CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 26-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2021 |
26-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0712 |
1.0662 |
-0.0050 |
-0.5% |
1.0780 |
| High |
1.0719 |
1.0681 |
-0.0038 |
-0.4% |
1.0869 |
| Low |
1.0658 |
1.0641 |
-0.0017 |
-0.2% |
1.0641 |
| Close |
1.0670 |
1.0672 |
0.0002 |
0.0% |
1.0672 |
| Range |
0.0061 |
0.0040 |
-0.0021 |
-34.4% |
0.0228 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
15,153 |
14,691 |
-462 |
-3.0% |
98,164 |
|
| Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0785 |
1.0768 |
1.0694 |
|
| R3 |
1.0745 |
1.0728 |
1.0683 |
|
| R2 |
1.0705 |
1.0705 |
1.0679 |
|
| R1 |
1.0688 |
1.0688 |
1.0676 |
1.0697 |
| PP |
1.0665 |
1.0665 |
1.0665 |
1.0669 |
| S1 |
1.0648 |
1.0648 |
1.0668 |
1.0657 |
| S2 |
1.0625 |
1.0625 |
1.0665 |
|
| S3 |
1.0585 |
1.0608 |
1.0661 |
|
| S4 |
1.0545 |
1.0568 |
1.0650 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1411 |
1.1270 |
1.0797 |
|
| R3 |
1.1183 |
1.1042 |
1.0735 |
|
| R2 |
1.0955 |
1.0955 |
1.0714 |
|
| R1 |
1.0814 |
1.0814 |
1.0693 |
1.0771 |
| PP |
1.0727 |
1.0727 |
1.0727 |
1.0706 |
| S1 |
1.0586 |
1.0586 |
1.0651 |
1.0543 |
| S2 |
1.0499 |
1.0499 |
1.0630 |
|
| S3 |
1.0271 |
1.0358 |
1.0609 |
|
| S4 |
1.0043 |
1.0130 |
1.0547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0869 |
1.0641 |
0.0228 |
2.1% |
0.0075 |
0.7% |
14% |
False |
True |
19,632 |
| 10 |
1.0880 |
1.0641 |
0.0239 |
2.2% |
0.0076 |
0.7% |
13% |
False |
True |
20,247 |
| 20 |
1.1054 |
1.0641 |
0.0413 |
3.9% |
0.0081 |
0.8% |
8% |
False |
True |
15,029 |
| 40 |
1.1310 |
1.0641 |
0.0669 |
6.3% |
0.0073 |
0.7% |
5% |
False |
True |
7,625 |
| 60 |
1.1469 |
1.0641 |
0.0828 |
7.8% |
0.0070 |
0.7% |
4% |
False |
True |
5,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0851 |
|
2.618 |
1.0786 |
|
1.618 |
1.0746 |
|
1.000 |
1.0721 |
|
0.618 |
1.0706 |
|
HIGH |
1.0681 |
|
0.618 |
1.0666 |
|
0.500 |
1.0661 |
|
0.382 |
1.0656 |
|
LOW |
1.0641 |
|
0.618 |
1.0616 |
|
1.000 |
1.0601 |
|
1.618 |
1.0576 |
|
2.618 |
1.0536 |
|
4.250 |
1.0471 |
|
|
| Fisher Pivots for day following 26-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0668 |
1.0688 |
| PP |
1.0665 |
1.0683 |
| S1 |
1.0661 |
1.0677 |
|