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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 3 trading days
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

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

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