CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 15-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1284 |
1.1278 |
-0.0006 |
-0.1% |
1.1310 |
| High |
1.1310 |
1.1293 |
-0.0017 |
-0.2% |
1.1319 |
| Low |
1.1232 |
1.1234 |
0.0002 |
0.0% |
1.1230 |
| Close |
1.1281 |
1.1240 |
-0.0041 |
-0.4% |
1.1240 |
| Range |
0.0078 |
0.0059 |
-0.0019 |
-24.4% |
0.0089 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
21,781 |
14,955 |
-6,826 |
-31.3% |
85,302 |
|
| Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1433 |
1.1395 |
1.1272 |
|
| R3 |
1.1374 |
1.1336 |
1.1256 |
|
| R2 |
1.1315 |
1.1315 |
1.1251 |
|
| R1 |
1.1277 |
1.1277 |
1.1245 |
1.1267 |
| PP |
1.1256 |
1.1256 |
1.1256 |
1.1250 |
| S1 |
1.1218 |
1.1218 |
1.1235 |
1.1208 |
| S2 |
1.1197 |
1.1197 |
1.1229 |
|
| S3 |
1.1138 |
1.1159 |
1.1224 |
|
| S4 |
1.1079 |
1.1100 |
1.1208 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1530 |
1.1474 |
1.1289 |
|
| R3 |
1.1441 |
1.1385 |
1.1264 |
|
| R2 |
1.1352 |
1.1352 |
1.1256 |
|
| R1 |
1.1296 |
1.1296 |
1.1248 |
1.1280 |
| PP |
1.1263 |
1.1263 |
1.1263 |
1.1255 |
| S1 |
1.1207 |
1.1207 |
1.1232 |
1.1191 |
| S2 |
1.1174 |
1.1174 |
1.1224 |
|
| S3 |
1.1085 |
1.1118 |
1.1216 |
|
| S4 |
1.0996 |
1.1029 |
1.1191 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1319 |
1.1230 |
0.0089 |
0.8% |
0.0068 |
0.6% |
11% |
False |
False |
17,060 |
| 10 |
1.1441 |
1.1230 |
0.0211 |
1.9% |
0.0074 |
0.7% |
5% |
False |
False |
20,308 |
| 20 |
1.1441 |
1.1230 |
0.0211 |
1.9% |
0.0070 |
0.6% |
5% |
False |
False |
19,842 |
| 40 |
1.1441 |
1.0972 |
0.0469 |
4.2% |
0.0068 |
0.6% |
57% |
False |
False |
14,386 |
| 60 |
1.1441 |
1.0911 |
0.0530 |
4.7% |
0.0067 |
0.6% |
62% |
False |
False |
9,608 |
| 80 |
1.1441 |
1.0816 |
0.0625 |
5.6% |
0.0065 |
0.6% |
68% |
False |
False |
7,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1544 |
|
2.618 |
1.1447 |
|
1.618 |
1.1388 |
|
1.000 |
1.1352 |
|
0.618 |
1.1329 |
|
HIGH |
1.1293 |
|
0.618 |
1.1270 |
|
0.500 |
1.1264 |
|
0.382 |
1.1257 |
|
LOW |
1.1234 |
|
0.618 |
1.1198 |
|
1.000 |
1.1175 |
|
1.618 |
1.1139 |
|
2.618 |
1.1080 |
|
4.250 |
1.0983 |
|
|
| Fisher Pivots for day following 15-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1264 |
1.1276 |
| PP |
1.1256 |
1.1264 |
| S1 |
1.1248 |
1.1252 |
|