CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 22-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1342 |
1.1320 |
-0.0022 |
-0.2% |
1.1289 |
| High |
1.1344 |
1.1341 |
-0.0003 |
0.0% |
1.1371 |
| Low |
1.1245 |
1.1266 |
0.0021 |
0.2% |
1.1277 |
| Close |
1.1340 |
1.1271 |
-0.0069 |
-0.6% |
1.1350 |
| Range |
0.0099 |
0.0075 |
-0.0024 |
-24.2% |
0.0094 |
| ATR |
0.0068 |
0.0069 |
0.0000 |
0.7% |
0.0000 |
| Volume |
28,268 |
15,815 |
-12,453 |
-44.1% |
101,896 |
|
| Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1518 |
1.1469 |
1.1312 |
|
| R3 |
1.1443 |
1.1394 |
1.1292 |
|
| R2 |
1.1368 |
1.1368 |
1.1285 |
|
| R1 |
1.1319 |
1.1319 |
1.1278 |
1.1306 |
| PP |
1.1293 |
1.1293 |
1.1293 |
1.1286 |
| S1 |
1.1244 |
1.1244 |
1.1264 |
1.1231 |
| S2 |
1.1218 |
1.1218 |
1.1257 |
|
| S3 |
1.1143 |
1.1169 |
1.1250 |
|
| S4 |
1.1068 |
1.1094 |
1.1230 |
|
|
| 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 |
1.1245 |
0.0126 |
1.1% |
0.0071 |
0.6% |
21% |
False |
False |
22,200 |
| 10 |
1.1371 |
1.1245 |
0.0126 |
1.1% |
0.0065 |
0.6% |
21% |
False |
False |
22,798 |
| 20 |
1.1371 |
1.0982 |
0.0389 |
3.5% |
0.0068 |
0.6% |
74% |
False |
False |
13,088 |
| 40 |
1.1371 |
1.0911 |
0.0460 |
4.1% |
0.0068 |
0.6% |
78% |
False |
False |
6,577 |
| 60 |
1.1371 |
1.0869 |
0.0502 |
4.5% |
0.0063 |
0.6% |
80% |
False |
False |
4,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1660 |
|
2.618 |
1.1537 |
|
1.618 |
1.1462 |
|
1.000 |
1.1416 |
|
0.618 |
1.1387 |
|
HIGH |
1.1341 |
|
0.618 |
1.1312 |
|
0.500 |
1.1304 |
|
0.382 |
1.1295 |
|
LOW |
1.1266 |
|
0.618 |
1.1220 |
|
1.000 |
1.1191 |
|
1.618 |
1.1145 |
|
2.618 |
1.1070 |
|
4.250 |
1.0947 |
|
|
| Fisher Pivots for day following 22-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1304 |
1.1305 |
| PP |
1.1293 |
1.1294 |
| S1 |
1.1282 |
1.1282 |
|