CME Swiss Franc Future March 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 |
1.1154 |
1.1135 |
-0.0019 |
-0.2% |
1.1309 |
High |
1.1160 |
1.1142 |
-0.0018 |
-0.2% |
1.1318 |
Low |
1.1120 |
1.1066 |
-0.0054 |
-0.5% |
1.1226 |
Close |
1.1132 |
1.1071 |
-0.0061 |
-0.5% |
1.1241 |
Range |
0.0040 |
0.0076 |
0.0036 |
90.0% |
0.0092 |
ATR |
0.0064 |
0.0065 |
0.0001 |
1.3% |
0.0000 |
Volume |
15,283 |
18,949 |
3,666 |
24.0% |
104,940 |
|
Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1321 |
1.1272 |
1.1113 |
|
R3 |
1.1245 |
1.1196 |
1.1092 |
|
R2 |
1.1169 |
1.1169 |
1.1085 |
|
R1 |
1.1120 |
1.1120 |
1.1078 |
1.1107 |
PP |
1.1093 |
1.1093 |
1.1093 |
1.1086 |
S1 |
1.1044 |
1.1044 |
1.1064 |
1.1031 |
S2 |
1.1017 |
1.1017 |
1.1057 |
|
S3 |
1.0941 |
1.0968 |
1.1050 |
|
S4 |
1.0865 |
1.0892 |
1.1029 |
|
|
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 |
1.1283 |
1.1066 |
0.0217 |
2.0% |
0.0063 |
0.6% |
2% |
False |
True |
22,251 |
10 |
1.1331 |
1.1066 |
0.0265 |
2.4% |
0.0059 |
0.5% |
2% |
False |
True |
20,395 |
20 |
1.1417 |
1.1066 |
0.0351 |
3.2% |
0.0066 |
0.6% |
1% |
False |
True |
20,060 |
40 |
1.1441 |
1.1066 |
0.0375 |
3.4% |
0.0066 |
0.6% |
1% |
False |
True |
20,712 |
60 |
1.1441 |
1.0922 |
0.0519 |
4.7% |
0.0066 |
0.6% |
29% |
False |
False |
14,025 |
80 |
1.1441 |
1.0911 |
0.0530 |
4.8% |
0.0065 |
0.6% |
30% |
False |
False |
10,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1465 |
2.618 |
1.1341 |
1.618 |
1.1265 |
1.000 |
1.1218 |
0.618 |
1.1189 |
HIGH |
1.1142 |
0.618 |
1.1113 |
0.500 |
1.1104 |
0.382 |
1.1095 |
LOW |
1.1066 |
0.618 |
1.1019 |
1.000 |
1.0990 |
1.618 |
1.0943 |
2.618 |
1.0867 |
4.250 |
1.0743 |
|
|
Fisher Pivots for day following 04-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1104 |
1.1128 |
PP |
1.1093 |
1.1109 |
S1 |
1.1082 |
1.1090 |
|