CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 04-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2021 |
04-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1179 |
1.1146 |
-0.0033 |
-0.3% |
1.1323 |
| High |
1.1187 |
1.1169 |
-0.0018 |
-0.2% |
1.1347 |
| Low |
1.1150 |
1.1096 |
-0.0054 |
-0.5% |
1.1259 |
| Close |
1.1161 |
1.1099 |
-0.0062 |
-0.6% |
1.1270 |
| Range |
0.0037 |
0.0073 |
0.0036 |
97.3% |
0.0088 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.7% |
0.0000 |
| Volume |
24 |
229 |
205 |
854.2% |
148 |
|
| Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1340 |
1.1293 |
1.1139 |
|
| R3 |
1.1267 |
1.1220 |
1.1119 |
|
| R2 |
1.1194 |
1.1194 |
1.1112 |
|
| R1 |
1.1147 |
1.1147 |
1.1106 |
1.1134 |
| PP |
1.1121 |
1.1121 |
1.1121 |
1.1115 |
| S1 |
1.1074 |
1.1074 |
1.1092 |
1.1061 |
| S2 |
1.1048 |
1.1048 |
1.1086 |
|
| S3 |
1.0975 |
1.1001 |
1.1079 |
|
| S4 |
1.0902 |
1.0928 |
1.1059 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1556 |
1.1501 |
1.1318 |
|
| R3 |
1.1468 |
1.1413 |
1.1294 |
|
| R2 |
1.1380 |
1.1380 |
1.1286 |
|
| R1 |
1.1325 |
1.1325 |
1.1278 |
1.1309 |
| PP |
1.1292 |
1.1292 |
1.1292 |
1.1284 |
| S1 |
1.1237 |
1.1237 |
1.1262 |
1.1221 |
| S2 |
1.1204 |
1.1204 |
1.1254 |
|
| S3 |
1.1116 |
1.1149 |
1.1246 |
|
| S4 |
1.1028 |
1.1061 |
1.1222 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1479 |
|
2.618 |
1.1360 |
|
1.618 |
1.1287 |
|
1.000 |
1.1242 |
|
0.618 |
1.1214 |
|
HIGH |
1.1169 |
|
0.618 |
1.1141 |
|
0.500 |
1.1133 |
|
0.382 |
1.1124 |
|
LOW |
1.1096 |
|
0.618 |
1.1051 |
|
1.000 |
1.1023 |
|
1.618 |
1.0978 |
|
2.618 |
1.0905 |
|
4.250 |
1.0786 |
|
|
| Fisher Pivots for day following 04-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1133 |
1.1157 |
| PP |
1.1121 |
1.1137 |
| S1 |
1.1110 |
1.1118 |
|