CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 14-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1298 |
1.1284 |
-0.0014 |
-0.1% |
1.1340 |
| High |
1.1319 |
1.1310 |
-0.0009 |
-0.1% |
1.1441 |
| Low |
1.1269 |
1.1232 |
-0.0037 |
-0.3% |
1.1276 |
| Close |
1.1281 |
1.1281 |
0.0000 |
0.0% |
1.1303 |
| Range |
0.0050 |
0.0078 |
0.0028 |
56.0% |
0.0165 |
| ATR |
0.0071 |
0.0072 |
0.0000 |
0.7% |
0.0000 |
| Volume |
14,732 |
21,781 |
7,049 |
47.8% |
117,786 |
|
| Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1508 |
1.1473 |
1.1324 |
|
| R3 |
1.1430 |
1.1395 |
1.1302 |
|
| R2 |
1.1352 |
1.1352 |
1.1295 |
|
| R1 |
1.1317 |
1.1317 |
1.1288 |
1.1296 |
| PP |
1.1274 |
1.1274 |
1.1274 |
1.1264 |
| S1 |
1.1239 |
1.1239 |
1.1274 |
1.1218 |
| S2 |
1.1196 |
1.1196 |
1.1267 |
|
| S3 |
1.1118 |
1.1161 |
1.1260 |
|
| S4 |
1.1040 |
1.1083 |
1.1238 |
|
|
| 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 |
1.1355 |
1.1230 |
0.0125 |
1.1% |
0.0072 |
0.6% |
41% |
False |
False |
19,506 |
| 10 |
1.1441 |
1.1230 |
0.0211 |
1.9% |
0.0077 |
0.7% |
24% |
False |
False |
21,154 |
| 20 |
1.1441 |
1.1230 |
0.0211 |
1.9% |
0.0072 |
0.6% |
24% |
False |
False |
20,474 |
| 40 |
1.1441 |
1.0972 |
0.0469 |
4.2% |
0.0067 |
0.6% |
66% |
False |
False |
14,013 |
| 60 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0067 |
0.6% |
70% |
False |
False |
9,361 |
| 80 |
1.1441 |
1.0816 |
0.0625 |
5.5% |
0.0065 |
0.6% |
74% |
False |
False |
7,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1642 |
|
2.618 |
1.1514 |
|
1.618 |
1.1436 |
|
1.000 |
1.1388 |
|
0.618 |
1.1358 |
|
HIGH |
1.1310 |
|
0.618 |
1.1280 |
|
0.500 |
1.1271 |
|
0.382 |
1.1262 |
|
LOW |
1.1232 |
|
0.618 |
1.1184 |
|
1.000 |
1.1154 |
|
1.618 |
1.1106 |
|
2.618 |
1.1028 |
|
4.250 |
1.0901 |
|
|
| Fisher Pivots for day following 14-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1278 |
1.1279 |
| PP |
1.1274 |
1.1277 |
| S1 |
1.1271 |
1.1276 |
|