CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 23-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0780 |
1.0857 |
0.0077 |
0.7% |
1.0786 |
| High |
1.0869 |
1.0858 |
-0.0011 |
-0.1% |
1.0880 |
| Low |
1.0767 |
1.0723 |
-0.0044 |
-0.4% |
1.0755 |
| Close |
1.0854 |
1.0732 |
-0.0122 |
-1.1% |
1.0789 |
| Range |
0.0102 |
0.0135 |
0.0033 |
32.4% |
0.0125 |
| ATR |
0.0079 |
0.0083 |
0.0004 |
5.0% |
0.0000 |
| Volume |
24,691 |
26,905 |
2,214 |
9.0% |
104,309 |
|
| Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1176 |
1.1089 |
1.0806 |
|
| R3 |
1.1041 |
1.0954 |
1.0769 |
|
| R2 |
1.0906 |
1.0906 |
1.0757 |
|
| R1 |
1.0819 |
1.0819 |
1.0744 |
1.0795 |
| PP |
1.0771 |
1.0771 |
1.0771 |
1.0759 |
| S1 |
1.0684 |
1.0684 |
1.0720 |
1.0660 |
| S2 |
1.0636 |
1.0636 |
1.0707 |
|
| S3 |
1.0501 |
1.0549 |
1.0695 |
|
| S4 |
1.0366 |
1.0414 |
1.0658 |
|
|
| 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 |
1.0723 |
0.0157 |
1.5% |
0.0103 |
1.0% |
6% |
False |
True |
24,479 |
| 10 |
1.0880 |
1.0723 |
0.0157 |
1.5% |
0.0086 |
0.8% |
6% |
False |
True |
23,191 |
| 20 |
1.1109 |
1.0695 |
0.0414 |
3.9% |
0.0085 |
0.8% |
9% |
False |
False |
12,748 |
| 40 |
1.1329 |
1.0695 |
0.0634 |
5.9% |
0.0074 |
0.7% |
6% |
False |
False |
6,462 |
| 60 |
1.1469 |
1.0695 |
0.0774 |
7.2% |
0.0070 |
0.7% |
5% |
False |
False |
4,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1432 |
|
2.618 |
1.1211 |
|
1.618 |
1.1076 |
|
1.000 |
1.0993 |
|
0.618 |
1.0941 |
|
HIGH |
1.0858 |
|
0.618 |
1.0806 |
|
0.500 |
1.0791 |
|
0.382 |
1.0775 |
|
LOW |
1.0723 |
|
0.618 |
1.0640 |
|
1.000 |
1.0588 |
|
1.618 |
1.0505 |
|
2.618 |
1.0370 |
|
4.250 |
1.0149 |
|
|
| Fisher Pivots for day following 23-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0791 |
1.0796 |
| PP |
1.0771 |
1.0775 |
| S1 |
1.0752 |
1.0753 |
|