CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 27-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2021 |
27-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1308 |
1.1325 |
0.0017 |
0.2% |
1.1256 |
| High |
1.1328 |
1.1329 |
0.0001 |
0.0% |
1.1359 |
| Low |
1.1288 |
1.1264 |
-0.0024 |
-0.2% |
1.1252 |
| Close |
1.1325 |
1.1290 |
-0.0035 |
-0.3% |
1.1331 |
| Range |
0.0040 |
0.0065 |
0.0025 |
62.5% |
0.0107 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.6% |
0.0000 |
| Volume |
29 |
5 |
-24 |
-82.8% |
64 |
|
| Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1489 |
1.1455 |
1.1326 |
|
| R3 |
1.1424 |
1.1390 |
1.1308 |
|
| R2 |
1.1359 |
1.1359 |
1.1302 |
|
| R1 |
1.1325 |
1.1325 |
1.1296 |
1.1310 |
| PP |
1.1294 |
1.1294 |
1.1294 |
1.1287 |
| S1 |
1.1260 |
1.1260 |
1.1284 |
1.1245 |
| S2 |
1.1229 |
1.1229 |
1.1278 |
|
| S3 |
1.1164 |
1.1195 |
1.1272 |
|
| S4 |
1.1099 |
1.1130 |
1.1254 |
|
|
| 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 |
1.1605 |
|
2.618 |
1.1499 |
|
1.618 |
1.1434 |
|
1.000 |
1.1394 |
|
0.618 |
1.1369 |
|
HIGH |
1.1329 |
|
0.618 |
1.1304 |
|
0.500 |
1.1297 |
|
0.382 |
1.1289 |
|
LOW |
1.1264 |
|
0.618 |
1.1224 |
|
1.000 |
1.1199 |
|
1.618 |
1.1159 |
|
2.618 |
1.1094 |
|
4.250 |
1.0988 |
|
|
| Fisher Pivots for day following 27-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1297 |
1.1306 |
| PP |
1.1294 |
1.1300 |
| S1 |
1.1292 |
1.1295 |
|