CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 02-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2021 |
02-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1244 |
1.1161 |
-0.0083 |
-0.7% |
1.1309 |
| High |
1.1247 |
1.1189 |
-0.0058 |
-0.5% |
1.1318 |
| Low |
1.1157 |
1.1128 |
-0.0029 |
-0.3% |
1.1226 |
| Close |
1.1163 |
1.1140 |
-0.0023 |
-0.2% |
1.1241 |
| Range |
0.0090 |
0.0061 |
-0.0029 |
-32.2% |
0.0092 |
| ATR |
0.0067 |
0.0066 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
28,959 |
20,785 |
-8,174 |
-28.2% |
104,940 |
|
| Daily Pivots for day following 02-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1335 |
1.1299 |
1.1174 |
|
| R3 |
1.1274 |
1.1238 |
1.1157 |
|
| R2 |
1.1213 |
1.1213 |
1.1151 |
|
| R1 |
1.1177 |
1.1177 |
1.1146 |
1.1165 |
| PP |
1.1152 |
1.1152 |
1.1152 |
1.1146 |
| S1 |
1.1116 |
1.1116 |
1.1134 |
1.1104 |
| S2 |
1.1091 |
1.1091 |
1.1129 |
|
| S3 |
1.1030 |
1.1055 |
1.1123 |
|
| S4 |
1.0969 |
1.0994 |
1.1106 |
|
|
| 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 |
1.1300 |
1.1128 |
0.0172 |
1.5% |
0.0067 |
0.6% |
7% |
False |
True |
24,670 |
| 10 |
1.1331 |
1.1128 |
0.0203 |
1.8% |
0.0061 |
0.5% |
6% |
False |
True |
20,476 |
| 20 |
1.1441 |
1.1128 |
0.0313 |
2.8% |
0.0067 |
0.6% |
4% |
False |
True |
20,520 |
| 40 |
1.1441 |
1.1128 |
0.0313 |
2.8% |
0.0066 |
0.6% |
4% |
False |
True |
20,073 |
| 60 |
1.1441 |
1.0922 |
0.0519 |
4.7% |
0.0068 |
0.6% |
42% |
False |
False |
13,456 |
| 80 |
1.1441 |
1.0911 |
0.0530 |
4.8% |
0.0065 |
0.6% |
43% |
False |
False |
10,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1448 |
|
2.618 |
1.1349 |
|
1.618 |
1.1288 |
|
1.000 |
1.1250 |
|
0.618 |
1.1227 |
|
HIGH |
1.1189 |
|
0.618 |
1.1166 |
|
0.500 |
1.1159 |
|
0.382 |
1.1151 |
|
LOW |
1.1128 |
|
0.618 |
1.1090 |
|
1.000 |
1.1067 |
|
1.618 |
1.1029 |
|
2.618 |
1.0968 |
|
4.250 |
1.0869 |
|
|
| Fisher Pivots for day following 02-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1159 |
1.1206 |
| PP |
1.1152 |
1.1184 |
| S1 |
1.1146 |
1.1162 |
|