CME Swiss Franc Future March 2021
| 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 |
1.1278 |
1.1320 |
0.0042 |
0.4% |
1.1262 |
| High |
1.1331 |
1.1333 |
0.0002 |
0.0% |
1.1333 |
| Low |
1.1270 |
1.1260 |
-0.0010 |
-0.1% |
1.1215 |
| Close |
1.1308 |
1.1278 |
-0.0030 |
-0.3% |
1.1278 |
| Range |
0.0061 |
0.0073 |
0.0012 |
19.7% |
0.0118 |
| ATR |
0.0067 |
0.0068 |
0.0000 |
0.6% |
0.0000 |
| Volume |
29,552 |
23,489 |
-6,063 |
-20.5% |
110,117 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1509 |
1.1467 |
1.1318 |
|
| R3 |
1.1436 |
1.1394 |
1.1298 |
|
| R2 |
1.1363 |
1.1363 |
1.1291 |
|
| R1 |
1.1321 |
1.1321 |
1.1285 |
1.1306 |
| PP |
1.1290 |
1.1290 |
1.1290 |
1.1283 |
| S1 |
1.1248 |
1.1248 |
1.1271 |
1.1233 |
| S2 |
1.1217 |
1.1217 |
1.1265 |
|
| S3 |
1.1144 |
1.1175 |
1.1258 |
|
| S4 |
1.1071 |
1.1102 |
1.1238 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1629 |
1.1572 |
1.1343 |
|
| R3 |
1.1511 |
1.1454 |
1.1310 |
|
| R2 |
1.1393 |
1.1393 |
1.1300 |
|
| R1 |
1.1336 |
1.1336 |
1.1289 |
1.1365 |
| PP |
1.1275 |
1.1275 |
1.1275 |
1.1290 |
| S1 |
1.1218 |
1.1218 |
1.1267 |
1.1247 |
| S2 |
1.1157 |
1.1157 |
1.1256 |
|
| S3 |
1.1039 |
1.1100 |
1.1246 |
|
| S4 |
1.0921 |
1.0982 |
1.1213 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1333 |
1.1215 |
0.0118 |
1.0% |
0.0064 |
0.6% |
53% |
True |
False |
22,023 |
| 10 |
1.1333 |
1.1036 |
0.0297 |
2.6% |
0.0073 |
0.6% |
81% |
True |
False |
11,555 |
| 20 |
1.1333 |
1.0960 |
0.0373 |
3.3% |
0.0062 |
0.5% |
85% |
True |
False |
5,807 |
| 40 |
1.1333 |
1.0911 |
0.0422 |
3.7% |
0.0065 |
0.6% |
87% |
True |
False |
2,929 |
| 60 |
1.1333 |
1.0816 |
0.0517 |
4.6% |
0.0063 |
0.6% |
89% |
True |
False |
1,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1643 |
|
2.618 |
1.1524 |
|
1.618 |
1.1451 |
|
1.000 |
1.1406 |
|
0.618 |
1.1378 |
|
HIGH |
1.1333 |
|
0.618 |
1.1305 |
|
0.500 |
1.1297 |
|
0.382 |
1.1288 |
|
LOW |
1.1260 |
|
0.618 |
1.1215 |
|
1.000 |
1.1187 |
|
1.618 |
1.1142 |
|
2.618 |
1.1069 |
|
4.250 |
1.0950 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1297 |
1.1294 |
| PP |
1.1290 |
1.1289 |
| S1 |
1.1284 |
1.1283 |
|