CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 08-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2020 |
08-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1215 |
1.1229 |
0.0014 |
0.1% |
1.1059 |
| High |
1.1270 |
1.1261 |
-0.0009 |
-0.1% |
1.1257 |
| Low |
1.1179 |
1.1220 |
0.0041 |
0.4% |
1.1002 |
| Close |
1.1235 |
1.1245 |
0.0010 |
0.1% |
1.1233 |
| Range |
0.0091 |
0.0041 |
-0.0050 |
-54.9% |
0.0255 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
23,998 |
36,377 |
12,379 |
51.6% |
135,304 |
|
| Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1365 |
1.1346 |
1.1268 |
|
| R3 |
1.1324 |
1.1305 |
1.1256 |
|
| R2 |
1.1283 |
1.1283 |
1.1253 |
|
| R1 |
1.1264 |
1.1264 |
1.1249 |
1.1274 |
| PP |
1.1242 |
1.1242 |
1.1242 |
1.1247 |
| S1 |
1.1223 |
1.1223 |
1.1241 |
1.1233 |
| S2 |
1.1201 |
1.1201 |
1.1237 |
|
| S3 |
1.1160 |
1.1182 |
1.1234 |
|
| S4 |
1.1119 |
1.1141 |
1.1222 |
|
|
| 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 |
1.1099 |
0.0171 |
1.5% |
0.0069 |
0.6% |
85% |
False |
False |
27,275 |
| 10 |
1.1270 |
1.0948 |
0.0322 |
2.9% |
0.0073 |
0.7% |
92% |
False |
False |
26,719 |
| 20 |
1.1270 |
1.0888 |
0.0382 |
3.4% |
0.0064 |
0.6% |
93% |
False |
False |
22,519 |
| 40 |
1.1270 |
1.0874 |
0.0396 |
3.5% |
0.0069 |
0.6% |
94% |
False |
False |
21,571 |
| 60 |
1.1270 |
1.0781 |
0.0489 |
4.3% |
0.0068 |
0.6% |
95% |
False |
False |
21,674 |
| 80 |
1.1270 |
1.0781 |
0.0489 |
4.3% |
0.0071 |
0.6% |
95% |
False |
False |
17,604 |
| 100 |
1.1270 |
1.0675 |
0.0595 |
5.3% |
0.0072 |
0.6% |
96% |
False |
False |
14,087 |
| 120 |
1.1270 |
1.0544 |
0.0726 |
6.5% |
0.0069 |
0.6% |
97% |
False |
False |
11,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1435 |
|
2.618 |
1.1368 |
|
1.618 |
1.1327 |
|
1.000 |
1.1302 |
|
0.618 |
1.1286 |
|
HIGH |
1.1261 |
|
0.618 |
1.1245 |
|
0.500 |
1.1241 |
|
0.382 |
1.1236 |
|
LOW |
1.1220 |
|
0.618 |
1.1195 |
|
1.000 |
1.1179 |
|
1.618 |
1.1154 |
|
2.618 |
1.1113 |
|
4.250 |
1.1046 |
|
|
| Fisher Pivots for day following 08-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1244 |
1.1238 |
| PP |
1.1242 |
1.1231 |
| S1 |
1.1241 |
1.1225 |
|