CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 25-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2021 |
25-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0732 |
1.0712 |
-0.0020 |
-0.2% |
1.0786 |
| High |
1.0735 |
1.0719 |
-0.0016 |
-0.1% |
1.0880 |
| Low |
1.0697 |
1.0658 |
-0.0039 |
-0.4% |
1.0755 |
| Close |
1.0714 |
1.0670 |
-0.0044 |
-0.4% |
1.0789 |
| Range |
0.0038 |
0.0061 |
0.0023 |
60.5% |
0.0125 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
16,724 |
15,153 |
-1,571 |
-9.4% |
104,309 |
|
| Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0865 |
1.0829 |
1.0704 |
|
| R3 |
1.0804 |
1.0768 |
1.0687 |
|
| R2 |
1.0743 |
1.0743 |
1.0681 |
|
| R1 |
1.0707 |
1.0707 |
1.0676 |
1.0695 |
| PP |
1.0682 |
1.0682 |
1.0682 |
1.0676 |
| S1 |
1.0646 |
1.0646 |
1.0664 |
1.0634 |
| S2 |
1.0621 |
1.0621 |
1.0659 |
|
| S3 |
1.0560 |
1.0585 |
1.0653 |
|
| S4 |
1.0499 |
1.0524 |
1.0636 |
|
|
| 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 |
1.0869 |
1.0658 |
0.0211 |
2.0% |
0.0083 |
0.8% |
6% |
False |
True |
20,389 |
| 10 |
1.0880 |
1.0658 |
0.0222 |
2.1% |
0.0081 |
0.8% |
5% |
False |
True |
21,643 |
| 20 |
1.1109 |
1.0658 |
0.0451 |
4.2% |
0.0084 |
0.8% |
3% |
False |
True |
14,307 |
| 40 |
1.1317 |
1.0658 |
0.0659 |
6.2% |
0.0073 |
0.7% |
2% |
False |
True |
7,258 |
| 60 |
1.1469 |
1.0658 |
0.0811 |
7.6% |
0.0070 |
0.7% |
1% |
False |
True |
4,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0978 |
|
2.618 |
1.0879 |
|
1.618 |
1.0818 |
|
1.000 |
1.0780 |
|
0.618 |
1.0757 |
|
HIGH |
1.0719 |
|
0.618 |
1.0696 |
|
0.500 |
1.0689 |
|
0.382 |
1.0681 |
|
LOW |
1.0658 |
|
0.618 |
1.0620 |
|
1.000 |
1.0597 |
|
1.618 |
1.0559 |
|
2.618 |
1.0498 |
|
4.250 |
1.0399 |
|
|
| Fisher Pivots for day following 25-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0689 |
1.0758 |
| PP |
1.0682 |
1.0729 |
| S1 |
1.0676 |
1.0699 |
|