CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 07-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1444 |
1.1412 |
-0.0032 |
-0.3% |
1.1299 |
| High |
1.1469 |
1.1446 |
-0.0023 |
-0.2% |
1.1423 |
| Low |
1.1389 |
1.1339 |
-0.0050 |
-0.4% |
1.1273 |
| Close |
1.1420 |
1.1349 |
-0.0071 |
-0.6% |
1.1352 |
| Range |
0.0080 |
0.0107 |
0.0027 |
33.8% |
0.0150 |
| ATR |
0.0059 |
0.0063 |
0.0003 |
5.7% |
0.0000 |
| Volume |
32 |
14 |
-18 |
-56.3% |
15 |
|
| Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1699 |
1.1631 |
1.1408 |
|
| R3 |
1.1592 |
1.1524 |
1.1378 |
|
| R2 |
1.1485 |
1.1485 |
1.1369 |
|
| R1 |
1.1417 |
1.1417 |
1.1359 |
1.1398 |
| PP |
1.1378 |
1.1378 |
1.1378 |
1.1368 |
| S1 |
1.1310 |
1.1310 |
1.1339 |
1.1291 |
| S2 |
1.1271 |
1.1271 |
1.1329 |
|
| S3 |
1.1164 |
1.1203 |
1.1320 |
|
| S4 |
1.1057 |
1.1096 |
1.1290 |
|
|
| 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 |
1.1901 |
|
2.618 |
1.1726 |
|
1.618 |
1.1619 |
|
1.000 |
1.1553 |
|
0.618 |
1.1512 |
|
HIGH |
1.1446 |
|
0.618 |
1.1405 |
|
0.500 |
1.1393 |
|
0.382 |
1.1380 |
|
LOW |
1.1339 |
|
0.618 |
1.1273 |
|
1.000 |
1.1232 |
|
1.618 |
1.1166 |
|
2.618 |
1.1059 |
|
4.250 |
1.0884 |
|
|
| Fisher Pivots for day following 07-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1393 |
1.1404 |
| PP |
1.1378 |
1.1386 |
| S1 |
1.1364 |
1.1367 |
|