CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 08-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1412 |
1.1324 |
-0.0088 |
-0.8% |
1.1364 |
| High |
1.1446 |
1.1381 |
-0.0065 |
-0.6% |
1.1469 |
| Low |
1.1339 |
1.1307 |
-0.0032 |
-0.3% |
1.1307 |
| Close |
1.1349 |
1.1333 |
-0.0016 |
-0.1% |
1.1333 |
| Range |
0.0107 |
0.0074 |
-0.0033 |
-30.8% |
0.0162 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.3% |
0.0000 |
| Volume |
14 |
14 |
0 |
0.0% |
74 |
|
| Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1562 |
1.1522 |
1.1374 |
|
| R3 |
1.1488 |
1.1448 |
1.1353 |
|
| R2 |
1.1414 |
1.1414 |
1.1347 |
|
| R1 |
1.1374 |
1.1374 |
1.1340 |
1.1394 |
| PP |
1.1340 |
1.1340 |
1.1340 |
1.1351 |
| S1 |
1.1300 |
1.1300 |
1.1326 |
1.1320 |
| S2 |
1.1266 |
1.1266 |
1.1319 |
|
| S3 |
1.1192 |
1.1226 |
1.1313 |
|
| S4 |
1.1118 |
1.1152 |
1.1292 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1856 |
1.1756 |
1.1422 |
|
| R3 |
1.1694 |
1.1594 |
1.1378 |
|
| R2 |
1.1532 |
1.1532 |
1.1363 |
|
| R1 |
1.1432 |
1.1432 |
1.1348 |
1.1401 |
| PP |
1.1370 |
1.1370 |
1.1370 |
1.1354 |
| S1 |
1.1270 |
1.1270 |
1.1318 |
1.1239 |
| S2 |
1.1208 |
1.1208 |
1.1303 |
|
| S3 |
1.1046 |
1.1108 |
1.1288 |
|
| S4 |
1.0884 |
1.0946 |
1.1244 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1696 |
|
2.618 |
1.1575 |
|
1.618 |
1.1501 |
|
1.000 |
1.1455 |
|
0.618 |
1.1427 |
|
HIGH |
1.1381 |
|
0.618 |
1.1353 |
|
0.500 |
1.1344 |
|
0.382 |
1.1335 |
|
LOW |
1.1307 |
|
0.618 |
1.1261 |
|
1.000 |
1.1233 |
|
1.618 |
1.1187 |
|
2.618 |
1.1113 |
|
4.250 |
1.0993 |
|
|
| Fisher Pivots for day following 08-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1344 |
1.1388 |
| PP |
1.1340 |
1.1370 |
| S1 |
1.1337 |
1.1351 |
|