CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 27-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2021 |
27-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1279 |
1.1290 |
0.0011 |
0.1% |
1.1244 |
| High |
1.1301 |
1.1300 |
-0.0001 |
0.0% |
1.1331 |
| Low |
1.1257 |
1.1228 |
-0.0029 |
-0.3% |
1.1220 |
| Close |
1.1295 |
1.1260 |
-0.0035 |
-0.3% |
1.1301 |
| Range |
0.0044 |
0.0072 |
0.0028 |
63.6% |
0.0111 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.7% |
0.0000 |
| Volume |
15,369 |
23,556 |
8,187 |
53.3% |
76,214 |
|
| Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1479 |
1.1441 |
1.1300 |
|
| R3 |
1.1407 |
1.1369 |
1.1280 |
|
| R2 |
1.1335 |
1.1335 |
1.1273 |
|
| R1 |
1.1297 |
1.1297 |
1.1267 |
1.1280 |
| PP |
1.1263 |
1.1263 |
1.1263 |
1.1254 |
| S1 |
1.1225 |
1.1225 |
1.1253 |
1.1208 |
| S2 |
1.1191 |
1.1191 |
1.1247 |
|
| S3 |
1.1119 |
1.1153 |
1.1240 |
|
| S4 |
1.1047 |
1.1081 |
1.1220 |
|
|
| 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 |
1.1228 |
0.0103 |
0.9% |
0.0055 |
0.5% |
31% |
False |
True |
17,538 |
| 10 |
1.1331 |
1.1220 |
0.0111 |
1.0% |
0.0061 |
0.5% |
36% |
False |
False |
18,257 |
| 20 |
1.1441 |
1.1220 |
0.0221 |
2.0% |
0.0069 |
0.6% |
18% |
False |
False |
20,279 |
| 40 |
1.1441 |
1.1036 |
0.0405 |
3.6% |
0.0068 |
0.6% |
55% |
False |
False |
17,651 |
| 60 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0068 |
0.6% |
66% |
False |
False |
11,793 |
| 80 |
1.1441 |
1.0902 |
0.0539 |
4.8% |
0.0064 |
0.6% |
66% |
False |
False |
8,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1606 |
|
2.618 |
1.1488 |
|
1.618 |
1.1416 |
|
1.000 |
1.1372 |
|
0.618 |
1.1344 |
|
HIGH |
1.1300 |
|
0.618 |
1.1272 |
|
0.500 |
1.1264 |
|
0.382 |
1.1256 |
|
LOW |
1.1228 |
|
0.618 |
1.1184 |
|
1.000 |
1.1156 |
|
1.618 |
1.1112 |
|
2.618 |
1.1040 |
|
4.250 |
1.0922 |
|
|
| Fisher Pivots for day following 27-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1264 |
1.1273 |
| PP |
1.1263 |
1.1269 |
| S1 |
1.1261 |
1.1264 |
|