CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 11-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1316 |
1.1310 |
-0.0006 |
-0.1% |
1.1340 |
| High |
1.1355 |
1.1312 |
-0.0043 |
-0.4% |
1.1441 |
| Low |
1.1276 |
1.1230 |
-0.0046 |
-0.4% |
1.1276 |
| Close |
1.1303 |
1.1263 |
-0.0040 |
-0.4% |
1.1303 |
| Range |
0.0079 |
0.0082 |
0.0003 |
3.8% |
0.0165 |
| ATR |
0.0073 |
0.0073 |
0.0001 |
0.9% |
0.0000 |
| Volume |
27,186 |
19,316 |
-7,870 |
-28.9% |
117,786 |
|
| Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1514 |
1.1471 |
1.1308 |
|
| R3 |
1.1432 |
1.1389 |
1.1286 |
|
| R2 |
1.1350 |
1.1350 |
1.1278 |
|
| R1 |
1.1307 |
1.1307 |
1.1271 |
1.1288 |
| PP |
1.1268 |
1.1268 |
1.1268 |
1.1259 |
| S1 |
1.1225 |
1.1225 |
1.1255 |
1.1206 |
| S2 |
1.1186 |
1.1186 |
1.1248 |
|
| S3 |
1.1104 |
1.1143 |
1.1240 |
|
| S4 |
1.1022 |
1.1061 |
1.1218 |
|
|
| 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 |
1.1230 |
0.0211 |
1.9% |
0.0081 |
0.7% |
16% |
False |
True |
22,706 |
| 10 |
1.1441 |
1.1230 |
0.0211 |
1.9% |
0.0076 |
0.7% |
16% |
False |
True |
22,372 |
| 20 |
1.1441 |
1.1230 |
0.0211 |
1.9% |
0.0070 |
0.6% |
16% |
False |
True |
20,846 |
| 40 |
1.1441 |
1.0950 |
0.0491 |
4.4% |
0.0065 |
0.6% |
64% |
False |
False |
12,740 |
| 60 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0066 |
0.6% |
66% |
False |
False |
8,510 |
| 80 |
1.1441 |
1.0816 |
0.0625 |
5.5% |
0.0065 |
0.6% |
72% |
False |
False |
6,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1661 |
|
2.618 |
1.1527 |
|
1.618 |
1.1445 |
|
1.000 |
1.1394 |
|
0.618 |
1.1363 |
|
HIGH |
1.1312 |
|
0.618 |
1.1281 |
|
0.500 |
1.1271 |
|
0.382 |
1.1261 |
|
LOW |
1.1230 |
|
0.618 |
1.1179 |
|
1.000 |
1.1148 |
|
1.618 |
1.1097 |
|
2.618 |
1.1015 |
|
4.250 |
1.0882 |
|
|
| Fisher Pivots for day following 11-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1271 |
1.1324 |
| PP |
1.1268 |
1.1303 |
| S1 |
1.1266 |
1.1283 |
|