CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 05-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0903 |
1.0796 |
-0.0107 |
-1.0% |
1.1036 |
| High |
1.0910 |
1.0829 |
-0.0081 |
-0.7% |
1.1054 |
| Low |
1.0785 |
1.0759 |
-0.0026 |
-0.2% |
1.0759 |
| Close |
1.0790 |
1.0772 |
-0.0018 |
-0.2% |
1.0772 |
| Range |
0.0125 |
0.0070 |
-0.0055 |
-44.0% |
0.0295 |
| ATR |
0.0074 |
0.0073 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
653 |
3,646 |
2,993 |
458.3% |
7,467 |
|
| Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0997 |
1.0954 |
1.0811 |
|
| R3 |
1.0927 |
1.0884 |
1.0791 |
|
| R2 |
1.0857 |
1.0857 |
1.0785 |
|
| R1 |
1.0814 |
1.0814 |
1.0778 |
1.0801 |
| PP |
1.0787 |
1.0787 |
1.0787 |
1.0780 |
| S1 |
1.0744 |
1.0744 |
1.0766 |
1.0731 |
| S2 |
1.0717 |
1.0717 |
1.0759 |
|
| S3 |
1.0647 |
1.0674 |
1.0753 |
|
| S4 |
1.0577 |
1.0604 |
1.0734 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1747 |
1.1554 |
1.0934 |
|
| R3 |
1.1452 |
1.1259 |
1.0853 |
|
| R2 |
1.1157 |
1.1157 |
1.0826 |
|
| R1 |
1.0964 |
1.0964 |
1.0799 |
1.0913 |
| PP |
1.0862 |
1.0862 |
1.0862 |
1.0836 |
| S1 |
1.0669 |
1.0669 |
1.0745 |
1.0618 |
| S2 |
1.0567 |
1.0567 |
1.0718 |
|
| S3 |
1.0272 |
1.0374 |
1.0691 |
|
| S4 |
0.9977 |
1.0079 |
1.0610 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1127 |
|
2.618 |
1.1012 |
|
1.618 |
1.0942 |
|
1.000 |
1.0899 |
|
0.618 |
1.0872 |
|
HIGH |
1.0829 |
|
0.618 |
1.0802 |
|
0.500 |
1.0794 |
|
0.382 |
1.0786 |
|
LOW |
1.0759 |
|
0.618 |
1.0716 |
|
1.000 |
1.0689 |
|
1.618 |
1.0646 |
|
2.618 |
1.0576 |
|
4.250 |
1.0462 |
|
|
| Fisher Pivots for day following 05-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0794 |
1.0865 |
| PP |
1.0787 |
1.0834 |
| S1 |
1.0779 |
1.0803 |
|