CME Swiss Franc Future March 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 |
1.1340 |
1.1366 |
0.0026 |
0.2% |
1.1256 |
| High |
1.1406 |
1.1417 |
0.0011 |
0.1% |
1.1395 |
| Low |
1.1328 |
1.1364 |
0.0036 |
0.3% |
1.1241 |
| Close |
1.1378 |
1.1414 |
0.0036 |
0.3% |
1.1322 |
| Range |
0.0078 |
0.0053 |
-0.0025 |
-32.1% |
0.0154 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
23,569 |
17,924 |
-5,645 |
-24.0% |
86,624 |
|
| Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1557 |
1.1539 |
1.1443 |
|
| R3 |
1.1504 |
1.1486 |
1.1429 |
|
| R2 |
1.1451 |
1.1451 |
1.1424 |
|
| R1 |
1.1433 |
1.1433 |
1.1419 |
1.1442 |
| PP |
1.1398 |
1.1398 |
1.1398 |
1.1403 |
| S1 |
1.1380 |
1.1380 |
1.1409 |
1.1389 |
| S2 |
1.1345 |
1.1345 |
1.1404 |
|
| S3 |
1.1292 |
1.1327 |
1.1399 |
|
| S4 |
1.1239 |
1.1274 |
1.1385 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1781 |
1.1706 |
1.1407 |
|
| R3 |
1.1627 |
1.1552 |
1.1364 |
|
| R2 |
1.1473 |
1.1473 |
1.1350 |
|
| R1 |
1.1398 |
1.1398 |
1.1336 |
1.1436 |
| PP |
1.1319 |
1.1319 |
1.1319 |
1.1338 |
| S1 |
1.1244 |
1.1244 |
1.1308 |
1.1282 |
| S2 |
1.1165 |
1.1165 |
1.1294 |
|
| S3 |
1.1011 |
1.1090 |
1.1280 |
|
| S4 |
1.0857 |
1.0936 |
1.1237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1417 |
1.1274 |
0.0143 |
1.3% |
0.0070 |
0.6% |
98% |
True |
False |
22,578 |
| 10 |
1.1417 |
1.1241 |
0.0176 |
1.5% |
0.0070 |
0.6% |
98% |
True |
False |
19,593 |
| 20 |
1.1417 |
1.1215 |
0.0202 |
1.8% |
0.0065 |
0.6% |
99% |
True |
False |
20,397 |
| 40 |
1.1417 |
1.0922 |
0.0495 |
4.3% |
0.0067 |
0.6% |
99% |
True |
False |
10,370 |
| 60 |
1.1417 |
1.0911 |
0.0506 |
4.4% |
0.0065 |
0.6% |
99% |
True |
False |
6,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1642 |
|
2.618 |
1.1556 |
|
1.618 |
1.1503 |
|
1.000 |
1.1470 |
|
0.618 |
1.1450 |
|
HIGH |
1.1417 |
|
0.618 |
1.1397 |
|
0.500 |
1.1391 |
|
0.382 |
1.1384 |
|
LOW |
1.1364 |
|
0.618 |
1.1331 |
|
1.000 |
1.1311 |
|
1.618 |
1.1278 |
|
2.618 |
1.1225 |
|
4.250 |
1.1139 |
|
|
| Fisher Pivots for day following 05-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1406 |
1.1397 |
| PP |
1.1398 |
1.1381 |
| S1 |
1.1391 |
1.1364 |
|