CME Swiss Franc Future March 2021
| 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 |
1.1320 |
1.1289 |
-0.0031 |
-0.3% |
1.1262 |
| High |
1.1333 |
1.1334 |
0.0001 |
0.0% |
1.1333 |
| Low |
1.1260 |
1.1277 |
0.0017 |
0.2% |
1.1215 |
| Close |
1.1278 |
1.1307 |
0.0029 |
0.3% |
1.1278 |
| Range |
0.0073 |
0.0057 |
-0.0016 |
-21.9% |
0.0118 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
23,489 |
18,856 |
-4,633 |
-19.7% |
110,117 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1477 |
1.1449 |
1.1338 |
|
| R3 |
1.1420 |
1.1392 |
1.1323 |
|
| R2 |
1.1363 |
1.1363 |
1.1317 |
|
| R1 |
1.1335 |
1.1335 |
1.1312 |
1.1349 |
| PP |
1.1306 |
1.1306 |
1.1306 |
1.1313 |
| S1 |
1.1278 |
1.1278 |
1.1302 |
1.1292 |
| S2 |
1.1249 |
1.1249 |
1.1297 |
|
| S3 |
1.1192 |
1.1221 |
1.1291 |
|
| S4 |
1.1135 |
1.1164 |
1.1276 |
|
|
| 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 |
1.1334 |
1.1255 |
0.0079 |
0.7% |
0.0058 |
0.5% |
66% |
True |
False |
24,559 |
| 10 |
1.1334 |
1.1043 |
0.0291 |
2.6% |
0.0070 |
0.6% |
91% |
True |
False |
13,407 |
| 20 |
1.1334 |
1.0969 |
0.0365 |
3.2% |
0.0063 |
0.6% |
93% |
True |
False |
6,750 |
| 40 |
1.1334 |
1.0911 |
0.0423 |
3.7% |
0.0066 |
0.6% |
94% |
True |
False |
3,401 |
| 60 |
1.1334 |
1.0816 |
0.0518 |
4.6% |
0.0063 |
0.6% |
95% |
True |
False |
2,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1576 |
|
2.618 |
1.1483 |
|
1.618 |
1.1426 |
|
1.000 |
1.1391 |
|
0.618 |
1.1369 |
|
HIGH |
1.1334 |
|
0.618 |
1.1312 |
|
0.500 |
1.1306 |
|
0.382 |
1.1299 |
|
LOW |
1.1277 |
|
0.618 |
1.1242 |
|
1.000 |
1.1220 |
|
1.618 |
1.1185 |
|
2.618 |
1.1128 |
|
4.250 |
1.1035 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1307 |
1.1304 |
| PP |
1.1306 |
1.1300 |
| S1 |
1.1306 |
1.1297 |
|