CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 29-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2021 |
29-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0662 |
1.0670 |
0.0008 |
0.1% |
1.0780 |
| High |
1.0681 |
1.0695 |
0.0014 |
0.1% |
1.0869 |
| Low |
1.0641 |
1.0655 |
0.0014 |
0.1% |
1.0641 |
| Close |
1.0672 |
1.0670 |
-0.0002 |
0.0% |
1.0672 |
| Range |
0.0040 |
0.0040 |
0.0000 |
0.0% |
0.0228 |
| ATR |
0.0076 |
0.0073 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
14,691 |
14,487 |
-204 |
-1.4% |
98,164 |
|
| Daily Pivots for day following 29-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0793 |
1.0772 |
1.0692 |
|
| R3 |
1.0753 |
1.0732 |
1.0681 |
|
| R2 |
1.0713 |
1.0713 |
1.0677 |
|
| R1 |
1.0692 |
1.0692 |
1.0674 |
1.0690 |
| PP |
1.0673 |
1.0673 |
1.0673 |
1.0673 |
| S1 |
1.0652 |
1.0652 |
1.0666 |
1.0650 |
| S2 |
1.0633 |
1.0633 |
1.0663 |
|
| S3 |
1.0593 |
1.0612 |
1.0659 |
|
| S4 |
1.0553 |
1.0572 |
1.0648 |
|
|
| 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 |
1.0858 |
1.0641 |
0.0217 |
2.0% |
0.0063 |
0.6% |
13% |
False |
False |
17,592 |
| 10 |
1.0880 |
1.0641 |
0.0239 |
2.2% |
0.0075 |
0.7% |
12% |
False |
False |
20,132 |
| 20 |
1.0975 |
1.0641 |
0.0334 |
3.1% |
0.0078 |
0.7% |
9% |
False |
False |
15,669 |
| 40 |
1.1307 |
1.0641 |
0.0666 |
6.2% |
0.0073 |
0.7% |
4% |
False |
False |
7,986 |
| 60 |
1.1469 |
1.0641 |
0.0828 |
7.8% |
0.0070 |
0.7% |
4% |
False |
False |
5,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0865 |
|
2.618 |
1.0800 |
|
1.618 |
1.0760 |
|
1.000 |
1.0735 |
|
0.618 |
1.0720 |
|
HIGH |
1.0695 |
|
0.618 |
1.0680 |
|
0.500 |
1.0675 |
|
0.382 |
1.0670 |
|
LOW |
1.0655 |
|
0.618 |
1.0630 |
|
1.000 |
1.0615 |
|
1.618 |
1.0590 |
|
2.618 |
1.0550 |
|
4.250 |
1.0485 |
|
|
| Fisher Pivots for day following 29-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0675 |
1.0680 |
| PP |
1.0673 |
1.0677 |
| S1 |
1.0672 |
1.0673 |
|