CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 24-Dec-2020
Day Change Summary
Previous Current
23-Dec-2020 24-Dec-2020 Change Change % Previous Week
Open 1.1278 1.1293 0.0015 0.1% 1.1289
High 1.1310 1.1308 -0.0002 0.0% 1.1371
Low 1.1256 1.1243 -0.0013 -0.1% 1.1277
Close 1.1285 1.1247 -0.0038 -0.3% 1.1350
Range 0.0054 0.0065 0.0011 20.4% 0.0094
ATR 0.0068 0.0067 0.0000 -0.3% 0.0000
Volume 15,375 8,357 -7,018 -45.6% 101,896
Daily Pivots for day following 24-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.1461 1.1419 1.1283
R3 1.1396 1.1354 1.1265
R2 1.1331 1.1331 1.1259
R1 1.1289 1.1289 1.1253 1.1278
PP 1.1266 1.1266 1.1266 1.1260
S1 1.1224 1.1224 1.1241 1.1213
S2 1.1201 1.1201 1.1235
S3 1.1136 1.1159 1.1229
S4 1.1071 1.1094 1.1211
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 1.1365 1.1243 0.0122 1.1% 0.0069 0.6% 3% False True 17,142
10 1.1371 1.1243 0.0128 1.1% 0.0065 0.6% 3% False True 19,320
20 1.1371 1.1036 0.0335 3.0% 0.0068 0.6% 63% False False 14,270
40 1.1371 1.0911 0.0460 4.1% 0.0069 0.6% 73% False False 7,169
60 1.1371 1.0902 0.0469 4.2% 0.0063 0.6% 74% False False 4,782
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1584
2.618 1.1478
1.618 1.1413
1.000 1.1373
0.618 1.1348
HIGH 1.1308
0.618 1.1283
0.500 1.1276
0.382 1.1268
LOW 1.1243
0.618 1.1203
1.000 1.1178
1.618 1.1138
2.618 1.1073
4.250 1.0967
Fisher Pivots for day following 24-Dec-2020
Pivot 1 day 3 day
R1 1.1276 1.1292
PP 1.1266 1.1277
S1 1.1257 1.1262

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

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