CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 12-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1306 |
1.1293 |
-0.0013 |
-0.1% |
1.1364 |
| High |
1.1341 |
1.1332 |
-0.0009 |
-0.1% |
1.1469 |
| Low |
1.1260 |
1.1267 |
0.0007 |
0.1% |
1.1307 |
| Close |
1.1293 |
1.1325 |
0.0032 |
0.3% |
1.1333 |
| Range |
0.0081 |
0.0065 |
-0.0016 |
-19.8% |
0.0162 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.0% |
0.0000 |
| Volume |
60 |
4 |
-56 |
-93.3% |
74 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1503 |
1.1479 |
1.1361 |
|
| R3 |
1.1438 |
1.1414 |
1.1343 |
|
| R2 |
1.1373 |
1.1373 |
1.1337 |
|
| R1 |
1.1349 |
1.1349 |
1.1331 |
1.1361 |
| PP |
1.1308 |
1.1308 |
1.1308 |
1.1314 |
| S1 |
1.1284 |
1.1284 |
1.1319 |
1.1296 |
| S2 |
1.1243 |
1.1243 |
1.1313 |
|
| S3 |
1.1178 |
1.1219 |
1.1307 |
|
| S4 |
1.1113 |
1.1154 |
1.1289 |
|
|
| 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 |
1.1608 |
|
2.618 |
1.1502 |
|
1.618 |
1.1437 |
|
1.000 |
1.1397 |
|
0.618 |
1.1372 |
|
HIGH |
1.1332 |
|
0.618 |
1.1307 |
|
0.500 |
1.1300 |
|
0.382 |
1.1292 |
|
LOW |
1.1267 |
|
0.618 |
1.1227 |
|
1.000 |
1.1202 |
|
1.618 |
1.1162 |
|
2.618 |
1.1097 |
|
4.250 |
1.0991 |
|
|
| Fisher Pivots for day following 12-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1317 |
1.1324 |
| PP |
1.1308 |
1.1322 |
| S1 |
1.1300 |
1.1321 |
|