CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 22-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2021 |
22-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1191 |
1.1184 |
-0.0007 |
-0.1% |
1.1265 |
| High |
1.1227 |
1.1207 |
-0.0020 |
-0.2% |
1.1307 |
| Low |
1.1180 |
1.1116 |
-0.0064 |
-0.6% |
1.1152 |
| Close |
1.1185 |
1.1201 |
0.0016 |
0.1% |
1.1185 |
| Range |
0.0047 |
0.0091 |
0.0044 |
93.6% |
0.0155 |
| ATR |
0.0058 |
0.0061 |
0.0002 |
4.0% |
0.0000 |
| Volume |
33 |
100 |
67 |
203.0% |
1,633 |
|
| Daily Pivots for day following 22-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1415 |
1.1251 |
|
| R3 |
1.1357 |
1.1324 |
1.1226 |
|
| R2 |
1.1266 |
1.1266 |
1.1218 |
|
| R1 |
1.1233 |
1.1233 |
1.1209 |
1.1250 |
| PP |
1.1175 |
1.1175 |
1.1175 |
1.1183 |
| S1 |
1.1142 |
1.1142 |
1.1193 |
1.1159 |
| S2 |
1.1084 |
1.1084 |
1.1184 |
|
| S3 |
1.0993 |
1.1051 |
1.1176 |
|
| S4 |
1.0902 |
1.0960 |
1.1151 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1680 |
1.1587 |
1.1270 |
|
| R3 |
1.1525 |
1.1432 |
1.1228 |
|
| R2 |
1.1370 |
1.1370 |
1.1213 |
|
| R1 |
1.1277 |
1.1277 |
1.1199 |
1.1246 |
| PP |
1.1215 |
1.1215 |
1.1215 |
1.1199 |
| S1 |
1.1122 |
1.1122 |
1.1171 |
1.1091 |
| S2 |
1.1060 |
1.1060 |
1.1157 |
|
| S3 |
1.0905 |
1.0967 |
1.1142 |
|
| S4 |
1.0750 |
1.0812 |
1.1100 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1594 |
|
2.618 |
1.1445 |
|
1.618 |
1.1354 |
|
1.000 |
1.1298 |
|
0.618 |
1.1263 |
|
HIGH |
1.1207 |
|
0.618 |
1.1172 |
|
0.500 |
1.1162 |
|
0.382 |
1.1151 |
|
LOW |
1.1116 |
|
0.618 |
1.1060 |
|
1.000 |
1.1025 |
|
1.618 |
1.0969 |
|
2.618 |
1.0878 |
|
4.250 |
1.0729 |
|
|
| Fisher Pivots for day following 22-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1188 |
1.1191 |
| PP |
1.1175 |
1.1181 |
| S1 |
1.1162 |
1.1172 |
|