CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 28-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1293 |
1.1256 |
-0.0037 |
-0.3% |
1.1342 |
| High |
1.1308 |
1.1295 |
-0.0013 |
-0.1% |
1.1344 |
| Low |
1.1243 |
1.1241 |
-0.0002 |
0.0% |
1.1243 |
| Close |
1.1247 |
1.1269 |
0.0022 |
0.2% |
1.1247 |
| Range |
0.0065 |
0.0054 |
-0.0011 |
-16.9% |
0.0101 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
8,357 |
15,227 |
6,870 |
82.2% |
67,815 |
|
| Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1430 |
1.1404 |
1.1299 |
|
| R3 |
1.1376 |
1.1350 |
1.1284 |
|
| R2 |
1.1322 |
1.1322 |
1.1279 |
|
| R1 |
1.1296 |
1.1296 |
1.1274 |
1.1309 |
| PP |
1.1268 |
1.1268 |
1.1268 |
1.1275 |
| S1 |
1.1242 |
1.1242 |
1.1264 |
1.1255 |
| S2 |
1.1214 |
1.1214 |
1.1259 |
|
| S3 |
1.1160 |
1.1188 |
1.1254 |
|
| S4 |
1.1106 |
1.1134 |
1.1239 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1581 |
1.1515 |
1.1303 |
|
| R3 |
1.1480 |
1.1414 |
1.1275 |
|
| R2 |
1.1379 |
1.1379 |
1.1266 |
|
| R1 |
1.1313 |
1.1313 |
1.1256 |
1.1296 |
| PP |
1.1278 |
1.1278 |
1.1278 |
1.1269 |
| S1 |
1.1212 |
1.1212 |
1.1238 |
1.1195 |
| S2 |
1.1177 |
1.1177 |
1.1228 |
|
| S3 |
1.1076 |
1.1111 |
1.1219 |
|
| S4 |
1.0975 |
1.1010 |
1.1191 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1344 |
1.1241 |
0.0103 |
0.9% |
0.0069 |
0.6% |
27% |
False |
True |
16,608 |
| 10 |
1.1371 |
1.1241 |
0.0130 |
1.2% |
0.0063 |
0.6% |
22% |
False |
True |
18,493 |
| 20 |
1.1371 |
1.1036 |
0.0335 |
3.0% |
0.0068 |
0.6% |
70% |
False |
False |
15,024 |
| 40 |
1.1371 |
1.0911 |
0.0460 |
4.1% |
0.0068 |
0.6% |
78% |
False |
False |
7,550 |
| 60 |
1.1371 |
1.0902 |
0.0469 |
4.2% |
0.0063 |
0.6% |
78% |
False |
False |
5,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1525 |
|
2.618 |
1.1436 |
|
1.618 |
1.1382 |
|
1.000 |
1.1349 |
|
0.618 |
1.1328 |
|
HIGH |
1.1295 |
|
0.618 |
1.1274 |
|
0.500 |
1.1268 |
|
0.382 |
1.1262 |
|
LOW |
1.1241 |
|
0.618 |
1.1208 |
|
1.000 |
1.1187 |
|
1.618 |
1.1154 |
|
2.618 |
1.1100 |
|
4.250 |
1.1012 |
|
|
| Fisher Pivots for day following 28-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1269 |
1.1276 |
| PP |
1.1268 |
1.1273 |
| S1 |
1.1268 |
1.1271 |
|