CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 11-Dec-2020
Day Change Summary
Previous Current
10-Dec-2020 11-Dec-2020 Change Change % Previous Week
Open 1.1243 1.1286 0.0043 0.4% 1.1215
High 1.1297 1.1297 0.0000 0.0% 1.1297
Low 1.1235 1.1225 -0.0010 -0.1% 1.1179
Close 1.1273 1.1243 -0.0030 -0.3% 1.1243
Range 0.0062 0.0072 0.0010 16.1% 0.0118
ATR 0.0069 0.0069 0.0000 0.3% 0.0000
Volume 33,810 6,892 -26,918 -79.6% 142,904
Daily Pivots for day following 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.1471 1.1429 1.1283
R3 1.1399 1.1357 1.1263
R2 1.1327 1.1327 1.1256
R1 1.1285 1.1285 1.1250 1.1270
PP 1.1255 1.1255 1.1255 1.1248
S1 1.1213 1.1213 1.1236 1.1198
S2 1.1183 1.1183 1.1230
S3 1.1111 1.1141 1.1223
S4 1.1039 1.1069 1.1203
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.1594 1.1536 1.1308
R3 1.1476 1.1418 1.1275
R2 1.1358 1.1358 1.1265
R1 1.1300 1.1300 1.1254 1.1329
PP 1.1240 1.1240 1.1240 1.1254
S1 1.1182 1.1182 1.1232 1.1211
S2 1.1122 1.1122 1.1221
S3 1.1004 1.1064 1.1211
S4 1.0886 1.0946 1.1178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1297 1.1179 0.0118 1.0% 0.0064 0.6% 54% True False 28,580
10 1.1297 1.1002 0.0295 2.6% 0.0074 0.7% 82% True False 27,820
20 1.1297 1.0927 0.0370 3.3% 0.0064 0.6% 85% True False 23,415
40 1.1297 1.0874 0.0423 3.8% 0.0070 0.6% 87% True False 22,359
60 1.1297 1.0781 0.0516 4.6% 0.0068 0.6% 90% True False 22,078
80 1.1297 1.0781 0.0516 4.6% 0.0070 0.6% 90% True False 18,634
100 1.1297 1.0781 0.0516 4.6% 0.0072 0.6% 90% True False 14,913
120 1.1297 1.0544 0.0753 6.7% 0.0069 0.6% 93% True False 12,428
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1603
2.618 1.1485
1.618 1.1413
1.000 1.1369
0.618 1.1341
HIGH 1.1297
0.618 1.1269
0.500 1.1261
0.382 1.1253
LOW 1.1225
0.618 1.1181
1.000 1.1153
1.618 1.1109
2.618 1.1037
4.250 1.0919
Fisher Pivots for day following 11-Dec-2020
Pivot 1 day 3 day
R1 1.1261 1.1258
PP 1.1255 1.1253
S1 1.1249 1.1248

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

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