CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 02-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2021 |
02-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1036 |
1.0960 |
-0.0076 |
-0.7% |
1.1184 |
| High |
1.1054 |
1.0975 |
-0.0079 |
-0.7% |
1.1207 |
| Low |
1.0949 |
1.0908 |
-0.0041 |
-0.4% |
1.1017 |
| Close |
1.0958 |
1.0969 |
0.0011 |
0.1% |
1.1031 |
| Range |
0.0105 |
0.0067 |
-0.0038 |
-36.2% |
0.0190 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1,687 |
924 |
-763 |
-45.2% |
1,102 |
|
| Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1152 |
1.1127 |
1.1006 |
|
| R3 |
1.1085 |
1.1060 |
1.0987 |
|
| R2 |
1.1018 |
1.1018 |
1.0981 |
|
| R1 |
1.0993 |
1.0993 |
1.0975 |
1.1006 |
| PP |
1.0951 |
1.0951 |
1.0951 |
1.0957 |
| S1 |
1.0926 |
1.0926 |
1.0963 |
1.0939 |
| S2 |
1.0884 |
1.0884 |
1.0957 |
|
| S3 |
1.0817 |
1.0859 |
1.0951 |
|
| S4 |
1.0750 |
1.0792 |
1.0932 |
|
|
| 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 |
1.1260 |
|
2.618 |
1.1150 |
|
1.618 |
1.1083 |
|
1.000 |
1.1042 |
|
0.618 |
1.1016 |
|
HIGH |
1.0975 |
|
0.618 |
1.0949 |
|
0.500 |
1.0942 |
|
0.382 |
1.0934 |
|
LOW |
1.0908 |
|
0.618 |
1.0867 |
|
1.000 |
1.0841 |
|
1.618 |
1.0800 |
|
2.618 |
1.0733 |
|
4.250 |
1.0623 |
|
|
| Fisher Pivots for day following 02-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0960 |
1.1009 |
| PP |
1.0951 |
1.0995 |
| S1 |
1.0942 |
1.0982 |
|