CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 12-Jan-2021
Day Change Summary
Previous Current
11-Jan-2021 12-Jan-2021 Change Change % Previous Week
Open 1.1310 1.1254 -0.0056 -0.5% 1.1340
High 1.1312 1.1305 -0.0007 -0.1% 1.1441
Low 1.1230 1.1236 0.0006 0.1% 1.1276
Close 1.1263 1.1295 0.0032 0.3% 1.1303
Range 0.0082 0.0069 -0.0013 -15.9% 0.0165
ATR 0.0073 0.0073 0.0000 -0.4% 0.0000
Volume 19,316 14,518 -4,798 -24.8% 117,786
Daily Pivots for day following 12-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.1486 1.1459 1.1333
R3 1.1417 1.1390 1.1314
R2 1.1348 1.1348 1.1308
R1 1.1321 1.1321 1.1301 1.1335
PP 1.1279 1.1279 1.1279 1.1285
S1 1.1252 1.1252 1.1289 1.1266
S2 1.1210 1.1210 1.1282
S3 1.1141 1.1183 1.1276
S4 1.1072 1.1114 1.1257
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% 0.0085 0.7% 31% False False 22,025
10 1.1441 1.1230 0.0211 1.9% 0.0077 0.7% 31% False False 22,301
20 1.1441 1.1230 0.0211 1.9% 0.0070 0.6% 31% False False 20,397
40 1.1441 1.0960 0.0481 4.3% 0.0066 0.6% 70% False False 13,102
60 1.1441 1.0911 0.0530 4.7% 0.0067 0.6% 72% False False 8,752
80 1.1441 1.0816 0.0625 5.5% 0.0065 0.6% 77% False False 6,565
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1598
2.618 1.1486
1.618 1.1417
1.000 1.1374
0.618 1.1348
HIGH 1.1305
0.618 1.1279
0.500 1.1271
0.382 1.1262
LOW 1.1236
0.618 1.1193
1.000 1.1167
1.618 1.1124
2.618 1.1055
4.250 1.0943
Fisher Pivots for day following 12-Jan-2021
Pivot 1 day 3 day
R1 1.1287 1.1294
PP 1.1279 1.1293
S1 1.1271 1.1293

These figures are updated between 7pm and 10pm EST after a trading day.

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