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 |
|
|
|
| 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 |
|