CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 30-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2020 |
30-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1363 |
1.1360 |
-0.0003 |
0.0% |
1.1371 |
| High |
1.1381 |
1.1401 |
0.0020 |
0.2% |
1.1371 |
| Low |
1.1363 |
1.1349 |
-0.0014 |
-0.1% |
1.1277 |
| Close |
1.1363 |
1.1389 |
0.0026 |
0.2% |
1.1277 |
| Range |
0.0018 |
0.0052 |
0.0034 |
188.9% |
0.0094 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
0 |
3 |
3 |
|
8 |
|
| Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1536 |
1.1514 |
1.1418 |
|
| R3 |
1.1484 |
1.1462 |
1.1403 |
|
| R2 |
1.1432 |
1.1432 |
1.1399 |
|
| R1 |
1.1410 |
1.1410 |
1.1394 |
1.1421 |
| PP |
1.1380 |
1.1380 |
1.1380 |
1.1385 |
| S1 |
1.1358 |
1.1358 |
1.1384 |
1.1369 |
| S2 |
1.1328 |
1.1328 |
1.1379 |
|
| S3 |
1.1276 |
1.1306 |
1.1375 |
|
| S4 |
1.1224 |
1.1254 |
1.1360 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1590 |
1.1528 |
1.1329 |
|
| R3 |
1.1496 |
1.1434 |
1.1303 |
|
| R2 |
1.1402 |
1.1402 |
1.1294 |
|
| R1 |
1.1340 |
1.1340 |
1.1286 |
1.1324 |
| PP |
1.1308 |
1.1308 |
1.1308 |
1.1301 |
| S1 |
1.1246 |
1.1246 |
1.1268 |
1.1230 |
| S2 |
1.1214 |
1.1214 |
1.1260 |
|
| S3 |
1.1120 |
1.1152 |
1.1251 |
|
| S4 |
1.1026 |
1.1058 |
1.1225 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1622 |
|
2.618 |
1.1537 |
|
1.618 |
1.1485 |
|
1.000 |
1.1453 |
|
0.618 |
1.1433 |
|
HIGH |
1.1401 |
|
0.618 |
1.1381 |
|
0.500 |
1.1375 |
|
0.382 |
1.1369 |
|
LOW |
1.1349 |
|
0.618 |
1.1317 |
|
1.000 |
1.1297 |
|
1.618 |
1.1265 |
|
2.618 |
1.1213 |
|
4.250 |
1.1128 |
|
|
| Fisher Pivots for day following 30-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1384 |
1.1372 |
| PP |
1.1380 |
1.1354 |
| S1 |
1.1375 |
1.1337 |
|