CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 03-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2021 |
03-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1161 |
1.1154 |
-0.0007 |
-0.1% |
1.1309 |
| High |
1.1189 |
1.1160 |
-0.0029 |
-0.3% |
1.1318 |
| Low |
1.1128 |
1.1120 |
-0.0008 |
-0.1% |
1.1226 |
| Close |
1.1140 |
1.1132 |
-0.0008 |
-0.1% |
1.1241 |
| Range |
0.0061 |
0.0040 |
-0.0021 |
-34.4% |
0.0092 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
20,785 |
15,283 |
-5,502 |
-26.5% |
104,940 |
|
| Daily Pivots for day following 03-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1257 |
1.1235 |
1.1154 |
|
| R3 |
1.1217 |
1.1195 |
1.1143 |
|
| R2 |
1.1177 |
1.1177 |
1.1139 |
|
| R1 |
1.1155 |
1.1155 |
1.1136 |
1.1146 |
| PP |
1.1137 |
1.1137 |
1.1137 |
1.1133 |
| S1 |
1.1115 |
1.1115 |
1.1128 |
1.1106 |
| S2 |
1.1097 |
1.1097 |
1.1125 |
|
| S3 |
1.1057 |
1.1075 |
1.1121 |
|
| S4 |
1.1017 |
1.1035 |
1.1110 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1538 |
1.1481 |
1.1292 |
|
| R3 |
1.1446 |
1.1389 |
1.1266 |
|
| R2 |
1.1354 |
1.1354 |
1.1258 |
|
| R1 |
1.1297 |
1.1297 |
1.1249 |
1.1280 |
| PP |
1.1262 |
1.1262 |
1.1262 |
1.1253 |
| S1 |
1.1205 |
1.1205 |
1.1233 |
1.1188 |
| S2 |
1.1170 |
1.1170 |
1.1224 |
|
| S3 |
1.1078 |
1.1113 |
1.1216 |
|
| S4 |
1.0986 |
1.1021 |
1.1190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1290 |
1.1120 |
0.0170 |
1.5% |
0.0061 |
0.5% |
7% |
False |
True |
23,015 |
| 10 |
1.1331 |
1.1120 |
0.0211 |
1.9% |
0.0058 |
0.5% |
6% |
False |
True |
20,277 |
| 20 |
1.1441 |
1.1120 |
0.0321 |
2.9% |
0.0067 |
0.6% |
4% |
False |
True |
20,388 |
| 40 |
1.1441 |
1.1120 |
0.0321 |
2.9% |
0.0066 |
0.6% |
4% |
False |
True |
20,393 |
| 60 |
1.1441 |
1.0922 |
0.0519 |
4.7% |
0.0067 |
0.6% |
40% |
False |
False |
13,710 |
| 80 |
1.1441 |
1.0911 |
0.0530 |
4.8% |
0.0065 |
0.6% |
42% |
False |
False |
10,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1330 |
|
2.618 |
1.1265 |
|
1.618 |
1.1225 |
|
1.000 |
1.1200 |
|
0.618 |
1.1185 |
|
HIGH |
1.1160 |
|
0.618 |
1.1145 |
|
0.500 |
1.1140 |
|
0.382 |
1.1135 |
|
LOW |
1.1120 |
|
0.618 |
1.1095 |
|
1.000 |
1.1080 |
|
1.618 |
1.1055 |
|
2.618 |
1.1015 |
|
4.250 |
1.0950 |
|
|
| Fisher Pivots for day following 03-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1140 |
1.1184 |
| PP |
1.1137 |
1.1166 |
| S1 |
1.1135 |
1.1149 |
|