CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 13-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2021 |
13-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1254 |
1.1298 |
0.0044 |
0.4% |
1.1340 |
| High |
1.1305 |
1.1319 |
0.0014 |
0.1% |
1.1441 |
| Low |
1.1236 |
1.1269 |
0.0033 |
0.3% |
1.1276 |
| Close |
1.1295 |
1.1281 |
-0.0014 |
-0.1% |
1.1303 |
| Range |
0.0069 |
0.0050 |
-0.0019 |
-27.5% |
0.0165 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
14,518 |
14,732 |
214 |
1.5% |
117,786 |
|
| Daily Pivots for day following 13-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1440 |
1.1410 |
1.1309 |
|
| R3 |
1.1390 |
1.1360 |
1.1295 |
|
| R2 |
1.1340 |
1.1340 |
1.1290 |
|
| R1 |
1.1310 |
1.1310 |
1.1286 |
1.1300 |
| PP |
1.1290 |
1.1290 |
1.1290 |
1.1285 |
| S1 |
1.1260 |
1.1260 |
1.1276 |
1.1250 |
| S2 |
1.1240 |
1.1240 |
1.1272 |
|
| S3 |
1.1190 |
1.1210 |
1.1267 |
|
| S4 |
1.1140 |
1.1160 |
1.1254 |
|
|
| 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 |
1.1417 |
1.1230 |
0.0187 |
1.7% |
0.0078 |
0.7% |
27% |
False |
False |
19,868 |
| 10 |
1.1441 |
1.1230 |
0.0211 |
1.9% |
0.0075 |
0.7% |
24% |
False |
False |
21,267 |
| 20 |
1.1441 |
1.1230 |
0.0211 |
1.9% |
0.0070 |
0.6% |
24% |
False |
False |
20,191 |
| 40 |
1.1441 |
1.0969 |
0.0472 |
4.2% |
0.0066 |
0.6% |
66% |
False |
False |
13,470 |
| 60 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0067 |
0.6% |
70% |
False |
False |
8,998 |
| 80 |
1.1441 |
1.0816 |
0.0625 |
5.5% |
0.0065 |
0.6% |
74% |
False |
False |
6,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1532 |
|
2.618 |
1.1450 |
|
1.618 |
1.1400 |
|
1.000 |
1.1369 |
|
0.618 |
1.1350 |
|
HIGH |
1.1319 |
|
0.618 |
1.1300 |
|
0.500 |
1.1294 |
|
0.382 |
1.1288 |
|
LOW |
1.1269 |
|
0.618 |
1.1238 |
|
1.000 |
1.1219 |
|
1.618 |
1.1188 |
|
2.618 |
1.1138 |
|
4.250 |
1.1057 |
|
|
| Fisher Pivots for day following 13-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1294 |
1.1279 |
| PP |
1.1290 |
1.1277 |
| S1 |
1.1285 |
1.1275 |
|