CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 26-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2021 |
26-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1058 |
1.1080 |
0.0022 |
0.2% |
1.1184 |
| High |
1.1107 |
1.1109 |
0.0002 |
0.0% |
1.1207 |
| Low |
1.1044 |
1.1017 |
-0.0027 |
-0.2% |
1.1017 |
| Close |
1.1083 |
1.1031 |
-0.0052 |
-0.5% |
1.1031 |
| Range |
0.0063 |
0.0092 |
0.0029 |
46.0% |
0.0190 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.0% |
0.0000 |
| Volume |
171 |
247 |
76 |
44.4% |
1,102 |
|
| Daily Pivots for day following 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1328 |
1.1272 |
1.1082 |
|
| R3 |
1.1236 |
1.1180 |
1.1056 |
|
| R2 |
1.1144 |
1.1144 |
1.1048 |
|
| R1 |
1.1088 |
1.1088 |
1.1039 |
1.1070 |
| PP |
1.1052 |
1.1052 |
1.1052 |
1.1044 |
| S1 |
1.0996 |
1.0996 |
1.1023 |
1.0978 |
| S2 |
1.0960 |
1.0960 |
1.1014 |
|
| S3 |
1.0868 |
1.0904 |
1.1006 |
|
| S4 |
1.0776 |
1.0812 |
1.0980 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1655 |
1.1533 |
1.1136 |
|
| R3 |
1.1465 |
1.1343 |
1.1083 |
|
| R2 |
1.1275 |
1.1275 |
1.1066 |
|
| R1 |
1.1153 |
1.1153 |
1.1048 |
1.1119 |
| PP |
1.1085 |
1.1085 |
1.1085 |
1.1068 |
| S1 |
1.0963 |
1.0963 |
1.1014 |
1.0929 |
| S2 |
1.0895 |
1.0895 |
1.0996 |
|
| S3 |
1.0705 |
1.0773 |
1.0979 |
|
| S4 |
1.0515 |
1.0583 |
1.0927 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1500 |
|
2.618 |
1.1350 |
|
1.618 |
1.1258 |
|
1.000 |
1.1201 |
|
0.618 |
1.1166 |
|
HIGH |
1.1109 |
|
0.618 |
1.1074 |
|
0.500 |
1.1063 |
|
0.382 |
1.1052 |
|
LOW |
1.1017 |
|
0.618 |
1.0960 |
|
1.000 |
1.0925 |
|
1.618 |
1.0868 |
|
2.618 |
1.0776 |
|
4.250 |
1.0626 |
|
|
| Fisher Pivots for day following 26-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1063 |
1.1063 |
| PP |
1.1052 |
1.1052 |
| S1 |
1.1042 |
1.1042 |
|