CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 14-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1311 |
1.1317 |
0.0006 |
0.1% |
1.1364 |
| High |
1.1348 |
1.1332 |
-0.0016 |
-0.1% |
1.1469 |
| Low |
1.1300 |
1.1264 |
-0.0036 |
-0.3% |
1.1307 |
| Close |
1.1311 |
1.1311 |
0.0000 |
0.0% |
1.1333 |
| Range |
0.0048 |
0.0068 |
0.0020 |
41.7% |
0.0162 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.5% |
0.0000 |
| Volume |
0 |
14 |
14 |
|
74 |
|
| Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1506 |
1.1477 |
1.1348 |
|
| R3 |
1.1438 |
1.1409 |
1.1330 |
|
| R2 |
1.1370 |
1.1370 |
1.1323 |
|
| R1 |
1.1341 |
1.1341 |
1.1317 |
1.1322 |
| PP |
1.1302 |
1.1302 |
1.1302 |
1.1293 |
| S1 |
1.1273 |
1.1273 |
1.1305 |
1.1254 |
| S2 |
1.1234 |
1.1234 |
1.1299 |
|
| S3 |
1.1166 |
1.1205 |
1.1292 |
|
| S4 |
1.1098 |
1.1137 |
1.1274 |
|
|
| 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 |
1.1621 |
|
2.618 |
1.1510 |
|
1.618 |
1.1442 |
|
1.000 |
1.1400 |
|
0.618 |
1.1374 |
|
HIGH |
1.1332 |
|
0.618 |
1.1306 |
|
0.500 |
1.1298 |
|
0.382 |
1.1290 |
|
LOW |
1.1264 |
|
0.618 |
1.1222 |
|
1.000 |
1.1196 |
|
1.618 |
1.1154 |
|
2.618 |
1.1086 |
|
4.250 |
1.0975 |
|
|
| Fisher Pivots for day following 14-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1307 |
1.1309 |
| PP |
1.1302 |
1.1308 |
| S1 |
1.1298 |
1.1306 |
|