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 |
|
|
|
| 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 |
|