CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 06-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1366 |
1.1407 |
0.0041 |
0.4% |
1.1256 |
| High |
1.1417 |
1.1441 |
0.0024 |
0.2% |
1.1395 |
| Low |
1.1364 |
1.1358 |
-0.0006 |
-0.1% |
1.1241 |
| Close |
1.1414 |
1.1390 |
-0.0024 |
-0.2% |
1.1322 |
| Range |
0.0053 |
0.0083 |
0.0030 |
56.6% |
0.0154 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.6% |
0.0000 |
| Volume |
17,924 |
25,519 |
7,595 |
42.4% |
86,624 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1645 |
1.1601 |
1.1436 |
|
| R3 |
1.1562 |
1.1518 |
1.1413 |
|
| R2 |
1.1479 |
1.1479 |
1.1405 |
|
| R1 |
1.1435 |
1.1435 |
1.1398 |
1.1416 |
| PP |
1.1396 |
1.1396 |
1.1396 |
1.1387 |
| S1 |
1.1352 |
1.1352 |
1.1382 |
1.1333 |
| S2 |
1.1313 |
1.1313 |
1.1375 |
|
| S3 |
1.1230 |
1.1269 |
1.1367 |
|
| S4 |
1.1147 |
1.1186 |
1.1344 |
|
|
| 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 |
1.1441 |
1.1311 |
0.0130 |
1.1% |
0.0071 |
0.6% |
61% |
True |
False |
22,666 |
| 10 |
1.1441 |
1.1241 |
0.0200 |
1.8% |
0.0068 |
0.6% |
75% |
True |
False |
19,318 |
| 20 |
1.1441 |
1.1241 |
0.0200 |
1.8% |
0.0065 |
0.6% |
75% |
True |
False |
21,364 |
| 40 |
1.1441 |
1.0922 |
0.0519 |
4.6% |
0.0066 |
0.6% |
90% |
True |
False |
11,007 |
| 60 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0065 |
0.6% |
90% |
True |
False |
7,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1794 |
|
2.618 |
1.1658 |
|
1.618 |
1.1575 |
|
1.000 |
1.1524 |
|
0.618 |
1.1492 |
|
HIGH |
1.1441 |
|
0.618 |
1.1409 |
|
0.500 |
1.1400 |
|
0.382 |
1.1390 |
|
LOW |
1.1358 |
|
0.618 |
1.1307 |
|
1.000 |
1.1275 |
|
1.618 |
1.1224 |
|
2.618 |
1.1141 |
|
4.250 |
1.1005 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1400 |
1.1388 |
| PP |
1.1396 |
1.1386 |
| S1 |
1.1393 |
1.1385 |
|