CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 19-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2021 |
19-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1270 |
1.1256 |
-0.0014 |
-0.1% |
1.1306 |
| High |
1.1322 |
1.1327 |
0.0005 |
0.0% |
1.1348 |
| Low |
1.1266 |
1.1252 |
-0.0014 |
-0.1% |
1.1260 |
| Close |
1.1270 |
1.1302 |
0.0032 |
0.3% |
1.1270 |
| Range |
0.0056 |
0.0075 |
0.0019 |
33.9% |
0.0088 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.3% |
0.0000 |
| Volume |
0 |
40 |
40 |
|
78 |
|
| Daily Pivots for day following 19-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1519 |
1.1485 |
1.1343 |
|
| R3 |
1.1444 |
1.1410 |
1.1323 |
|
| R2 |
1.1369 |
1.1369 |
1.1316 |
|
| R1 |
1.1335 |
1.1335 |
1.1309 |
1.1352 |
| PP |
1.1294 |
1.1294 |
1.1294 |
1.1302 |
| S1 |
1.1260 |
1.1260 |
1.1295 |
1.1277 |
| S2 |
1.1219 |
1.1219 |
1.1288 |
|
| S3 |
1.1144 |
1.1185 |
1.1281 |
|
| S4 |
1.1069 |
1.1110 |
1.1261 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1557 |
1.1501 |
1.1318 |
|
| R3 |
1.1469 |
1.1413 |
1.1294 |
|
| R2 |
1.1381 |
1.1381 |
1.1286 |
|
| R1 |
1.1325 |
1.1325 |
1.1278 |
1.1309 |
| PP |
1.1293 |
1.1293 |
1.1293 |
1.1285 |
| S1 |
1.1237 |
1.1237 |
1.1262 |
1.1221 |
| S2 |
1.1205 |
1.1205 |
1.1254 |
|
| S3 |
1.1117 |
1.1149 |
1.1246 |
|
| S4 |
1.1029 |
1.1061 |
1.1222 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1646 |
|
2.618 |
1.1523 |
|
1.618 |
1.1448 |
|
1.000 |
1.1402 |
|
0.618 |
1.1373 |
|
HIGH |
1.1327 |
|
0.618 |
1.1298 |
|
0.500 |
1.1290 |
|
0.382 |
1.1281 |
|
LOW |
1.1252 |
|
0.618 |
1.1206 |
|
1.000 |
1.1177 |
|
1.618 |
1.1131 |
|
2.618 |
1.1056 |
|
4.250 |
1.0933 |
|
|
| Fisher Pivots for day following 19-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1298 |
1.1299 |
| PP |
1.1294 |
1.1295 |
| S1 |
1.1290 |
1.1292 |
|