CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 18-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1332 |
1.1346 |
0.0014 |
0.1% |
1.1289 |
| High |
1.1371 |
1.1365 |
-0.0006 |
-0.1% |
1.1371 |
| Low |
1.1325 |
1.1311 |
-0.0014 |
-0.1% |
1.1277 |
| Close |
1.1336 |
1.1350 |
0.0014 |
0.1% |
1.1350 |
| Range |
0.0046 |
0.0054 |
0.0008 |
17.4% |
0.0094 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
21,424 |
17,896 |
-3,528 |
-16.5% |
101,896 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1504 |
1.1481 |
1.1380 |
|
| R3 |
1.1450 |
1.1427 |
1.1365 |
|
| R2 |
1.1396 |
1.1396 |
1.1360 |
|
| R1 |
1.1373 |
1.1373 |
1.1355 |
1.1385 |
| PP |
1.1342 |
1.1342 |
1.1342 |
1.1348 |
| S1 |
1.1319 |
1.1319 |
1.1345 |
1.1331 |
| S2 |
1.1288 |
1.1288 |
1.1340 |
|
| S3 |
1.1234 |
1.1265 |
1.1335 |
|
| S4 |
1.1180 |
1.1211 |
1.1320 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1615 |
1.1576 |
1.1402 |
|
| R3 |
1.1521 |
1.1482 |
1.1376 |
|
| R2 |
1.1427 |
1.1427 |
1.1367 |
|
| R1 |
1.1388 |
1.1388 |
1.1359 |
1.1408 |
| PP |
1.1333 |
1.1333 |
1.1333 |
1.1342 |
| S1 |
1.1294 |
1.1294 |
1.1341 |
1.1314 |
| S2 |
1.1239 |
1.1239 |
1.1333 |
|
| S3 |
1.1145 |
1.1200 |
1.1324 |
|
| S4 |
1.1051 |
1.1106 |
1.1298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1371 |
1.1277 |
0.0094 |
0.8% |
0.0056 |
0.5% |
78% |
False |
False |
20,379 |
| 10 |
1.1371 |
1.1215 |
0.0156 |
1.4% |
0.0060 |
0.5% |
87% |
False |
False |
21,201 |
| 20 |
1.1371 |
1.0972 |
0.0399 |
3.5% |
0.0066 |
0.6% |
95% |
False |
False |
10,892 |
| 40 |
1.1371 |
1.0911 |
0.0460 |
4.1% |
0.0066 |
0.6% |
95% |
False |
False |
5,475 |
| 60 |
1.1371 |
1.0816 |
0.0555 |
4.9% |
0.0062 |
0.5% |
96% |
False |
False |
3,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1595 |
|
2.618 |
1.1506 |
|
1.618 |
1.1452 |
|
1.000 |
1.1419 |
|
0.618 |
1.1398 |
|
HIGH |
1.1365 |
|
0.618 |
1.1344 |
|
0.500 |
1.1338 |
|
0.382 |
1.1332 |
|
LOW |
1.1311 |
|
0.618 |
1.1278 |
|
1.000 |
1.1257 |
|
1.618 |
1.1224 |
|
2.618 |
1.1170 |
|
4.250 |
1.1082 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1346 |
1.1342 |
| PP |
1.1342 |
1.1334 |
| S1 |
1.1338 |
1.1327 |
|