CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 18-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0836 |
1.0865 |
0.0029 |
0.3% |
1.0756 |
| High |
1.0880 |
1.0873 |
-0.0007 |
-0.1% |
1.0856 |
| Low |
1.0784 |
1.0771 |
-0.0013 |
-0.1% |
1.0695 |
| Close |
1.0870 |
1.0796 |
-0.0074 |
-0.7% |
1.0785 |
| Range |
0.0096 |
0.0102 |
0.0006 |
6.3% |
0.0161 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
2.5% |
0.0000 |
| Volume |
24,448 |
27,876 |
3,428 |
14.0% |
90,645 |
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1119 |
1.1060 |
1.0852 |
|
| R3 |
1.1017 |
1.0958 |
1.0824 |
|
| R2 |
1.0915 |
1.0915 |
1.0815 |
|
| R1 |
1.0856 |
1.0856 |
1.0805 |
1.0835 |
| PP |
1.0813 |
1.0813 |
1.0813 |
1.0803 |
| S1 |
1.0754 |
1.0754 |
1.0787 |
1.0733 |
| S2 |
1.0711 |
1.0711 |
1.0777 |
|
| S3 |
1.0609 |
1.0652 |
1.0768 |
|
| S4 |
1.0507 |
1.0550 |
1.0740 |
|
|
| 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 |
1.0880 |
1.0750 |
0.0130 |
1.2% |
0.0079 |
0.7% |
35% |
False |
False |
22,898 |
| 10 |
1.0880 |
1.0695 |
0.0185 |
1.7% |
0.0081 |
0.7% |
55% |
False |
False |
18,012 |
| 20 |
1.1227 |
1.0695 |
0.0532 |
4.9% |
0.0083 |
0.8% |
19% |
False |
False |
9,254 |
| 40 |
1.1359 |
1.0695 |
0.0664 |
6.2% |
0.0069 |
0.6% |
15% |
False |
False |
4,712 |
| 60 |
1.1469 |
1.0695 |
0.0774 |
7.2% |
0.0067 |
0.6% |
13% |
False |
False |
3,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1307 |
|
2.618 |
1.1140 |
|
1.618 |
1.1038 |
|
1.000 |
1.0975 |
|
0.618 |
1.0936 |
|
HIGH |
1.0873 |
|
0.618 |
1.0834 |
|
0.500 |
1.0822 |
|
0.382 |
1.0810 |
|
LOW |
1.0771 |
|
0.618 |
1.0708 |
|
1.000 |
1.0669 |
|
1.618 |
1.0606 |
|
2.618 |
1.0504 |
|
4.250 |
1.0338 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0822 |
1.0826 |
| PP |
1.0813 |
1.0816 |
| S1 |
1.0805 |
1.0806 |
|