CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 22-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2021 |
22-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0806 |
1.0780 |
-0.0026 |
-0.2% |
1.0786 |
| High |
1.0835 |
1.0869 |
0.0034 |
0.3% |
1.0880 |
| Low |
1.0755 |
1.0767 |
0.0012 |
0.1% |
1.0755 |
| Close |
1.0789 |
1.0854 |
0.0065 |
0.6% |
1.0789 |
| Range |
0.0080 |
0.0102 |
0.0022 |
27.5% |
0.0125 |
| ATR |
0.0078 |
0.0079 |
0.0002 |
2.2% |
0.0000 |
| Volume |
18,475 |
24,691 |
6,216 |
33.6% |
104,309 |
|
| Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1136 |
1.1097 |
1.0910 |
|
| R3 |
1.1034 |
1.0995 |
1.0882 |
|
| R2 |
1.0932 |
1.0932 |
1.0873 |
|
| R1 |
1.0893 |
1.0893 |
1.0863 |
1.0913 |
| PP |
1.0830 |
1.0830 |
1.0830 |
1.0840 |
| S1 |
1.0791 |
1.0791 |
1.0845 |
1.0811 |
| S2 |
1.0728 |
1.0728 |
1.0835 |
|
| S3 |
1.0626 |
1.0689 |
1.0826 |
|
| S4 |
1.0524 |
1.0587 |
1.0798 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1183 |
1.1111 |
1.0858 |
|
| R3 |
1.1058 |
1.0986 |
1.0823 |
|
| R2 |
1.0933 |
1.0933 |
1.0812 |
|
| R1 |
1.0861 |
1.0861 |
1.0800 |
1.0897 |
| PP |
1.0808 |
1.0808 |
1.0808 |
1.0826 |
| S1 |
1.0736 |
1.0736 |
1.0778 |
1.0772 |
| S2 |
1.0683 |
1.0683 |
1.0766 |
|
| S3 |
1.0558 |
1.0611 |
1.0755 |
|
| S4 |
1.0433 |
1.0486 |
1.0720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0880 |
1.0755 |
0.0125 |
1.2% |
0.0087 |
0.8% |
79% |
False |
False |
22,673 |
| 10 |
1.0880 |
1.0695 |
0.0185 |
1.7% |
0.0084 |
0.8% |
86% |
False |
False |
21,434 |
| 20 |
1.1207 |
1.0695 |
0.0512 |
4.7% |
0.0085 |
0.8% |
31% |
False |
False |
11,405 |
| 40 |
1.1347 |
1.0695 |
0.0652 |
6.0% |
0.0071 |
0.7% |
24% |
False |
False |
5,790 |
| 60 |
1.1469 |
1.0695 |
0.0774 |
7.1% |
0.0068 |
0.6% |
21% |
False |
False |
3,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1303 |
|
2.618 |
1.1136 |
|
1.618 |
1.1034 |
|
1.000 |
1.0971 |
|
0.618 |
1.0932 |
|
HIGH |
1.0869 |
|
0.618 |
1.0830 |
|
0.500 |
1.0818 |
|
0.382 |
1.0806 |
|
LOW |
1.0767 |
|
0.618 |
1.0704 |
|
1.000 |
1.0665 |
|
1.618 |
1.0602 |
|
2.618 |
1.0500 |
|
4.250 |
1.0334 |
|
|
| Fisher Pivots for day following 22-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0842 |
1.0841 |
| PP |
1.0830 |
1.0827 |
| S1 |
1.0818 |
1.0814 |
|