CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 07-Dec-2020
Day Change Summary
Previous Current
04-Dec-2020 07-Dec-2020 Change Change % Previous Week
Open 1.1226 1.1215 -0.0011 -0.1% 1.1059
High 1.1257 1.1270 0.0013 0.1% 1.1257
Low 1.1210 1.1179 -0.0031 -0.3% 1.1002
Close 1.1233 1.1235 0.0002 0.0% 1.1233
Range 0.0047 0.0091 0.0044 93.6% 0.0255
ATR 0.0072 0.0073 0.0001 1.9% 0.0000
Volume 25,402 23,998 -1,404 -5.5% 135,304
Daily Pivots for day following 07-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.1501 1.1459 1.1285
R3 1.1410 1.1368 1.1260
R2 1.1319 1.1319 1.1252
R1 1.1277 1.1277 1.1243 1.1298
PP 1.1228 1.1228 1.1228 1.1239
S1 1.1186 1.1186 1.1227 1.1207
S2 1.1137 1.1137 1.1218
S3 1.1046 1.1095 1.1210
S4 1.0955 1.1004 1.1185
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 1.1270 1.1008 0.0262 2.3% 0.0083 0.7% 87% True False 25,524
10 1.1270 1.0937 0.0333 3.0% 0.0078 0.7% 89% True False 25,489
20 1.1270 1.0888 0.0382 3.4% 0.0072 0.6% 91% True False 22,611
40 1.1270 1.0874 0.0396 3.5% 0.0069 0.6% 91% True False 21,059
60 1.1270 1.0781 0.0489 4.4% 0.0068 0.6% 93% True False 21,319
80 1.1270 1.0781 0.0489 4.4% 0.0071 0.6% 93% True False 17,150
100 1.1270 1.0619 0.0651 5.8% 0.0072 0.6% 95% True False 13,724
120 1.1270 1.0544 0.0726 6.5% 0.0069 0.6% 95% True False 11,437
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1657
2.618 1.1508
1.618 1.1417
1.000 1.1361
0.618 1.1326
HIGH 1.1270
0.618 1.1235
0.500 1.1225
0.382 1.1214
LOW 1.1179
0.618 1.1123
1.000 1.1088
1.618 1.1032
2.618 1.0941
4.250 1.0792
Fisher Pivots for day following 07-Dec-2020
Pivot 1 day 3 day
R1 1.1232 1.1230
PP 1.1228 1.1225
S1 1.1225 1.1221

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

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