CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 01-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2021 |
01-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1285 |
1.1255 |
-0.0030 |
-0.3% |
1.1323 |
| High |
1.1310 |
1.1274 |
-0.0036 |
-0.3% |
1.1347 |
| Low |
1.1267 |
1.1188 |
-0.0079 |
-0.7% |
1.1259 |
| Close |
1.1270 |
1.1192 |
-0.0078 |
-0.7% |
1.1270 |
| Range |
0.0043 |
0.0086 |
0.0043 |
100.0% |
0.0088 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.3% |
0.0000 |
| Volume |
85 |
41 |
-44 |
-51.8% |
148 |
|
| Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1476 |
1.1420 |
1.1239 |
|
| R3 |
1.1390 |
1.1334 |
1.1216 |
|
| R2 |
1.1304 |
1.1304 |
1.1208 |
|
| R1 |
1.1248 |
1.1248 |
1.1200 |
1.1233 |
| PP |
1.1218 |
1.1218 |
1.1218 |
1.1211 |
| S1 |
1.1162 |
1.1162 |
1.1184 |
1.1147 |
| S2 |
1.1132 |
1.1132 |
1.1176 |
|
| S3 |
1.1046 |
1.1076 |
1.1168 |
|
| S4 |
1.0960 |
1.0990 |
1.1145 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1556 |
1.1501 |
1.1318 |
|
| R3 |
1.1468 |
1.1413 |
1.1294 |
|
| R2 |
1.1380 |
1.1380 |
1.1286 |
|
| R1 |
1.1325 |
1.1325 |
1.1278 |
1.1309 |
| PP |
1.1292 |
1.1292 |
1.1292 |
1.1284 |
| S1 |
1.1237 |
1.1237 |
1.1262 |
1.1221 |
| S2 |
1.1204 |
1.1204 |
1.1254 |
|
| S3 |
1.1116 |
1.1149 |
1.1246 |
|
| S4 |
1.1028 |
1.1061 |
1.1222 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1640 |
|
2.618 |
1.1499 |
|
1.618 |
1.1413 |
|
1.000 |
1.1360 |
|
0.618 |
1.1327 |
|
HIGH |
1.1274 |
|
0.618 |
1.1241 |
|
0.500 |
1.1231 |
|
0.382 |
1.1221 |
|
LOW |
1.1188 |
|
0.618 |
1.1135 |
|
1.000 |
1.1102 |
|
1.618 |
1.1049 |
|
2.618 |
1.0963 |
|
4.250 |
1.0823 |
|
|
| Fisher Pivots for day following 01-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1231 |
1.1253 |
| PP |
1.1218 |
1.1232 |
| S1 |
1.1205 |
1.1212 |
|