CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 26-Jan-2021
Day Change Summary
Previous Current
25-Jan-2021 26-Jan-2021 Change Change % Previous Week
Open 1.1309 1.1279 -0.0030 -0.3% 1.1244
High 1.1318 1.1301 -0.0017 -0.2% 1.1331
Low 1.1260 1.1257 -0.0003 0.0% 1.1220
Close 1.1275 1.1295 0.0020 0.2% 1.1301
Range 0.0058 0.0044 -0.0014 -24.1% 0.0111
ATR 0.0068 0.0066 -0.0002 -2.5% 0.0000
Volume 15,963 15,369 -594 -3.7% 76,214
Daily Pivots for day following 26-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.1416 1.1400 1.1319
R3 1.1372 1.1356 1.1307
R2 1.1328 1.1328 1.1303
R1 1.1312 1.1312 1.1299 1.1320
PP 1.1284 1.1284 1.1284 1.1289
S1 1.1268 1.1268 1.1291 1.1276
S2 1.1240 1.1240 1.1287
S3 1.1196 1.1224 1.1283
S4 1.1152 1.1180 1.1271
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 1.1227 0.0104 0.9% 0.0054 0.5% 65% False False 16,281
10 1.1331 1.1220 0.0111 1.0% 0.0061 0.5% 68% False False 17,353
20 1.1441 1.1220 0.0221 2.0% 0.0068 0.6% 34% False False 19,862
40 1.1441 1.1036 0.0405 3.6% 0.0068 0.6% 64% False False 17,066
60 1.1441 1.0911 0.0530 4.7% 0.0069 0.6% 72% False False 11,400
80 1.1441 1.0902 0.0539 4.8% 0.0064 0.6% 73% False False 8,552
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1488
2.618 1.1416
1.618 1.1372
1.000 1.1345
0.618 1.1328
HIGH 1.1301
0.618 1.1284
0.500 1.1279
0.382 1.1274
LOW 1.1257
0.618 1.1230
1.000 1.1213
1.618 1.1186
2.618 1.1142
4.250 1.1070
Fisher Pivots for day following 26-Jan-2021
Pivot 1 day 3 day
R1 1.1290 1.1295
PP 1.1284 1.1294
S1 1.1279 1.1294

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

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