CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 11-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0779 |
1.0758 |
-0.0021 |
-0.2% |
1.1009 |
| High |
1.0780 |
1.0829 |
0.0049 |
0.5% |
1.1027 |
| Low |
1.0727 |
1.0743 |
0.0016 |
0.1% |
1.0732 |
| Close |
1.0759 |
1.0819 |
0.0060 |
0.6% |
1.0745 |
| Range |
0.0053 |
0.0086 |
0.0033 |
62.3% |
0.0295 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
0.8% |
0.0000 |
| Volume |
36,872 |
36,123 |
-749 |
-2.0% |
149,766 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1055 |
1.1023 |
1.0866 |
|
| R3 |
1.0969 |
1.0937 |
1.0843 |
|
| R2 |
1.0883 |
1.0883 |
1.0835 |
|
| R1 |
1.0851 |
1.0851 |
1.0827 |
1.0867 |
| PP |
1.0797 |
1.0797 |
1.0797 |
1.0805 |
| S1 |
1.0765 |
1.0765 |
1.0811 |
1.0781 |
| S2 |
1.0711 |
1.0711 |
1.0803 |
|
| S3 |
1.0625 |
1.0679 |
1.0795 |
|
| S4 |
1.0539 |
1.0593 |
1.0772 |
|
|
| 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 |
1.0829 |
1.0666 |
0.0163 |
1.5% |
0.0082 |
0.8% |
94% |
True |
False |
33,859 |
| 10 |
1.1081 |
1.0666 |
0.0415 |
3.8% |
0.0087 |
0.8% |
37% |
False |
False |
31,936 |
| 20 |
1.1280 |
1.0666 |
0.0614 |
5.7% |
0.0078 |
0.7% |
25% |
False |
False |
29,260 |
| 40 |
1.1331 |
1.0666 |
0.0665 |
6.1% |
0.0070 |
0.6% |
23% |
False |
False |
24,679 |
| 60 |
1.1441 |
1.0666 |
0.0775 |
7.2% |
0.0070 |
0.6% |
20% |
False |
False |
23,252 |
| 80 |
1.1441 |
1.0666 |
0.0775 |
7.2% |
0.0068 |
0.6% |
20% |
False |
False |
18,891 |
| 100 |
1.1441 |
1.0666 |
0.0775 |
7.2% |
0.0068 |
0.6% |
20% |
False |
False |
15,123 |
| 120 |
1.1441 |
1.0666 |
0.0775 |
7.2% |
0.0067 |
0.6% |
20% |
False |
False |
12,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1195 |
|
2.618 |
1.1054 |
|
1.618 |
1.0968 |
|
1.000 |
1.0915 |
|
0.618 |
1.0882 |
|
HIGH |
1.0829 |
|
0.618 |
1.0796 |
|
0.500 |
1.0786 |
|
0.382 |
1.0776 |
|
LOW |
1.0743 |
|
0.618 |
1.0690 |
|
1.000 |
1.0657 |
|
1.618 |
1.0604 |
|
2.618 |
1.0518 |
|
4.250 |
1.0378 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0808 |
1.0795 |
| PP |
1.0797 |
1.0771 |
| S1 |
1.0786 |
1.0748 |
|