CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 23-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1320 |
1.1278 |
-0.0042 |
-0.4% |
1.1289 |
| High |
1.1341 |
1.1310 |
-0.0031 |
-0.3% |
1.1371 |
| Low |
1.1266 |
1.1256 |
-0.0010 |
-0.1% |
1.1277 |
| Close |
1.1271 |
1.1285 |
0.0014 |
0.1% |
1.1350 |
| Range |
0.0075 |
0.0054 |
-0.0021 |
-28.0% |
0.0094 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
15,815 |
15,375 |
-440 |
-2.8% |
101,896 |
|
| Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1446 |
1.1419 |
1.1315 |
|
| R3 |
1.1392 |
1.1365 |
1.1300 |
|
| R2 |
1.1338 |
1.1338 |
1.1295 |
|
| R1 |
1.1311 |
1.1311 |
1.1290 |
1.1325 |
| PP |
1.1284 |
1.1284 |
1.1284 |
1.1290 |
| S1 |
1.1257 |
1.1257 |
1.1280 |
1.1271 |
| S2 |
1.1230 |
1.1230 |
1.1275 |
|
| S3 |
1.1176 |
1.1203 |
1.1270 |
|
| S4 |
1.1122 |
1.1149 |
1.1255 |
|
|
| 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% |
0.0066 |
0.6% |
32% |
False |
False |
19,755 |
| 10 |
1.1371 |
1.1245 |
0.0126 |
1.1% |
0.0064 |
0.6% |
32% |
False |
False |
21,439 |
| 20 |
1.1371 |
1.0982 |
0.0389 |
3.4% |
0.0069 |
0.6% |
78% |
False |
False |
13,855 |
| 40 |
1.1371 |
1.0911 |
0.0460 |
4.1% |
0.0068 |
0.6% |
81% |
False |
False |
6,961 |
| 60 |
1.1371 |
1.0877 |
0.0494 |
4.4% |
0.0063 |
0.6% |
83% |
False |
False |
4,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1540 |
|
2.618 |
1.1451 |
|
1.618 |
1.1397 |
|
1.000 |
1.1364 |
|
0.618 |
1.1343 |
|
HIGH |
1.1310 |
|
0.618 |
1.1289 |
|
0.500 |
1.1283 |
|
0.382 |
1.1277 |
|
LOW |
1.1256 |
|
0.618 |
1.1223 |
|
1.000 |
1.1202 |
|
1.618 |
1.1169 |
|
2.618 |
1.1115 |
|
4.250 |
1.1027 |
|
|
| Fisher Pivots for day following 23-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1284 |
1.1295 |
| PP |
1.1284 |
1.1291 |
| S1 |
1.1283 |
1.1288 |
|