CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 10-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2020 |
10-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1288 |
1.1278 |
-0.0010 |
-0.1% |
1.1096 |
| High |
1.1311 |
1.1331 |
0.0020 |
0.2% |
1.1290 |
| Low |
1.1255 |
1.1270 |
0.0015 |
0.1% |
1.1036 |
| Close |
1.1275 |
1.1308 |
0.0033 |
0.3% |
1.1268 |
| Range |
0.0056 |
0.0061 |
0.0005 |
8.9% |
0.0254 |
| ATR |
0.0068 |
0.0067 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
28,965 |
29,552 |
587 |
2.0% |
5,435 |
|
| Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1486 |
1.1458 |
1.1342 |
|
| R3 |
1.1425 |
1.1397 |
1.1325 |
|
| R2 |
1.1364 |
1.1364 |
1.1319 |
|
| R1 |
1.1336 |
1.1336 |
1.1314 |
1.1350 |
| PP |
1.1303 |
1.1303 |
1.1303 |
1.1310 |
| S1 |
1.1275 |
1.1275 |
1.1302 |
1.1289 |
| S2 |
1.1242 |
1.1242 |
1.1297 |
|
| S3 |
1.1181 |
1.1214 |
1.1291 |
|
| S4 |
1.1120 |
1.1153 |
1.1274 |
|
|
| 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 |
1.1331 |
1.1215 |
0.0116 |
1.0% |
0.0059 |
0.5% |
80% |
True |
False |
17,828 |
| 10 |
1.1331 |
1.1036 |
0.0295 |
2.6% |
0.0072 |
0.6% |
92% |
True |
False |
9,220 |
| 20 |
1.1331 |
1.0950 |
0.0381 |
3.4% |
0.0060 |
0.5% |
94% |
True |
False |
4,635 |
| 40 |
1.1331 |
1.0911 |
0.0420 |
3.7% |
0.0064 |
0.6% |
95% |
True |
False |
2,342 |
| 60 |
1.1331 |
1.0816 |
0.0515 |
4.6% |
0.0063 |
0.6% |
96% |
True |
False |
1,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1590 |
|
2.618 |
1.1491 |
|
1.618 |
1.1430 |
|
1.000 |
1.1392 |
|
0.618 |
1.1369 |
|
HIGH |
1.1331 |
|
0.618 |
1.1308 |
|
0.500 |
1.1301 |
|
0.382 |
1.1293 |
|
LOW |
1.1270 |
|
0.618 |
1.1232 |
|
1.000 |
1.1209 |
|
1.618 |
1.1171 |
|
2.618 |
1.1110 |
|
4.250 |
1.1011 |
|
|
| Fisher Pivots for day following 10-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1306 |
1.1303 |
| PP |
1.1303 |
1.1298 |
| S1 |
1.1301 |
1.1293 |
|