CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 01-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2021 |
01-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1267 |
1.1244 |
-0.0023 |
-0.2% |
1.1309 |
| High |
1.1283 |
1.1247 |
-0.0036 |
-0.3% |
1.1318 |
| Low |
1.1235 |
1.1157 |
-0.0078 |
-0.7% |
1.1226 |
| Close |
1.1241 |
1.1163 |
-0.0078 |
-0.7% |
1.1241 |
| Range |
0.0048 |
0.0090 |
0.0042 |
87.5% |
0.0092 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
2.8% |
0.0000 |
| Volume |
27,281 |
28,959 |
1,678 |
6.2% |
104,940 |
|
| Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1459 |
1.1401 |
1.1213 |
|
| R3 |
1.1369 |
1.1311 |
1.1188 |
|
| R2 |
1.1279 |
1.1279 |
1.1180 |
|
| R1 |
1.1221 |
1.1221 |
1.1171 |
1.1205 |
| PP |
1.1189 |
1.1189 |
1.1189 |
1.1181 |
| S1 |
1.1131 |
1.1131 |
1.1155 |
1.1115 |
| S2 |
1.1099 |
1.1099 |
1.1147 |
|
| S3 |
1.1009 |
1.1041 |
1.1138 |
|
| S4 |
1.0919 |
1.0951 |
1.1114 |
|
|
| 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 |
1.1301 |
1.1157 |
0.0144 |
1.3% |
0.0064 |
0.6% |
4% |
False |
True |
23,587 |
| 10 |
1.1331 |
1.1157 |
0.0174 |
1.6% |
0.0062 |
0.6% |
3% |
False |
True |
21,011 |
| 20 |
1.1441 |
1.1157 |
0.0284 |
2.5% |
0.0068 |
0.6% |
2% |
False |
True |
20,660 |
| 40 |
1.1441 |
1.1157 |
0.0284 |
2.5% |
0.0066 |
0.6% |
2% |
False |
True |
19,574 |
| 60 |
1.1441 |
1.0920 |
0.0521 |
4.7% |
0.0069 |
0.6% |
47% |
False |
False |
13,109 |
| 80 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0065 |
0.6% |
48% |
False |
False |
9,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1630 |
|
2.618 |
1.1483 |
|
1.618 |
1.1393 |
|
1.000 |
1.1337 |
|
0.618 |
1.1303 |
|
HIGH |
1.1247 |
|
0.618 |
1.1213 |
|
0.500 |
1.1202 |
|
0.382 |
1.1191 |
|
LOW |
1.1157 |
|
0.618 |
1.1101 |
|
1.000 |
1.1067 |
|
1.618 |
1.1011 |
|
2.618 |
1.0921 |
|
4.250 |
1.0775 |
|
|
| Fisher Pivots for day following 01-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1202 |
1.1224 |
| PP |
1.1189 |
1.1203 |
| S1 |
1.1176 |
1.1183 |
|