CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 07-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1407 |
1.1403 |
-0.0004 |
0.0% |
1.1256 |
| High |
1.1441 |
1.1417 |
-0.0024 |
-0.2% |
1.1395 |
| Low |
1.1358 |
1.1307 |
-0.0051 |
-0.4% |
1.1241 |
| Close |
1.1390 |
1.1319 |
-0.0071 |
-0.6% |
1.1322 |
| Range |
0.0083 |
0.0110 |
0.0027 |
32.5% |
0.0154 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
4.2% |
0.0000 |
| Volume |
25,519 |
23,588 |
-1,931 |
-7.6% |
86,624 |
|
| Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1678 |
1.1608 |
1.1380 |
|
| R3 |
1.1568 |
1.1498 |
1.1349 |
|
| R2 |
1.1458 |
1.1458 |
1.1339 |
|
| R1 |
1.1388 |
1.1388 |
1.1329 |
1.1368 |
| PP |
1.1348 |
1.1348 |
1.1348 |
1.1338 |
| S1 |
1.1278 |
1.1278 |
1.1309 |
1.1258 |
| S2 |
1.1238 |
1.1238 |
1.1299 |
|
| S3 |
1.1128 |
1.1168 |
1.1289 |
|
| S4 |
1.1018 |
1.1058 |
1.1259 |
|
|
| 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 |
1.1307 |
0.0134 |
1.2% |
0.0082 |
0.7% |
9% |
False |
True |
22,802 |
| 10 |
1.1441 |
1.1241 |
0.0200 |
1.8% |
0.0072 |
0.6% |
39% |
False |
False |
20,095 |
| 20 |
1.1441 |
1.1241 |
0.0200 |
1.8% |
0.0068 |
0.6% |
39% |
False |
False |
21,447 |
| 40 |
1.1441 |
1.0922 |
0.0519 |
4.6% |
0.0064 |
0.6% |
76% |
False |
False |
11,595 |
| 60 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0066 |
0.6% |
77% |
False |
False |
7,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1885 |
|
2.618 |
1.1705 |
|
1.618 |
1.1595 |
|
1.000 |
1.1527 |
|
0.618 |
1.1485 |
|
HIGH |
1.1417 |
|
0.618 |
1.1375 |
|
0.500 |
1.1362 |
|
0.382 |
1.1349 |
|
LOW |
1.1307 |
|
0.618 |
1.1239 |
|
1.000 |
1.1197 |
|
1.618 |
1.1129 |
|
2.618 |
1.1019 |
|
4.250 |
1.0840 |
|
|
| Fisher Pivots for day following 07-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1362 |
1.1374 |
| PP |
1.1348 |
1.1356 |
| S1 |
1.1333 |
1.1337 |
|