CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 25-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2021 |
25-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1314 |
1.1309 |
-0.0005 |
0.0% |
1.1244 |
| High |
1.1331 |
1.1318 |
-0.0013 |
-0.1% |
1.1331 |
| Low |
1.1295 |
1.1260 |
-0.0035 |
-0.3% |
1.1220 |
| Close |
1.1301 |
1.1275 |
-0.0026 |
-0.2% |
1.1301 |
| Range |
0.0036 |
0.0058 |
0.0022 |
61.1% |
0.0111 |
| ATR |
0.0068 |
0.0068 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
15,041 |
15,963 |
922 |
6.1% |
76,214 |
|
| Daily Pivots for day following 25-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1458 |
1.1425 |
1.1307 |
|
| R3 |
1.1400 |
1.1367 |
1.1291 |
|
| R2 |
1.1342 |
1.1342 |
1.1286 |
|
| R1 |
1.1309 |
1.1309 |
1.1280 |
1.1297 |
| PP |
1.1284 |
1.1284 |
1.1284 |
1.1278 |
| S1 |
1.1251 |
1.1251 |
1.1270 |
1.1239 |
| S2 |
1.1226 |
1.1226 |
1.1264 |
|
| S3 |
1.1168 |
1.1193 |
1.1259 |
|
| S4 |
1.1110 |
1.1135 |
1.1243 |
|
|
| 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% |
50% |
False |
False |
18,435 |
| 10 |
1.1331 |
1.1220 |
0.0111 |
1.0% |
0.0064 |
0.6% |
50% |
False |
False |
17,747 |
| 20 |
1.1441 |
1.1220 |
0.0221 |
2.0% |
0.0069 |
0.6% |
25% |
False |
False |
19,512 |
| 40 |
1.1441 |
1.0982 |
0.0459 |
4.1% |
0.0069 |
0.6% |
64% |
False |
False |
16,683 |
| 60 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0069 |
0.6% |
69% |
False |
False |
11,144 |
| 80 |
1.1441 |
1.0877 |
0.0564 |
5.0% |
0.0065 |
0.6% |
71% |
False |
False |
8,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1565 |
|
2.618 |
1.1470 |
|
1.618 |
1.1412 |
|
1.000 |
1.1376 |
|
0.618 |
1.1354 |
|
HIGH |
1.1318 |
|
0.618 |
1.1296 |
|
0.500 |
1.1289 |
|
0.382 |
1.1282 |
|
LOW |
1.1260 |
|
0.618 |
1.1224 |
|
1.000 |
1.1202 |
|
1.618 |
1.1166 |
|
2.618 |
1.1108 |
|
4.250 |
1.1014 |
|
|
| Fisher Pivots for day following 25-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1289 |
1.1293 |
| PP |
1.1284 |
1.1287 |
| S1 |
1.1280 |
1.1281 |
|