CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 03-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2021 |
03-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0960 |
1.0962 |
0.0002 |
0.0% |
1.1184 |
| High |
1.0975 |
1.0970 |
-0.0005 |
0.0% |
1.1207 |
| Low |
1.0908 |
1.0900 |
-0.0008 |
-0.1% |
1.1017 |
| Close |
1.0969 |
1.0904 |
-0.0065 |
-0.6% |
1.1031 |
| Range |
0.0067 |
0.0070 |
0.0003 |
4.5% |
0.0190 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.1% |
0.0000 |
| Volume |
924 |
557 |
-367 |
-39.7% |
1,102 |
|
| Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1135 |
1.1089 |
1.0943 |
|
| R3 |
1.1065 |
1.1019 |
1.0923 |
|
| R2 |
1.0995 |
1.0995 |
1.0917 |
|
| R1 |
1.0949 |
1.0949 |
1.0910 |
1.0937 |
| PP |
1.0925 |
1.0925 |
1.0925 |
1.0919 |
| S1 |
1.0879 |
1.0879 |
1.0898 |
1.0867 |
| S2 |
1.0855 |
1.0855 |
1.0891 |
|
| S3 |
1.0785 |
1.0809 |
1.0885 |
|
| S4 |
1.0715 |
1.0739 |
1.0866 |
|
|
| 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 |
1.1268 |
|
2.618 |
1.1153 |
|
1.618 |
1.1083 |
|
1.000 |
1.1040 |
|
0.618 |
1.1013 |
|
HIGH |
1.0970 |
|
0.618 |
1.0943 |
|
0.500 |
1.0935 |
|
0.382 |
1.0927 |
|
LOW |
1.0900 |
|
0.618 |
1.0857 |
|
1.000 |
1.0830 |
|
1.618 |
1.0787 |
|
2.618 |
1.0717 |
|
4.250 |
1.0603 |
|
|
| Fisher Pivots for day following 03-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0935 |
1.0977 |
| PP |
1.0925 |
1.0953 |
| S1 |
1.0914 |
1.0928 |
|