CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 04-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0962 |
1.0903 |
-0.0059 |
-0.5% |
1.1184 |
| High |
1.0970 |
1.0910 |
-0.0060 |
-0.5% |
1.1207 |
| Low |
1.0900 |
1.0785 |
-0.0115 |
-1.1% |
1.1017 |
| Close |
1.0904 |
1.0790 |
-0.0114 |
-1.0% |
1.1031 |
| Range |
0.0070 |
0.0125 |
0.0055 |
78.6% |
0.0190 |
| ATR |
0.0070 |
0.0074 |
0.0004 |
5.7% |
0.0000 |
| Volume |
557 |
653 |
96 |
17.2% |
1,102 |
|
| Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1203 |
1.1122 |
1.0859 |
|
| R3 |
1.1078 |
1.0997 |
1.0824 |
|
| R2 |
1.0953 |
1.0953 |
1.0813 |
|
| R1 |
1.0872 |
1.0872 |
1.0801 |
1.0850 |
| PP |
1.0828 |
1.0828 |
1.0828 |
1.0818 |
| S1 |
1.0747 |
1.0747 |
1.0779 |
1.0725 |
| S2 |
1.0703 |
1.0703 |
1.0767 |
|
| S3 |
1.0578 |
1.0622 |
1.0756 |
|
| S4 |
1.0453 |
1.0497 |
1.0721 |
|
|
| 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 |
1.1441 |
|
2.618 |
1.1237 |
|
1.618 |
1.1112 |
|
1.000 |
1.1035 |
|
0.618 |
1.0987 |
|
HIGH |
1.0910 |
|
0.618 |
1.0862 |
|
0.500 |
1.0848 |
|
0.382 |
1.0833 |
|
LOW |
1.0785 |
|
0.618 |
1.0708 |
|
1.000 |
1.0660 |
|
1.618 |
1.0583 |
|
2.618 |
1.0458 |
|
4.250 |
1.0254 |
|
|
| Fisher Pivots for day following 04-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0848 |
1.0880 |
| PP |
1.0828 |
1.0850 |
| S1 |
1.0809 |
1.0820 |
|