CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 08-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0796 |
1.0756 |
-0.0040 |
-0.4% |
1.1036 |
| High |
1.0829 |
1.0783 |
-0.0046 |
-0.4% |
1.1054 |
| Low |
1.0759 |
1.0702 |
-0.0057 |
-0.5% |
1.0759 |
| Close |
1.0772 |
1.0722 |
-0.0050 |
-0.5% |
1.0772 |
| Range |
0.0070 |
0.0081 |
0.0011 |
15.7% |
0.0295 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
0.8% |
0.0000 |
| Volume |
3,646 |
5,303 |
1,657 |
45.4% |
7,467 |
|
| Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0979 |
1.0931 |
1.0767 |
|
| R3 |
1.0898 |
1.0850 |
1.0744 |
|
| R2 |
1.0817 |
1.0817 |
1.0737 |
|
| R1 |
1.0769 |
1.0769 |
1.0729 |
1.0753 |
| PP |
1.0736 |
1.0736 |
1.0736 |
1.0727 |
| S1 |
1.0688 |
1.0688 |
1.0715 |
1.0672 |
| S2 |
1.0655 |
1.0655 |
1.0707 |
|
| S3 |
1.0574 |
1.0607 |
1.0700 |
|
| S4 |
1.0493 |
1.0526 |
1.0677 |
|
|
| 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 |
1.0995 |
|
1.618 |
1.0914 |
|
1.000 |
1.0864 |
|
0.618 |
1.0833 |
|
HIGH |
1.0783 |
|
0.618 |
1.0752 |
|
0.500 |
1.0743 |
|
0.382 |
1.0733 |
|
LOW |
1.0702 |
|
0.618 |
1.0652 |
|
1.000 |
1.0621 |
|
1.618 |
1.0571 |
|
2.618 |
1.0490 |
|
4.250 |
1.0358 |
|
|
| Fisher Pivots for day following 08-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0743 |
1.0806 |
| PP |
1.0736 |
1.0778 |
| S1 |
1.0729 |
1.0750 |
|