CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 09-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2021 |
09-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0756 |
1.0706 |
-0.0050 |
-0.5% |
1.1036 |
| High |
1.0783 |
1.0810 |
0.0027 |
0.3% |
1.1054 |
| Low |
1.0702 |
1.0695 |
-0.0007 |
-0.1% |
1.0759 |
| Close |
1.0722 |
1.0802 |
0.0080 |
0.7% |
1.0772 |
| Range |
0.0081 |
0.0115 |
0.0034 |
42.0% |
0.0295 |
| ATR |
0.0074 |
0.0077 |
0.0003 |
4.0% |
0.0000 |
| Volume |
5,303 |
9,332 |
4,029 |
76.0% |
7,467 |
|
| Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1114 |
1.1073 |
1.0865 |
|
| R3 |
1.0999 |
1.0958 |
1.0834 |
|
| R2 |
1.0884 |
1.0884 |
1.0823 |
|
| R1 |
1.0843 |
1.0843 |
1.0813 |
1.0864 |
| PP |
1.0769 |
1.0769 |
1.0769 |
1.0779 |
| S1 |
1.0728 |
1.0728 |
1.0791 |
1.0749 |
| S2 |
1.0654 |
1.0654 |
1.0781 |
|
| S3 |
1.0539 |
1.0613 |
1.0770 |
|
| S4 |
1.0424 |
1.0498 |
1.0739 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0970 |
1.0695 |
0.0275 |
2.5% |
0.0092 |
0.9% |
39% |
False |
True |
3,898 |
| 10 |
1.1109 |
1.0695 |
0.0414 |
3.8% |
0.0085 |
0.8% |
26% |
False |
True |
2,306 |
| 20 |
1.1307 |
1.0695 |
0.0612 |
5.7% |
0.0076 |
0.7% |
17% |
False |
True |
1,260 |
| 40 |
1.1359 |
1.0695 |
0.0664 |
6.1% |
0.0067 |
0.6% |
16% |
False |
True |
669 |
| 60 |
1.1469 |
1.0695 |
0.0774 |
7.2% |
0.0062 |
0.6% |
14% |
False |
True |
447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1299 |
|
2.618 |
1.1111 |
|
1.618 |
1.0996 |
|
1.000 |
1.0925 |
|
0.618 |
1.0881 |
|
HIGH |
1.0810 |
|
0.618 |
1.0766 |
|
0.500 |
1.0753 |
|
0.382 |
1.0739 |
|
LOW |
1.0695 |
|
0.618 |
1.0624 |
|
1.000 |
1.0580 |
|
1.618 |
1.0509 |
|
2.618 |
1.0394 |
|
4.250 |
1.0206 |
|
|
| Fisher Pivots for day following 09-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0786 |
1.0789 |
| PP |
1.0769 |
1.0775 |
| S1 |
1.0753 |
1.0762 |
|