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 |
|
|
|
| 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 |
|