CME Swiss Franc Future March 2021
| 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 |
1.1262 |
1.1265 |
0.0003 |
0.0% |
1.1096 |
| High |
1.1305 |
1.1298 |
-0.0007 |
-0.1% |
1.1290 |
| Low |
1.1215 |
1.1257 |
0.0042 |
0.4% |
1.1036 |
| Close |
1.1271 |
1.1282 |
0.0011 |
0.1% |
1.1268 |
| Range |
0.0090 |
0.0041 |
-0.0049 |
-54.4% |
0.0254 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
6,174 |
21,937 |
15,763 |
255.3% |
5,435 |
|
| Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1402 |
1.1383 |
1.1305 |
|
| R3 |
1.1361 |
1.1342 |
1.1293 |
|
| R2 |
1.1320 |
1.1320 |
1.1290 |
|
| R1 |
1.1301 |
1.1301 |
1.1286 |
1.1311 |
| PP |
1.1279 |
1.1279 |
1.1279 |
1.1284 |
| S1 |
1.1260 |
1.1260 |
1.1278 |
1.1270 |
| S2 |
1.1238 |
1.1238 |
1.1274 |
|
| S3 |
1.1197 |
1.1219 |
1.1271 |
|
| S4 |
1.1156 |
1.1178 |
1.1259 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1960 |
1.1868 |
1.1408 |
|
| R3 |
1.1706 |
1.1614 |
1.1338 |
|
| R2 |
1.1452 |
1.1452 |
1.1315 |
|
| R1 |
1.1360 |
1.1360 |
1.1291 |
1.1406 |
| PP |
1.1198 |
1.1198 |
1.1198 |
1.1221 |
| S1 |
1.1106 |
1.1106 |
1.1245 |
1.1152 |
| S2 |
1.0944 |
1.0944 |
1.1221 |
|
| S3 |
1.0690 |
1.0852 |
1.1198 |
|
| S4 |
1.0436 |
1.0598 |
1.1128 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1472 |
|
2.618 |
1.1405 |
|
1.618 |
1.1364 |
|
1.000 |
1.1339 |
|
0.618 |
1.1323 |
|
HIGH |
1.1298 |
|
0.618 |
1.1282 |
|
0.500 |
1.1278 |
|
0.382 |
1.1273 |
|
LOW |
1.1257 |
|
0.618 |
1.1232 |
|
1.000 |
1.1216 |
|
1.618 |
1.1191 |
|
2.618 |
1.1150 |
|
4.250 |
1.1083 |
|
|
| Fisher Pivots for day following 08-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1281 |
1.1275 |
| PP |
1.1279 |
1.1267 |
| S1 |
1.1278 |
1.1260 |
|