CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 20-Jan-2021
Day Change Summary
Previous Current
19-Jan-2021 20-Jan-2021 Change Change % Previous Week
Open 1.1244 1.1272 0.0028 0.2% 1.1310
High 1.1299 1.1295 -0.0004 0.0% 1.1319
Low 1.1220 1.1227 0.0007 0.1% 1.1230
Close 1.1272 1.1256 -0.0016 -0.1% 1.1240
Range 0.0079 0.0068 -0.0011 -13.9% 0.0089
ATR 0.0071 0.0071 0.0000 -0.3% 0.0000
Volume 26,138 17,271 -8,867 -33.9% 85,302
Daily Pivots for day following 20-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.1463 1.1428 1.1293
R3 1.1395 1.1360 1.1275
R2 1.1327 1.1327 1.1268
R1 1.1292 1.1292 1.1262 1.1276
PP 1.1259 1.1259 1.1259 1.1251
S1 1.1224 1.1224 1.1250 1.1208
S2 1.1191 1.1191 1.1244
S3 1.1123 1.1156 1.1237
S4 1.1055 1.1088 1.1219
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% 36% False False 18,975
10 1.1441 1.1220 0.0221 2.0% 0.0076 0.7% 16% False False 20,500
20 1.1441 1.1220 0.0221 2.0% 0.0073 0.6% 16% False False 20,046
40 1.1441 1.0972 0.0469 4.2% 0.0069 0.6% 61% False False 15,469
60 1.1441 1.0911 0.0530 4.7% 0.0068 0.6% 65% False False 10,332
80 1.1441 1.0816 0.0625 5.6% 0.0065 0.6% 70% False False 7,750
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1584
2.618 1.1473
1.618 1.1405
1.000 1.1363
0.618 1.1337
HIGH 1.1295
0.618 1.1269
0.500 1.1261
0.382 1.1253
LOW 1.1227
0.618 1.1185
1.000 1.1159
1.618 1.1117
2.618 1.1049
4.250 1.0938
Fisher Pivots for day following 20-Jan-2021
Pivot 1 day 3 day
R1 1.1261 1.1260
PP 1.1259 1.1258
S1 1.1258 1.1257

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

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