CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 19-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2021 |
19-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1278 |
1.1244 |
-0.0034 |
-0.3% |
1.1310 |
| High |
1.1293 |
1.1299 |
0.0006 |
0.1% |
1.1319 |
| Low |
1.1234 |
1.1220 |
-0.0014 |
-0.1% |
1.1230 |
| Close |
1.1240 |
1.1272 |
0.0032 |
0.3% |
1.1240 |
| Range |
0.0059 |
0.0079 |
0.0020 |
33.9% |
0.0089 |
| ATR |
0.0071 |
0.0071 |
0.0001 |
0.8% |
0.0000 |
| Volume |
14,955 |
26,138 |
11,183 |
74.8% |
85,302 |
|
| Daily Pivots for day following 19-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1501 |
1.1465 |
1.1315 |
|
| R3 |
1.1422 |
1.1386 |
1.1294 |
|
| R2 |
1.1343 |
1.1343 |
1.1286 |
|
| R1 |
1.1307 |
1.1307 |
1.1279 |
1.1325 |
| PP |
1.1264 |
1.1264 |
1.1264 |
1.1273 |
| S1 |
1.1228 |
1.1228 |
1.1265 |
1.1246 |
| S2 |
1.1185 |
1.1185 |
1.1258 |
|
| S3 |
1.1106 |
1.1149 |
1.1250 |
|
| S4 |
1.1027 |
1.1070 |
1.1229 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1530 |
1.1474 |
1.1289 |
|
| R3 |
1.1441 |
1.1385 |
1.1264 |
|
| R2 |
1.1352 |
1.1352 |
1.1256 |
|
| R1 |
1.1296 |
1.1296 |
1.1248 |
1.1280 |
| PP |
1.1263 |
1.1263 |
1.1263 |
1.1255 |
| S1 |
1.1207 |
1.1207 |
1.1232 |
1.1191 |
| S2 |
1.1174 |
1.1174 |
1.1224 |
|
| S3 |
1.1085 |
1.1118 |
1.1216 |
|
| S4 |
1.0996 |
1.1029 |
1.1191 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1319 |
1.1220 |
0.0099 |
0.9% |
0.0067 |
0.6% |
53% |
False |
True |
18,424 |
| 10 |
1.1441 |
1.1220 |
0.0221 |
2.0% |
0.0074 |
0.7% |
24% |
False |
True |
20,565 |
| 20 |
1.1441 |
1.1220 |
0.0221 |
2.0% |
0.0072 |
0.6% |
24% |
False |
True |
20,078 |
| 40 |
1.1441 |
1.0972 |
0.0469 |
4.2% |
0.0069 |
0.6% |
64% |
False |
False |
15,039 |
| 60 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0068 |
0.6% |
68% |
False |
False |
10,044 |
| 80 |
1.1441 |
1.0816 |
0.0625 |
5.5% |
0.0065 |
0.6% |
73% |
False |
False |
7,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1635 |
|
2.618 |
1.1506 |
|
1.618 |
1.1427 |
|
1.000 |
1.1378 |
|
0.618 |
1.1348 |
|
HIGH |
1.1299 |
|
0.618 |
1.1269 |
|
0.500 |
1.1260 |
|
0.382 |
1.1250 |
|
LOW |
1.1220 |
|
0.618 |
1.1171 |
|
1.000 |
1.1141 |
|
1.618 |
1.1092 |
|
2.618 |
1.1013 |
|
4.250 |
1.0884 |
|
|
| Fisher Pivots for day following 19-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1268 |
1.1270 |
| PP |
1.1264 |
1.1267 |
| S1 |
1.1260 |
1.1265 |
|