CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 08-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1403 |
1.1316 |
-0.0087 |
-0.8% |
1.1340 |
| High |
1.1417 |
1.1355 |
-0.0062 |
-0.5% |
1.1441 |
| Low |
1.1307 |
1.1276 |
-0.0031 |
-0.3% |
1.1276 |
| Close |
1.1319 |
1.1303 |
-0.0016 |
-0.1% |
1.1303 |
| Range |
0.0110 |
0.0079 |
-0.0031 |
-28.2% |
0.0165 |
| ATR |
0.0072 |
0.0073 |
0.0000 |
0.7% |
0.0000 |
| Volume |
23,588 |
27,186 |
3,598 |
15.3% |
117,786 |
|
| Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1548 |
1.1505 |
1.1346 |
|
| R3 |
1.1469 |
1.1426 |
1.1325 |
|
| R2 |
1.1390 |
1.1390 |
1.1317 |
|
| R1 |
1.1347 |
1.1347 |
1.1310 |
1.1329 |
| PP |
1.1311 |
1.1311 |
1.1311 |
1.1303 |
| S1 |
1.1268 |
1.1268 |
1.1296 |
1.1250 |
| S2 |
1.1232 |
1.1232 |
1.1289 |
|
| S3 |
1.1153 |
1.1189 |
1.1281 |
|
| S4 |
1.1074 |
1.1110 |
1.1260 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1835 |
1.1734 |
1.1394 |
|
| R3 |
1.1670 |
1.1569 |
1.1348 |
|
| R2 |
1.1505 |
1.1505 |
1.1333 |
|
| R1 |
1.1404 |
1.1404 |
1.1318 |
1.1372 |
| PP |
1.1340 |
1.1340 |
1.1340 |
1.1324 |
| S1 |
1.1239 |
1.1239 |
1.1288 |
1.1207 |
| S2 |
1.1175 |
1.1175 |
1.1273 |
|
| S3 |
1.1010 |
1.1074 |
1.1258 |
|
| S4 |
1.0845 |
1.0909 |
1.1212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1441 |
1.1276 |
0.0165 |
1.5% |
0.0081 |
0.7% |
16% |
False |
True |
23,557 |
| 10 |
1.1441 |
1.1241 |
0.0200 |
1.8% |
0.0074 |
0.7% |
31% |
False |
False |
21,276 |
| 20 |
1.1441 |
1.1241 |
0.0200 |
1.8% |
0.0069 |
0.6% |
31% |
False |
False |
21,358 |
| 40 |
1.1441 |
1.0922 |
0.0519 |
4.6% |
0.0065 |
0.6% |
73% |
False |
False |
12,263 |
| 60 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0066 |
0.6% |
74% |
False |
False |
8,188 |
| 80 |
1.1441 |
1.0816 |
0.0625 |
5.5% |
0.0065 |
0.6% |
78% |
False |
False |
6,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1691 |
|
2.618 |
1.1562 |
|
1.618 |
1.1483 |
|
1.000 |
1.1434 |
|
0.618 |
1.1404 |
|
HIGH |
1.1355 |
|
0.618 |
1.1325 |
|
0.500 |
1.1316 |
|
0.382 |
1.1306 |
|
LOW |
1.1276 |
|
0.618 |
1.1227 |
|
1.000 |
1.1197 |
|
1.618 |
1.1148 |
|
2.618 |
1.1069 |
|
4.250 |
1.0940 |
|
|
| Fisher Pivots for day following 08-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1316 |
1.1359 |
| PP |
1.1311 |
1.1340 |
| S1 |
1.1307 |
1.1322 |
|