CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 03-Dec-2020
Day Change Summary
Previous Current
02-Dec-2020 03-Dec-2020 Change Change % Previous Week
Open 1.1119 1.1179 0.0060 0.5% 1.0979
High 1.1185 1.1249 0.0064 0.6% 1.1066
Low 1.1099 1.1171 0.0072 0.6% 1.0937
Close 1.1163 1.1221 0.0058 0.5% 1.1054
Range 0.0086 0.0078 -0.0008 -9.3% 0.0129
ATR 0.0073 0.0074 0.0001 1.3% 0.0000
Volume 26,977 23,622 -3,355 -12.4% 95,591
Daily Pivots for day following 03-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.1448 1.1412 1.1264
R3 1.1370 1.1334 1.1242
R2 1.1292 1.1292 1.1235
R1 1.1256 1.1256 1.1228 1.1274
PP 1.1214 1.1214 1.1214 1.1223
S1 1.1178 1.1178 1.1214 1.1196
S2 1.1136 1.1136 1.1207
S3 1.1058 1.1100 1.1200
S4 1.0980 1.1022 1.1178
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.1406 1.1359 1.1125
R3 1.1277 1.1230 1.1089
R2 1.1148 1.1148 1.1078
R1 1.1101 1.1101 1.1066 1.1125
PP 1.1019 1.1019 1.1019 1.1031
S1 1.0972 1.0972 1.1042 1.0996
S2 1.0890 1.0890 1.1030
S3 1.0761 1.0843 1.1019
S4 1.0632 1.0714 1.0983
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1249 1.1002 0.0247 2.2% 0.0086 0.8% 89% True False 27,221
10 1.1249 1.0937 0.0312 2.8% 0.0073 0.6% 91% True False 23,773
20 1.1249 1.0888 0.0361 3.2% 0.0075 0.7% 92% True False 22,454
40 1.1249 1.0874 0.0375 3.3% 0.0070 0.6% 93% True False 20,595
60 1.1249 1.0781 0.0468 4.2% 0.0068 0.6% 94% True False 21,308
80 1.1249 1.0781 0.0468 4.2% 0.0071 0.6% 94% True False 16,533
100 1.1249 1.0608 0.0641 5.7% 0.0072 0.6% 96% True False 13,230
120 1.1249 1.0544 0.0705 6.3% 0.0069 0.6% 96% True False 11,026
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1581
2.618 1.1453
1.618 1.1375
1.000 1.1327
0.618 1.1297
HIGH 1.1249
0.618 1.1219
0.500 1.1210
0.382 1.1201
LOW 1.1171
0.618 1.1123
1.000 1.1093
1.618 1.1045
2.618 1.0967
4.250 1.0840
Fisher Pivots for day following 03-Dec-2020
Pivot 1 day 3 day
R1 1.1217 1.1190
PP 1.1214 1.1159
S1 1.1210 1.1129

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols