1.1185 |
|
| R3 |
1.1268 |
1.1237 |
1.1171 |
|
| R2 |
1.1219 |
1.1219 |
1.1167 |
|
| R1 |
1.1188 |
1.1188 |
1.1162 |
1.1179 |
| PP |
1.1170 |
1.1170 |
1.1170 |
1.1165 |
| S1 |
1.1139 |
1.1139 |
1.1154 |
1.1130 |
| S2 |
1.1121 |
1.1121 |
1.1149 |
|
| S3 |
1.1072 |
1.1090 |
1.1145 |
|
| S4 |
1.1023 |
1.1041 |
1.1131 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1661 |
1.1567 |
1.1245 |
|
| R3 |
1.1503 |
1.1409 |
1.1201 |
|
| R2 |
1.1345 |
1.1345 |
1.1187 |
|
| R1 |
1.1251 |
1.1251 |
1.1172 |
1.1219 |
| PP |
1.1187 |
1.1187 |
1.1187 |
1.1171 |
| S1 |
1.1093 |
1.1093 |
1.1144 |
1.1061 |
| S2 |
1.1029 |
1.1029 |
1.1129 |
|
| S3 |
1.0871 |
1.0935 |
1.1115 |
|
| S4 |
1.0713 |
1.0777 |
1.1071 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1280 |
1.1122 |
0.0158 |
1.4% |
0.0062 |
0.6% |
23% |
False |
False |
24,508 |
| 10 |
1.1280 |
1.1064 |
0.0216 |
1.9% |
0.0059 |
0.5% |
44% |
False |
False |
22,175 |
| 20 |
1.1331 |
1.1064 |
0.0267 |
2.4% |
0.0059 |
0.5% |
35% |
False |
False |
21,285 |
| 40 |
1.1441 |
1.1064 |
0.0377 |
3.4% |
0.0065 |
0.6% |
25% |
False |
False |
20,403 |
| 60 |
1.1441 |
1.0972 |
0.0469 |
4.2% |
0.0066 |
0.6% |
40% |
False |
False |
17,703 |
| 80 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0066 |
0.6% |
47% |
False |
False |
13,292 |
| 100 |
1.1441 |
1.0816 |
0.0625 |
5.6% |
0.0064 |
0.6% |
55% |
False |
False |
10,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1408 |
|
2.618 |
1.1328 |
|
1.618 |
1.1279 |
|
1.000 |
1.1249 |
|
0.618 |
1.1230 |
|
HIGH |
1.1200 |
|
0.618 |
1.1181 |
|
0.500 |
1.1176 |
|
0.382 |
1.1170 |
|
LOW |
1.1151 |
|
0.618 |
1.1121 |
|
1.000 |
1.1102 |
|
1.618 |
1.1072 |
|
2.618 |
1.1023 |
|
4.250 |
1.0943 |
|
|
| Fisher Pivots for day following 19-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1176 |
1.1167 |
| PP |
1.1170 |
1.1164 |
| S1 |
1.1164 |
1.1161 |
|