CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 16-Dec-2020
Day Change Summary
Previous Current
15-Dec-2020 16-Dec-2020 Change Change % Previous Week
Open 1.1311 1.1323 0.0012 0.1% 1.1262
High 1.1334 1.1365 0.0031 0.3% 1.1333
Low 1.1293 1.1282 -0.0011 -0.1% 1.1215
Close 1.1330 1.1306 -0.0024 -0.2% 1.1278
Range 0.0041 0.0083 0.0042 102.4% 0.0118
ATR 0.0065 0.0066 0.0001 2.0% 0.0000
Volume 16,123 27,597 11,474 71.2% 110,117
Daily Pivots for day following 16-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.1567 1.1519 1.1352
R3 1.1484 1.1436 1.1329
R2 1.1401 1.1401 1.1321
R1 1.1353 1.1353 1.1314 1.1336
PP 1.1318 1.1318 1.1318 1.1309
S1 1.1270 1.1270 1.1298 1.1253
S2 1.1235 1.1235 1.1291
S3 1.1152 1.1187 1.1283
S4 1.1069 1.1104 1.1260
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 1.1365 1.1260 0.0105 0.9% 0.0063 0.6% 44% True False 23,123
10 1.1365 1.1206 0.0159 1.4% 0.0062 0.6% 63% True False 17,603
20 1.1365 1.0972 0.0393 3.5% 0.0065 0.6% 85% True False 8,930
40 1.1365 1.0911 0.0454 4.0% 0.0065 0.6% 87% True False 4,492
60 1.1365 1.0816 0.0549 4.9% 0.0063 0.6% 89% True False 2,996
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1718
2.618 1.1582
1.618 1.1499
1.000 1.1448
0.618 1.1416
HIGH 1.1365
0.618 1.1333
0.500 1.1324
0.382 1.1314
LOW 1.1282
0.618 1.1231
1.000 1.1199
1.618 1.1148
2.618 1.1065
4.250 1.0929
Fisher Pivots for day following 16-Dec-2020
Pivot 1 day 3 day
R1 1.1324 1.1321
PP 1.1318 1.1316
S1 1.1312 1.1311

These figures are updated between 7pm and 10pm EST after a trading day.

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