CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 10-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2021 |
10-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0679 |
1.0779 |
0.0100 |
0.9% |
1.1009 |
| High |
1.0783 |
1.0780 |
-0.0003 |
0.0% |
1.1027 |
| Low |
1.0666 |
1.0727 |
0.0061 |
0.6% |
1.0732 |
| Close |
1.0775 |
1.0759 |
-0.0016 |
-0.1% |
1.0745 |
| Range |
0.0117 |
0.0053 |
-0.0064 |
-54.7% |
0.0295 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
36,275 |
36,872 |
597 |
1.6% |
149,766 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0914 |
1.0890 |
1.0788 |
|
| R3 |
1.0861 |
1.0837 |
1.0774 |
|
| R2 |
1.0808 |
1.0808 |
1.0769 |
|
| R1 |
1.0784 |
1.0784 |
1.0764 |
1.0770 |
| PP |
1.0755 |
1.0755 |
1.0755 |
1.0748 |
| S1 |
1.0731 |
1.0731 |
1.0754 |
1.0717 |
| S2 |
1.0702 |
1.0702 |
1.0749 |
|
| S3 |
1.0649 |
1.0678 |
1.0744 |
|
| S4 |
1.0596 |
1.0625 |
1.0730 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1720 |
1.1527 |
1.0907 |
|
| R3 |
1.1425 |
1.1232 |
1.0826 |
|
| R2 |
1.1130 |
1.1130 |
1.0799 |
|
| R1 |
1.0937 |
1.0937 |
1.0772 |
1.0886 |
| PP |
1.0835 |
1.0835 |
1.0835 |
1.0809 |
| S1 |
1.0642 |
1.0642 |
1.0718 |
1.0591 |
| S2 |
1.0540 |
1.0540 |
1.0691 |
|
| S3 |
1.0245 |
1.0347 |
1.0664 |
|
| S4 |
0.9950 |
1.0052 |
1.0583 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0885 |
1.0666 |
0.0219 |
2.0% |
0.0090 |
0.8% |
42% |
False |
False |
33,188 |
| 10 |
1.1082 |
1.0666 |
0.0416 |
3.9% |
0.0085 |
0.8% |
22% |
False |
False |
32,226 |
| 20 |
1.1280 |
1.0666 |
0.0614 |
5.7% |
0.0076 |
0.7% |
15% |
False |
False |
28,395 |
| 40 |
1.1331 |
1.0666 |
0.0665 |
6.2% |
0.0070 |
0.6% |
14% |
False |
False |
24,139 |
| 60 |
1.1441 |
1.0666 |
0.0775 |
7.2% |
0.0070 |
0.6% |
12% |
False |
False |
23,041 |
| 80 |
1.1441 |
1.0666 |
0.0775 |
7.2% |
0.0067 |
0.6% |
12% |
False |
False |
18,440 |
| 100 |
1.1441 |
1.0666 |
0.0775 |
7.2% |
0.0068 |
0.6% |
12% |
False |
False |
14,762 |
| 120 |
1.1441 |
1.0666 |
0.0775 |
7.2% |
0.0067 |
0.6% |
12% |
False |
False |
12,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1005 |
|
2.618 |
1.0919 |
|
1.618 |
1.0866 |
|
1.000 |
1.0833 |
|
0.618 |
1.0813 |
|
HIGH |
1.0780 |
|
0.618 |
1.0760 |
|
0.500 |
1.0754 |
|
0.382 |
1.0747 |
|
LOW |
1.0727 |
|
0.618 |
1.0694 |
|
1.000 |
1.0674 |
|
1.618 |
1.0641 |
|
2.618 |
1.0588 |
|
4.250 |
1.0502 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0757 |
1.0748 |
| PP |
1.0755 |
1.0736 |
| S1 |
1.0754 |
1.0725 |
|