CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 22-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2021 |
22-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1258 |
1.1314 |
0.0056 |
0.5% |
1.1244 |
| High |
1.1318 |
1.1331 |
0.0013 |
0.1% |
1.1331 |
| Low |
1.1254 |
1.1295 |
0.0041 |
0.4% |
1.1220 |
| Close |
1.1311 |
1.1301 |
-0.0010 |
-0.1% |
1.1301 |
| Range |
0.0064 |
0.0036 |
-0.0028 |
-43.8% |
0.0111 |
| ATR |
0.0071 |
0.0068 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
17,764 |
15,041 |
-2,723 |
-15.3% |
76,214 |
|
| Daily Pivots for day following 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1417 |
1.1395 |
1.1321 |
|
| R3 |
1.1381 |
1.1359 |
1.1311 |
|
| R2 |
1.1345 |
1.1345 |
1.1308 |
|
| R1 |
1.1323 |
1.1323 |
1.1304 |
1.1316 |
| PP |
1.1309 |
1.1309 |
1.1309 |
1.1306 |
| S1 |
1.1287 |
1.1287 |
1.1298 |
1.1280 |
| S2 |
1.1273 |
1.1273 |
1.1294 |
|
| S3 |
1.1237 |
1.1251 |
1.1291 |
|
| S4 |
1.1201 |
1.1215 |
1.1281 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1617 |
1.1570 |
1.1362 |
|
| R3 |
1.1506 |
1.1459 |
1.1332 |
|
| R2 |
1.1395 |
1.1395 |
1.1321 |
|
| R1 |
1.1348 |
1.1348 |
1.1311 |
1.1372 |
| PP |
1.1284 |
1.1284 |
1.1284 |
1.1296 |
| S1 |
1.1237 |
1.1237 |
1.1291 |
1.1261 |
| S2 |
1.1173 |
1.1173 |
1.1281 |
|
| S3 |
1.1062 |
1.1126 |
1.1270 |
|
| S4 |
1.0951 |
1.1015 |
1.1240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1331 |
1.1220 |
0.0111 |
1.0% |
0.0061 |
0.5% |
73% |
True |
False |
18,233 |
| 10 |
1.1355 |
1.1220 |
0.0135 |
1.2% |
0.0066 |
0.6% |
60% |
False |
False |
18,870 |
| 20 |
1.1441 |
1.1220 |
0.0221 |
2.0% |
0.0069 |
0.6% |
37% |
False |
False |
19,482 |
| 40 |
1.1441 |
1.0982 |
0.0459 |
4.1% |
0.0069 |
0.6% |
69% |
False |
False |
16,285 |
| 60 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0068 |
0.6% |
74% |
False |
False |
10,878 |
| 80 |
1.1441 |
1.0869 |
0.0572 |
5.1% |
0.0065 |
0.6% |
76% |
False |
False |
8,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1484 |
|
2.618 |
1.1425 |
|
1.618 |
1.1389 |
|
1.000 |
1.1367 |
|
0.618 |
1.1353 |
|
HIGH |
1.1331 |
|
0.618 |
1.1317 |
|
0.500 |
1.1313 |
|
0.382 |
1.1309 |
|
LOW |
1.1295 |
|
0.618 |
1.1273 |
|
1.000 |
1.1259 |
|
1.618 |
1.1237 |
|
2.618 |
1.1201 |
|
4.250 |
1.1142 |
|
|
| Fisher Pivots for day following 22-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1313 |
1.1294 |
| PP |
1.1309 |
1.1286 |
| S1 |
1.1305 |
1.1279 |
|