CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 28-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2021 |
28-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1325 |
1.1272 |
-0.0053 |
-0.5% |
1.1256 |
| High |
1.1329 |
1.1317 |
-0.0012 |
-0.1% |
1.1359 |
| Low |
1.1264 |
1.1259 |
-0.0005 |
0.0% |
1.1252 |
| Close |
1.1290 |
1.1309 |
0.0019 |
0.2% |
1.1331 |
| Range |
0.0065 |
0.0058 |
-0.0007 |
-10.8% |
0.0107 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
5 |
12 |
7 |
140.0% |
64 |
|
| Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1469 |
1.1447 |
1.1341 |
|
| R3 |
1.1411 |
1.1389 |
1.1325 |
|
| R2 |
1.1353 |
1.1353 |
1.1320 |
|
| R1 |
1.1331 |
1.1331 |
1.1314 |
1.1342 |
| PP |
1.1295 |
1.1295 |
1.1295 |
1.1301 |
| S1 |
1.1273 |
1.1273 |
1.1304 |
1.1284 |
| S2 |
1.1237 |
1.1237 |
1.1298 |
|
| S3 |
1.1179 |
1.1215 |
1.1293 |
|
| S4 |
1.1121 |
1.1157 |
1.1277 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1635 |
1.1590 |
1.1390 |
|
| R3 |
1.1528 |
1.1483 |
1.1360 |
|
| R2 |
1.1421 |
1.1421 |
1.1351 |
|
| R1 |
1.1376 |
1.1376 |
1.1341 |
1.1399 |
| PP |
1.1314 |
1.1314 |
1.1314 |
1.1325 |
| S1 |
1.1269 |
1.1269 |
1.1321 |
1.1292 |
| S2 |
1.1207 |
1.1207 |
1.1311 |
|
| S3 |
1.1100 |
1.1162 |
1.1302 |
|
| S4 |
1.0993 |
1.1055 |
1.1272 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1564 |
|
2.618 |
1.1469 |
|
1.618 |
1.1411 |
|
1.000 |
1.1375 |
|
0.618 |
1.1353 |
|
HIGH |
1.1317 |
|
0.618 |
1.1295 |
|
0.500 |
1.1288 |
|
0.382 |
1.1281 |
|
LOW |
1.1259 |
|
0.618 |
1.1223 |
|
1.000 |
1.1201 |
|
1.618 |
1.1165 |
|
2.618 |
1.1107 |
|
4.250 |
1.1013 |
|
|
| Fisher Pivots for day following 28-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1302 |
1.1304 |
| PP |
1.1295 |
1.1299 |
| S1 |
1.1288 |
1.1294 |
|