CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 05-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2021 |
05-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1135 |
1.1068 |
-0.0067 |
-0.6% |
1.1244 |
| High |
1.1142 |
1.1137 |
-0.0005 |
0.0% |
1.1247 |
| Low |
1.1066 |
1.1064 |
-0.0002 |
0.0% |
1.1064 |
| Close |
1.1071 |
1.1126 |
0.0055 |
0.5% |
1.1126 |
| Range |
0.0076 |
0.0073 |
-0.0003 |
-3.9% |
0.0183 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
0.9% |
0.0000 |
| Volume |
18,949 |
22,917 |
3,968 |
20.9% |
106,893 |
|
| Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1328 |
1.1300 |
1.1166 |
|
| R3 |
1.1255 |
1.1227 |
1.1146 |
|
| R2 |
1.1182 |
1.1182 |
1.1139 |
|
| R1 |
1.1154 |
1.1154 |
1.1133 |
1.1168 |
| PP |
1.1109 |
1.1109 |
1.1109 |
1.1116 |
| S1 |
1.1081 |
1.1081 |
1.1119 |
1.1095 |
| S2 |
1.1036 |
1.1036 |
1.1113 |
|
| S3 |
1.0963 |
1.1008 |
1.1106 |
|
| S4 |
1.0890 |
1.0935 |
1.1086 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1695 |
1.1593 |
1.1227 |
|
| R3 |
1.1512 |
1.1410 |
1.1176 |
|
| R2 |
1.1329 |
1.1329 |
1.1160 |
|
| R1 |
1.1227 |
1.1227 |
1.1143 |
1.1187 |
| PP |
1.1146 |
1.1146 |
1.1146 |
1.1125 |
| S1 |
1.1044 |
1.1044 |
1.1109 |
1.1004 |
| S2 |
1.0963 |
1.0963 |
1.1092 |
|
| S3 |
1.0780 |
1.0861 |
1.1076 |
|
| S4 |
1.0597 |
1.0678 |
1.1025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1247 |
1.1064 |
0.0183 |
1.6% |
0.0068 |
0.6% |
34% |
False |
True |
21,378 |
| 10 |
1.1318 |
1.1064 |
0.0254 |
2.3% |
0.0063 |
0.6% |
24% |
False |
True |
21,183 |
| 20 |
1.1355 |
1.1064 |
0.0291 |
2.6% |
0.0065 |
0.6% |
21% |
False |
True |
20,026 |
| 40 |
1.1441 |
1.1064 |
0.0377 |
3.4% |
0.0066 |
0.6% |
16% |
False |
True |
20,736 |
| 60 |
1.1441 |
1.0922 |
0.0519 |
4.7% |
0.0064 |
0.6% |
39% |
False |
False |
14,405 |
| 80 |
1.1441 |
1.0911 |
0.0530 |
4.8% |
0.0065 |
0.6% |
41% |
False |
False |
10,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1447 |
|
2.618 |
1.1328 |
|
1.618 |
1.1255 |
|
1.000 |
1.1210 |
|
0.618 |
1.1182 |
|
HIGH |
1.1137 |
|
0.618 |
1.1109 |
|
0.500 |
1.1101 |
|
0.382 |
1.1092 |
|
LOW |
1.1064 |
|
0.618 |
1.1019 |
|
1.000 |
1.0991 |
|
1.618 |
1.0946 |
|
2.618 |
1.0873 |
|
4.250 |
1.0754 |
|
|
| Fisher Pivots for day following 05-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1118 |
1.1121 |
| PP |
1.1109 |
1.1117 |
| S1 |
1.1101 |
1.1112 |
|