CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 29-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2021 |
29-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1266 |
1.1267 |
0.0001 |
0.0% |
1.1309 |
| High |
1.1290 |
1.1283 |
-0.0007 |
-0.1% |
1.1318 |
| Low |
1.1226 |
1.1235 |
0.0009 |
0.1% |
1.1226 |
| Close |
1.1279 |
1.1241 |
-0.0038 |
-0.3% |
1.1241 |
| Range |
0.0064 |
0.0048 |
-0.0016 |
-25.0% |
0.0092 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
22,771 |
27,281 |
4,510 |
19.8% |
104,940 |
|
| Daily Pivots for day following 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1397 |
1.1367 |
1.1267 |
|
| R3 |
1.1349 |
1.1319 |
1.1254 |
|
| R2 |
1.1301 |
1.1301 |
1.1250 |
|
| R1 |
1.1271 |
1.1271 |
1.1245 |
1.1262 |
| PP |
1.1253 |
1.1253 |
1.1253 |
1.1249 |
| S1 |
1.1223 |
1.1223 |
1.1237 |
1.1214 |
| S2 |
1.1205 |
1.1205 |
1.1232 |
|
| S3 |
1.1157 |
1.1175 |
1.1228 |
|
| S4 |
1.1109 |
1.1127 |
1.1215 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1538 |
1.1481 |
1.1292 |
|
| R3 |
1.1446 |
1.1389 |
1.1266 |
|
| R2 |
1.1354 |
1.1354 |
1.1258 |
|
| R1 |
1.1297 |
1.1297 |
1.1249 |
1.1280 |
| PP |
1.1262 |
1.1262 |
1.1262 |
1.1253 |
| S1 |
1.1205 |
1.1205 |
1.1233 |
1.1188 |
| S2 |
1.1170 |
1.1170 |
1.1224 |
|
| S3 |
1.1078 |
1.1113 |
1.1216 |
|
| S4 |
1.0986 |
1.1021 |
1.1190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1318 |
1.1226 |
0.0092 |
0.8% |
0.0057 |
0.5% |
16% |
False |
False |
20,988 |
| 10 |
1.1331 |
1.1220 |
0.0111 |
1.0% |
0.0059 |
0.5% |
19% |
False |
False |
19,610 |
| 20 |
1.1441 |
1.1220 |
0.0221 |
2.0% |
0.0068 |
0.6% |
10% |
False |
False |
20,382 |
| 40 |
1.1441 |
1.1134 |
0.0307 |
2.7% |
0.0066 |
0.6% |
35% |
False |
False |
18,876 |
| 60 |
1.1441 |
1.0920 |
0.0521 |
4.6% |
0.0069 |
0.6% |
62% |
False |
False |
12,627 |
| 80 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0064 |
0.6% |
62% |
False |
False |
9,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1487 |
|
2.618 |
1.1409 |
|
1.618 |
1.1361 |
|
1.000 |
1.1331 |
|
0.618 |
1.1313 |
|
HIGH |
1.1283 |
|
0.618 |
1.1265 |
|
0.500 |
1.1259 |
|
0.382 |
1.1253 |
|
LOW |
1.1235 |
|
0.618 |
1.1205 |
|
1.000 |
1.1187 |
|
1.618 |
1.1157 |
|
2.618 |
1.1109 |
|
4.250 |
1.1031 |
|
|
| Fisher Pivots for day following 29-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1259 |
1.1263 |
| PP |
1.1253 |
1.1256 |
| S1 |
1.1247 |
1.1248 |
|