CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 28-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2021 |
28-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1290 |
1.1266 |
-0.0024 |
-0.2% |
1.1244 |
| High |
1.1300 |
1.1290 |
-0.0010 |
-0.1% |
1.1331 |
| Low |
1.1228 |
1.1226 |
-0.0002 |
0.0% |
1.1220 |
| Close |
1.1260 |
1.1279 |
0.0019 |
0.2% |
1.1301 |
| Range |
0.0072 |
0.0064 |
-0.0008 |
-11.1% |
0.0111 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
23,556 |
22,771 |
-785 |
-3.3% |
76,214 |
|
| Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1457 |
1.1432 |
1.1314 |
|
| R3 |
1.1393 |
1.1368 |
1.1297 |
|
| R2 |
1.1329 |
1.1329 |
1.1291 |
|
| R1 |
1.1304 |
1.1304 |
1.1285 |
1.1317 |
| PP |
1.1265 |
1.1265 |
1.1265 |
1.1271 |
| S1 |
1.1240 |
1.1240 |
1.1273 |
1.1253 |
| S2 |
1.1201 |
1.1201 |
1.1267 |
|
| S3 |
1.1137 |
1.1176 |
1.1261 |
|
| S4 |
1.1073 |
1.1112 |
1.1244 |
|
|
| 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 |
1.1226 |
0.0105 |
0.9% |
0.0055 |
0.5% |
50% |
False |
True |
18,540 |
| 10 |
1.1331 |
1.1220 |
0.0111 |
1.0% |
0.0062 |
0.6% |
53% |
False |
False |
19,060 |
| 20 |
1.1441 |
1.1220 |
0.0221 |
2.0% |
0.0068 |
0.6% |
27% |
False |
False |
20,164 |
| 40 |
1.1441 |
1.1043 |
0.0398 |
3.5% |
0.0068 |
0.6% |
59% |
False |
False |
18,212 |
| 60 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0069 |
0.6% |
69% |
False |
False |
12,172 |
| 80 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0065 |
0.6% |
69% |
False |
False |
9,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1562 |
|
2.618 |
1.1458 |
|
1.618 |
1.1394 |
|
1.000 |
1.1354 |
|
0.618 |
1.1330 |
|
HIGH |
1.1290 |
|
0.618 |
1.1266 |
|
0.500 |
1.1258 |
|
0.382 |
1.1250 |
|
LOW |
1.1226 |
|
0.618 |
1.1186 |
|
1.000 |
1.1162 |
|
1.618 |
1.1122 |
|
2.618 |
1.1058 |
|
4.250 |
1.0954 |
|
|
| Fisher Pivots for day following 28-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1272 |
1.1274 |
| PP |
1.1265 |
1.1269 |
| S1 |
1.1258 |
1.1264 |
|