CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 09-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1265 |
1.1288 |
0.0023 |
0.2% |
1.1096 |
| High |
1.1298 |
1.1311 |
0.0013 |
0.1% |
1.1290 |
| Low |
1.1257 |
1.1255 |
-0.0002 |
0.0% |
1.1036 |
| Close |
1.1282 |
1.1275 |
-0.0007 |
-0.1% |
1.1268 |
| Range |
0.0041 |
0.0056 |
0.0015 |
36.6% |
0.0254 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
21,937 |
28,965 |
7,028 |
32.0% |
5,435 |
|
| Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1418 |
1.1306 |
|
| R3 |
1.1392 |
1.1362 |
1.1290 |
|
| R2 |
1.1336 |
1.1336 |
1.1285 |
|
| R1 |
1.1306 |
1.1306 |
1.1280 |
1.1293 |
| PP |
1.1280 |
1.1280 |
1.1280 |
1.1274 |
| S1 |
1.1250 |
1.1250 |
1.1270 |
1.1237 |
| S2 |
1.1224 |
1.1224 |
1.1265 |
|
| S3 |
1.1168 |
1.1194 |
1.1260 |
|
| S4 |
1.1112 |
1.1138 |
1.1244 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1311 |
1.1206 |
0.0105 |
0.9% |
0.0062 |
0.5% |
66% |
True |
False |
12,083 |
| 10 |
1.1311 |
1.0982 |
0.0329 |
2.9% |
0.0073 |
0.6% |
89% |
True |
False |
6,270 |
| 20 |
1.1311 |
1.0922 |
0.0389 |
3.5% |
0.0060 |
0.5% |
91% |
True |
False |
3,169 |
| 40 |
1.1311 |
1.0911 |
0.0400 |
3.5% |
0.0064 |
0.6% |
91% |
True |
False |
1,603 |
| 60 |
1.1311 |
1.0816 |
0.0495 |
4.4% |
0.0063 |
0.6% |
93% |
True |
False |
1,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1549 |
|
2.618 |
1.1458 |
|
1.618 |
1.1402 |
|
1.000 |
1.1367 |
|
0.618 |
1.1346 |
|
HIGH |
1.1311 |
|
0.618 |
1.1290 |
|
0.500 |
1.1283 |
|
0.382 |
1.1276 |
|
LOW |
1.1255 |
|
0.618 |
1.1220 |
|
1.000 |
1.1199 |
|
1.618 |
1.1164 |
|
2.618 |
1.1108 |
|
4.250 |
1.1017 |
|
|
| Fisher Pivots for day following 09-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1283 |
1.1271 |
| PP |
1.1280 |
1.1267 |
| S1 |
1.1278 |
1.1263 |
|