CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0842 |
1.0786 |
-0.0056 |
-0.5% |
1.0756 |
| High |
1.0844 |
1.0818 |
-0.0026 |
-0.2% |
1.0856 |
| Low |
1.0750 |
1.0766 |
0.0016 |
0.1% |
1.0695 |
| Close |
1.0785 |
1.0801 |
0.0016 |
0.1% |
1.0785 |
| Range |
0.0094 |
0.0052 |
-0.0042 |
-44.7% |
0.0161 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
28,657 |
15,635 |
-13,022 |
-45.4% |
90,645 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0951 |
1.0928 |
1.0830 |
|
| R3 |
1.0899 |
1.0876 |
1.0815 |
|
| R2 |
1.0847 |
1.0847 |
1.0811 |
|
| R1 |
1.0824 |
1.0824 |
1.0806 |
1.0836 |
| PP |
1.0795 |
1.0795 |
1.0795 |
1.0801 |
| S1 |
1.0772 |
1.0772 |
1.0796 |
1.0784 |
| S2 |
1.0743 |
1.0743 |
1.0791 |
|
| S3 |
1.0691 |
1.0720 |
1.0787 |
|
| S4 |
1.0639 |
1.0668 |
1.0772 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1262 |
1.1184 |
1.0874 |
|
| R3 |
1.1101 |
1.1023 |
1.0829 |
|
| R2 |
1.0940 |
1.0940 |
1.0815 |
|
| R1 |
1.0862 |
1.0862 |
1.0800 |
1.0901 |
| PP |
1.0779 |
1.0779 |
1.0779 |
1.0798 |
| S1 |
1.0701 |
1.0701 |
1.0770 |
1.0740 |
| S2 |
1.0618 |
1.0618 |
1.0755 |
|
| S3 |
1.0457 |
1.0540 |
1.0741 |
|
| S4 |
1.0296 |
1.0379 |
1.0696 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0856 |
1.0695 |
0.0161 |
1.5% |
0.0081 |
0.7% |
66% |
False |
False |
20,195 |
| 10 |
1.0975 |
1.0695 |
0.0280 |
2.6% |
0.0082 |
0.8% |
38% |
False |
False |
11,206 |
| 20 |
1.1307 |
1.0695 |
0.0612 |
5.7% |
0.0080 |
0.7% |
17% |
False |
False |
5,824 |
| 40 |
1.1359 |
1.0695 |
0.0664 |
6.1% |
0.0068 |
0.6% |
16% |
False |
False |
2,958 |
| 60 |
1.1469 |
1.0695 |
0.0774 |
7.2% |
0.0065 |
0.6% |
14% |
False |
False |
1,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1039 |
|
2.618 |
1.0954 |
|
1.618 |
1.0902 |
|
1.000 |
1.0870 |
|
0.618 |
1.0850 |
|
HIGH |
1.0818 |
|
0.618 |
1.0798 |
|
0.500 |
1.0792 |
|
0.382 |
1.0786 |
|
LOW |
1.0766 |
|
0.618 |
1.0734 |
|
1.000 |
1.0714 |
|
1.618 |
1.0682 |
|
2.618 |
1.0630 |
|
4.250 |
1.0545 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0798 |
1.0803 |
| PP |
1.0795 |
1.0802 |
| S1 |
1.0792 |
1.0802 |
|