CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 04-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1179 |
1.1226 |
0.0047 |
0.4% |
1.1059 |
| High |
1.1249 |
1.1257 |
0.0008 |
0.1% |
1.1257 |
| Low |
1.1171 |
1.1210 |
0.0039 |
0.3% |
1.1002 |
| Close |
1.1221 |
1.1233 |
0.0012 |
0.1% |
1.1233 |
| Range |
0.0078 |
0.0047 |
-0.0031 |
-39.7% |
0.0255 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
23,622 |
25,402 |
1,780 |
7.5% |
135,304 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1374 |
1.1351 |
1.1259 |
|
| R3 |
1.1327 |
1.1304 |
1.1246 |
|
| R2 |
1.1280 |
1.1280 |
1.1242 |
|
| R1 |
1.1257 |
1.1257 |
1.1237 |
1.1269 |
| PP |
1.1233 |
1.1233 |
1.1233 |
1.1239 |
| S1 |
1.1210 |
1.1210 |
1.1229 |
1.1222 |
| S2 |
1.1186 |
1.1186 |
1.1224 |
|
| S3 |
1.1139 |
1.1163 |
1.1220 |
|
| S4 |
1.1092 |
1.1116 |
1.1207 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1929 |
1.1836 |
1.1373 |
|
| R3 |
1.1674 |
1.1581 |
1.1303 |
|
| R2 |
1.1419 |
1.1419 |
1.1280 |
|
| R1 |
1.1326 |
1.1326 |
1.1256 |
1.1373 |
| PP |
1.1164 |
1.1164 |
1.1164 |
1.1187 |
| S1 |
1.1071 |
1.1071 |
1.1210 |
1.1118 |
| S2 |
1.0909 |
1.0909 |
1.1186 |
|
| S3 |
1.0654 |
1.0816 |
1.1163 |
|
| S4 |
1.0399 |
1.0561 |
1.1093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1257 |
1.1002 |
0.0255 |
2.3% |
0.0083 |
0.7% |
91% |
True |
False |
27,060 |
| 10 |
1.1257 |
1.0937 |
0.0320 |
2.8% |
0.0073 |
0.6% |
93% |
True |
False |
24,578 |
| 20 |
1.1257 |
1.0888 |
0.0369 |
3.3% |
0.0072 |
0.6% |
93% |
True |
False |
22,657 |
| 40 |
1.1257 |
1.0874 |
0.0383 |
3.4% |
0.0069 |
0.6% |
94% |
True |
False |
20,904 |
| 60 |
1.1257 |
1.0781 |
0.0476 |
4.2% |
0.0067 |
0.6% |
95% |
True |
False |
21,165 |
| 80 |
1.1257 |
1.0781 |
0.0476 |
4.2% |
0.0070 |
0.6% |
95% |
True |
False |
16,850 |
| 100 |
1.1257 |
1.0608 |
0.0649 |
5.8% |
0.0071 |
0.6% |
96% |
True |
False |
13,484 |
| 120 |
1.1257 |
1.0544 |
0.0713 |
6.3% |
0.0069 |
0.6% |
97% |
True |
False |
11,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1457 |
|
2.618 |
1.1380 |
|
1.618 |
1.1333 |
|
1.000 |
1.1304 |
|
0.618 |
1.1286 |
|
HIGH |
1.1257 |
|
0.618 |
1.1239 |
|
0.500 |
1.1234 |
|
0.382 |
1.1228 |
|
LOW |
1.1210 |
|
0.618 |
1.1181 |
|
1.000 |
1.1163 |
|
1.618 |
1.1134 |
|
2.618 |
1.1087 |
|
4.250 |
1.1010 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1234 |
1.1215 |
| PP |
1.1233 |
1.1196 |
| S1 |
1.1233 |
1.1178 |
|