CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 11-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1324 |
1.1306 |
-0.0018 |
-0.2% |
1.1364 |
| High |
1.1381 |
1.1341 |
-0.0040 |
-0.4% |
1.1469 |
| Low |
1.1307 |
1.1260 |
-0.0047 |
-0.4% |
1.1307 |
| Close |
1.1333 |
1.1293 |
-0.0040 |
-0.4% |
1.1333 |
| Range |
0.0074 |
0.0081 |
0.0007 |
9.5% |
0.0162 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
2.0% |
0.0000 |
| Volume |
14 |
60 |
46 |
328.6% |
74 |
|
| Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1541 |
1.1498 |
1.1338 |
|
| R3 |
1.1460 |
1.1417 |
1.1315 |
|
| R2 |
1.1379 |
1.1379 |
1.1308 |
|
| R1 |
1.1336 |
1.1336 |
1.1300 |
1.1317 |
| PP |
1.1298 |
1.1298 |
1.1298 |
1.1289 |
| S1 |
1.1255 |
1.1255 |
1.1286 |
1.1236 |
| S2 |
1.1217 |
1.1217 |
1.1278 |
|
| S3 |
1.1136 |
1.1174 |
1.1271 |
|
| S4 |
1.1055 |
1.1093 |
1.1248 |
|
|
| 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 |
1.1685 |
|
2.618 |
1.1553 |
|
1.618 |
1.1472 |
|
1.000 |
1.1422 |
|
0.618 |
1.1391 |
|
HIGH |
1.1341 |
|
0.618 |
1.1310 |
|
0.500 |
1.1301 |
|
0.382 |
1.1291 |
|
LOW |
1.1260 |
|
0.618 |
1.1210 |
|
1.000 |
1.1179 |
|
1.618 |
1.1129 |
|
2.618 |
1.1048 |
|
4.250 |
1.0916 |
|
|
| Fisher Pivots for day following 11-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1301 |
1.1353 |
| PP |
1.1298 |
1.1333 |
| S1 |
1.1296 |
1.1313 |
|