CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 21-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1272 |
1.1258 |
-0.0014 |
-0.1% |
1.1310 |
| High |
1.1295 |
1.1318 |
0.0023 |
0.2% |
1.1319 |
| Low |
1.1227 |
1.1254 |
0.0027 |
0.2% |
1.1230 |
| Close |
1.1256 |
1.1311 |
0.0055 |
0.5% |
1.1240 |
| Range |
0.0068 |
0.0064 |
-0.0004 |
-5.9% |
0.0089 |
| ATR |
0.0071 |
0.0071 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
17,271 |
17,764 |
493 |
2.9% |
85,302 |
|
| Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1486 |
1.1463 |
1.1346 |
|
| R3 |
1.1422 |
1.1399 |
1.1329 |
|
| R2 |
1.1358 |
1.1358 |
1.1323 |
|
| R1 |
1.1335 |
1.1335 |
1.1317 |
1.1347 |
| PP |
1.1294 |
1.1294 |
1.1294 |
1.1300 |
| S1 |
1.1271 |
1.1271 |
1.1305 |
1.1283 |
| S2 |
1.1230 |
1.1230 |
1.1299 |
|
| S3 |
1.1166 |
1.1207 |
1.1293 |
|
| S4 |
1.1102 |
1.1143 |
1.1276 |
|
|
| 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 |
1.1318 |
1.1220 |
0.0098 |
0.9% |
0.0070 |
0.6% |
93% |
True |
False |
19,581 |
| 10 |
1.1417 |
1.1220 |
0.0197 |
1.7% |
0.0074 |
0.7% |
46% |
False |
False |
19,724 |
| 20 |
1.1441 |
1.1220 |
0.0221 |
2.0% |
0.0071 |
0.6% |
41% |
False |
False |
19,521 |
| 40 |
1.1441 |
1.0972 |
0.0469 |
4.1% |
0.0070 |
0.6% |
72% |
False |
False |
15,912 |
| 60 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0068 |
0.6% |
75% |
False |
False |
10,628 |
| 80 |
1.1441 |
1.0816 |
0.0625 |
5.5% |
0.0065 |
0.6% |
79% |
False |
False |
7,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1590 |
|
2.618 |
1.1486 |
|
1.618 |
1.1422 |
|
1.000 |
1.1382 |
|
0.618 |
1.1358 |
|
HIGH |
1.1318 |
|
0.618 |
1.1294 |
|
0.500 |
1.1286 |
|
0.382 |
1.1278 |
|
LOW |
1.1254 |
|
0.618 |
1.1214 |
|
1.000 |
1.1190 |
|
1.618 |
1.1150 |
|
2.618 |
1.1086 |
|
4.250 |
1.0982 |
|
|
| Fisher Pivots for day following 21-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1303 |
1.1297 |
| PP |
1.1294 |
1.1283 |
| S1 |
1.1286 |
1.1269 |
|