CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 29-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2020 |
29-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1256 |
1.1274 |
0.0018 |
0.2% |
1.1342 |
| High |
1.1295 |
1.1353 |
0.0058 |
0.5% |
1.1344 |
| Low |
1.1241 |
1.1274 |
0.0033 |
0.3% |
1.1243 |
| Close |
1.1269 |
1.1333 |
0.0064 |
0.6% |
1.1247 |
| Range |
0.0054 |
0.0079 |
0.0025 |
46.3% |
0.0101 |
| ATR |
0.0066 |
0.0068 |
0.0001 |
1.9% |
0.0000 |
| Volume |
15,227 |
25,078 |
9,851 |
64.7% |
67,815 |
|
| Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1557 |
1.1524 |
1.1376 |
|
| R3 |
1.1478 |
1.1445 |
1.1355 |
|
| R2 |
1.1399 |
1.1399 |
1.1347 |
|
| R1 |
1.1366 |
1.1366 |
1.1340 |
1.1383 |
| PP |
1.1320 |
1.1320 |
1.1320 |
1.1328 |
| S1 |
1.1287 |
1.1287 |
1.1326 |
1.1304 |
| S2 |
1.1241 |
1.1241 |
1.1319 |
|
| S3 |
1.1162 |
1.1208 |
1.1311 |
|
| S4 |
1.1083 |
1.1129 |
1.1290 |
|
|
| 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 |
1.1353 |
1.1241 |
0.0112 |
1.0% |
0.0065 |
0.6% |
82% |
True |
False |
15,970 |
| 10 |
1.1371 |
1.1241 |
0.0130 |
1.1% |
0.0065 |
0.6% |
71% |
False |
False |
19,116 |
| 20 |
1.1371 |
1.1043 |
0.0328 |
2.9% |
0.0067 |
0.6% |
88% |
False |
False |
16,261 |
| 40 |
1.1371 |
1.0911 |
0.0460 |
4.1% |
0.0069 |
0.6% |
92% |
False |
False |
8,177 |
| 60 |
1.1371 |
1.0911 |
0.0460 |
4.1% |
0.0063 |
0.6% |
92% |
False |
False |
5,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1689 |
|
2.618 |
1.1560 |
|
1.618 |
1.1481 |
|
1.000 |
1.1432 |
|
0.618 |
1.1402 |
|
HIGH |
1.1353 |
|
0.618 |
1.1323 |
|
0.500 |
1.1314 |
|
0.382 |
1.1304 |
|
LOW |
1.1274 |
|
0.618 |
1.1225 |
|
1.000 |
1.1195 |
|
1.618 |
1.1146 |
|
2.618 |
1.1067 |
|
4.250 |
1.0938 |
|
|
| Fisher Pivots for day following 29-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1327 |
1.1321 |
| PP |
1.1320 |
1.1309 |
| S1 |
1.1314 |
1.1297 |
|