CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 14-Dec-2020
Day Change Summary
Previous Current
11-Dec-2020 14-Dec-2020 Change Change % Previous Week
Open 1.1286 1.1253 -0.0033 -0.3% 1.1215
High 1.1297 1.1298 0.0001 0.0% 1.1297
Low 1.1225 1.1243 0.0018 0.2% 1.1179
Close 1.1243 1.1264 0.0021 0.2% 1.1243
Range 0.0072 0.0055 -0.0017 -23.6% 0.0118
ATR 0.0069 0.0068 -0.0001 -1.5% 0.0000
Volume 6,892 1,075 -5,817 -84.4% 142,904
Daily Pivots for day following 14-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.1433 1.1404 1.1294
R3 1.1378 1.1349 1.1279
R2 1.1323 1.1323 1.1274
R1 1.1294 1.1294 1.1269 1.1309
PP 1.1268 1.1268 1.1268 1.1276
S1 1.1239 1.1239 1.1259 1.1254
S2 1.1213 1.1213 1.1254
S3 1.1158 1.1184 1.1249
S4 1.1103 1.1129 1.1234
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 1.1298 1.1219 0.0079 0.7% 0.0057 0.5% 57% True False 23,996
10 1.1298 1.1008 0.0290 2.6% 0.0070 0.6% 88% True False 24,760
20 1.1298 1.0936 0.0362 3.2% 0.0065 0.6% 91% True False 22,837
40 1.1298 1.0874 0.0424 3.8% 0.0070 0.6% 92% True False 21,956
60 1.1298 1.0781 0.0517 4.6% 0.0068 0.6% 93% True False 21,850
80 1.1298 1.0781 0.0517 4.6% 0.0069 0.6% 93% True False 18,646
100 1.1298 1.0781 0.0517 4.6% 0.0072 0.6% 93% True False 14,923
120 1.1298 1.0544 0.0754 6.7% 0.0069 0.6% 95% True False 12,437
Crabel Price Patterns
NR True
NR4 False
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1532
2.618 1.1442
1.618 1.1387
1.000 1.1353
0.618 1.1332
HIGH 1.1298
0.618 1.1277
0.500 1.1271
0.382 1.1264
LOW 1.1243
0.618 1.1209
1.000 1.1188
1.618 1.1154
2.618 1.1099
4.250 1.1009
Fisher Pivots for day following 14-Dec-2020
Pivot 1 day 3 day
R1 1.1271 1.1263
PP 1.1268 1.1262
S1 1.1266 1.1262

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

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