CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 06-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1442 |
1.1444 |
0.0002 |
0.0% |
1.1299 |
| High |
1.1446 |
1.1469 |
0.0023 |
0.2% |
1.1423 |
| Low |
1.1395 |
1.1389 |
-0.0006 |
-0.1% |
1.1273 |
| Close |
1.1444 |
1.1420 |
-0.0024 |
-0.2% |
1.1352 |
| Range |
0.0051 |
0.0080 |
0.0029 |
56.9% |
0.0150 |
| ATR |
0.0058 |
0.0059 |
0.0002 |
2.7% |
0.0000 |
| Volume |
8 |
32 |
24 |
300.0% |
15 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1666 |
1.1623 |
1.1464 |
|
| R3 |
1.1586 |
1.1543 |
1.1442 |
|
| R2 |
1.1506 |
1.1506 |
1.1435 |
|
| R1 |
1.1463 |
1.1463 |
1.1427 |
1.1445 |
| PP |
1.1426 |
1.1426 |
1.1426 |
1.1417 |
| S1 |
1.1383 |
1.1383 |
1.1413 |
1.1365 |
| S2 |
1.1346 |
1.1346 |
1.1405 |
|
| S3 |
1.1266 |
1.1303 |
1.1398 |
|
| S4 |
1.1186 |
1.1223 |
1.1376 |
|
|
| 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 |
1.1809 |
|
2.618 |
1.1678 |
|
1.618 |
1.1598 |
|
1.000 |
1.1549 |
|
0.618 |
1.1518 |
|
HIGH |
1.1469 |
|
0.618 |
1.1438 |
|
0.500 |
1.1429 |
|
0.382 |
1.1420 |
|
LOW |
1.1389 |
|
0.618 |
1.1340 |
|
1.000 |
1.1309 |
|
1.618 |
1.1260 |
|
2.618 |
1.1180 |
|
4.250 |
1.1049 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1429 |
1.1419 |
| PP |
1.1426 |
1.1418 |
| S1 |
1.1423 |
1.1417 |
|