CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 31-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1360 |
1.1407 |
0.0047 |
0.4% |
1.1371 |
| High |
1.1401 |
1.1423 |
0.0022 |
0.2% |
1.1371 |
| Low |
1.1349 |
1.1342 |
-0.0007 |
-0.1% |
1.1277 |
| Close |
1.1389 |
1.1352 |
-0.0037 |
-0.3% |
1.1277 |
| Range |
0.0052 |
0.0081 |
0.0029 |
55.8% |
0.0094 |
| ATR |
0.0055 |
0.0056 |
0.0002 |
3.5% |
0.0000 |
| Volume |
3 |
4 |
1 |
33.3% |
8 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1615 |
1.1565 |
1.1397 |
|
| R3 |
1.1534 |
1.1484 |
1.1374 |
|
| R2 |
1.1453 |
1.1453 |
1.1367 |
|
| R1 |
1.1403 |
1.1403 |
1.1359 |
1.1388 |
| PP |
1.1372 |
1.1372 |
1.1372 |
1.1365 |
| S1 |
1.1322 |
1.1322 |
1.1345 |
1.1307 |
| S2 |
1.1291 |
1.1291 |
1.1337 |
|
| S3 |
1.1210 |
1.1241 |
1.1330 |
|
| S4 |
1.1129 |
1.1160 |
1.1307 |
|
|
| 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 |
1.1767 |
|
2.618 |
1.1635 |
|
1.618 |
1.1554 |
|
1.000 |
1.1504 |
|
0.618 |
1.1473 |
|
HIGH |
1.1423 |
|
0.618 |
1.1392 |
|
0.500 |
1.1383 |
|
0.382 |
1.1373 |
|
LOW |
1.1342 |
|
0.618 |
1.1292 |
|
1.000 |
1.1261 |
|
1.618 |
1.1211 |
|
2.618 |
1.1130 |
|
4.250 |
1.0998 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1383 |
1.1383 |
| PP |
1.1372 |
1.1372 |
| S1 |
1.1362 |
1.1362 |
|