CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 05-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1364 |
1.1442 |
0.0078 |
0.7% |
1.1299 |
| High |
1.1434 |
1.1446 |
0.0012 |
0.1% |
1.1423 |
| Low |
1.1364 |
1.1395 |
0.0031 |
0.3% |
1.1273 |
| Close |
1.1408 |
1.1444 |
0.0036 |
0.3% |
1.1352 |
| Range |
0.0070 |
0.0051 |
-0.0019 |
-27.1% |
0.0150 |
| ATR |
0.0058 |
0.0058 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
6 |
8 |
2 |
33.3% |
15 |
|
| Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1581 |
1.1564 |
1.1472 |
|
| R3 |
1.1530 |
1.1513 |
1.1458 |
|
| R2 |
1.1479 |
1.1479 |
1.1453 |
|
| R1 |
1.1462 |
1.1462 |
1.1449 |
1.1471 |
| PP |
1.1428 |
1.1428 |
1.1428 |
1.1433 |
| S1 |
1.1411 |
1.1411 |
1.1439 |
1.1420 |
| S2 |
1.1377 |
1.1377 |
1.1435 |
|
| S3 |
1.1326 |
1.1360 |
1.1430 |
|
| S4 |
1.1275 |
1.1309 |
1.1416 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1799 |
1.1726 |
1.1435 |
|
| R3 |
1.1649 |
1.1576 |
1.1393 |
|
| R2 |
1.1499 |
1.1499 |
1.1380 |
|
| R1 |
1.1426 |
1.1426 |
1.1366 |
1.1463 |
| PP |
1.1349 |
1.1349 |
1.1349 |
1.1368 |
| S1 |
1.1276 |
1.1276 |
1.1338 |
1.1313 |
| S2 |
1.1199 |
1.1199 |
1.1325 |
|
| S3 |
1.1049 |
1.1126 |
1.1311 |
|
| S4 |
1.0899 |
1.0976 |
1.1270 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1663 |
|
2.618 |
1.1580 |
|
1.618 |
1.1529 |
|
1.000 |
1.1497 |
|
0.618 |
1.1478 |
|
HIGH |
1.1446 |
|
0.618 |
1.1427 |
|
0.500 |
1.1421 |
|
0.382 |
1.1414 |
|
LOW |
1.1395 |
|
0.618 |
1.1363 |
|
1.000 |
1.1344 |
|
1.618 |
1.1312 |
|
2.618 |
1.1261 |
|
4.250 |
1.1178 |
|
|
| Fisher Pivots for day following 05-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1436 |
1.1427 |
| PP |
1.1428 |
1.1411 |
| S1 |
1.1421 |
1.1394 |
|