CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 04-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1407 |
1.1364 |
-0.0043 |
-0.4% |
1.1299 |
| High |
1.1423 |
1.1434 |
0.0011 |
0.1% |
1.1423 |
| Low |
1.1342 |
1.1364 |
0.0022 |
0.2% |
1.1273 |
| Close |
1.1352 |
1.1408 |
0.0056 |
0.5% |
1.1352 |
| Range |
0.0081 |
0.0070 |
-0.0011 |
-13.6% |
0.0150 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
3.2% |
0.0000 |
| Volume |
4 |
6 |
2 |
50.0% |
15 |
|
| Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1612 |
1.1580 |
1.1447 |
|
| R3 |
1.1542 |
1.1510 |
1.1427 |
|
| R2 |
1.1472 |
1.1472 |
1.1421 |
|
| R1 |
1.1440 |
1.1440 |
1.1414 |
1.1456 |
| PP |
1.1402 |
1.1402 |
1.1402 |
1.1410 |
| S1 |
1.1370 |
1.1370 |
1.1402 |
1.1386 |
| S2 |
1.1332 |
1.1332 |
1.1395 |
|
| S3 |
1.1262 |
1.1300 |
1.1389 |
|
| S4 |
1.1192 |
1.1230 |
1.1370 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1799 |
1.1726 |
1.1435 |
|
| R3 |
1.1649 |
1.1576 |
1.1393 |
|
| R2 |
1.1499 |
1.1499 |
1.1380 |
|
| R1 |
1.1426 |
1.1426 |
1.1366 |
1.1463 |
| PP |
1.1349 |
1.1349 |
1.1349 |
1.1368 |
| S1 |
1.1276 |
1.1276 |
1.1338 |
1.1313 |
| S2 |
1.1199 |
1.1199 |
1.1325 |
|
| S3 |
1.1049 |
1.1126 |
1.1311 |
|
| S4 |
1.0899 |
1.0976 |
1.1270 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1732 |
|
2.618 |
1.1617 |
|
1.618 |
1.1547 |
|
1.000 |
1.1504 |
|
0.618 |
1.1477 |
|
HIGH |
1.1434 |
|
0.618 |
1.1407 |
|
0.500 |
1.1399 |
|
0.382 |
1.1391 |
|
LOW |
1.1364 |
|
0.618 |
1.1321 |
|
1.000 |
1.1294 |
|
1.618 |
1.1251 |
|
2.618 |
1.1181 |
|
4.250 |
1.1067 |
|
|
| Fisher Pivots for day following 04-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1405 |
1.1401 |
| PP |
1.1402 |
1.1395 |
| S1 |
1.1399 |
1.1388 |
|