CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 25-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2021 |
25-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1078 |
1.1058 |
-0.0020 |
-0.2% |
1.1265 |
| High |
1.1086 |
1.1107 |
0.0021 |
0.2% |
1.1307 |
| Low |
1.1029 |
1.1044 |
0.0015 |
0.1% |
1.1152 |
| Close |
1.1048 |
1.1083 |
0.0035 |
0.3% |
1.1185 |
| Range |
0.0057 |
0.0063 |
0.0006 |
10.5% |
0.0155 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
542 |
171 |
-371 |
-68.5% |
1,633 |
|
| Daily Pivots for day following 25-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1267 |
1.1238 |
1.1118 |
|
| R3 |
1.1204 |
1.1175 |
1.1100 |
|
| R2 |
1.1141 |
1.1141 |
1.1095 |
|
| R1 |
1.1112 |
1.1112 |
1.1089 |
1.1127 |
| PP |
1.1078 |
1.1078 |
1.1078 |
1.1085 |
| S1 |
1.1049 |
1.1049 |
1.1077 |
1.1064 |
| S2 |
1.1015 |
1.1015 |
1.1071 |
|
| S3 |
1.0952 |
1.0986 |
1.1066 |
|
| S4 |
1.0889 |
1.0923 |
1.1048 |
|
|
| 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 |
1.1375 |
|
2.618 |
1.1272 |
|
1.618 |
1.1209 |
|
1.000 |
1.1170 |
|
0.618 |
1.1146 |
|
HIGH |
1.1107 |
|
0.618 |
1.1083 |
|
0.500 |
1.1076 |
|
0.382 |
1.1068 |
|
LOW |
1.1044 |
|
0.618 |
1.1005 |
|
1.000 |
1.0981 |
|
1.618 |
1.0942 |
|
2.618 |
1.0879 |
|
4.250 |
1.0776 |
|
|
| Fisher Pivots for day following 25-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1081 |
1.1118 |
| PP |
1.1078 |
1.1106 |
| S1 |
1.1076 |
1.1095 |
|