CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 30-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2020 |
30-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1274 |
1.1342 |
0.0068 |
0.6% |
1.1342 |
| High |
1.1353 |
1.1374 |
0.0021 |
0.2% |
1.1344 |
| Low |
1.1274 |
1.1317 |
0.0043 |
0.4% |
1.1243 |
| Close |
1.1333 |
1.1359 |
0.0026 |
0.2% |
1.1247 |
| Range |
0.0079 |
0.0057 |
-0.0022 |
-27.8% |
0.0101 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
25,078 |
22,909 |
-2,169 |
-8.6% |
67,815 |
|
| Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1521 |
1.1497 |
1.1390 |
|
| R3 |
1.1464 |
1.1440 |
1.1375 |
|
| R2 |
1.1407 |
1.1407 |
1.1369 |
|
| R1 |
1.1383 |
1.1383 |
1.1364 |
1.1395 |
| PP |
1.1350 |
1.1350 |
1.1350 |
1.1356 |
| S1 |
1.1326 |
1.1326 |
1.1354 |
1.1338 |
| S2 |
1.1293 |
1.1293 |
1.1349 |
|
| S3 |
1.1236 |
1.1269 |
1.1343 |
|
| S4 |
1.1179 |
1.1212 |
1.1328 |
|
|
| 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 |
1.1374 |
1.1241 |
0.0133 |
1.2% |
0.0062 |
0.5% |
89% |
True |
False |
17,389 |
| 10 |
1.1374 |
1.1241 |
0.0133 |
1.2% |
0.0067 |
0.6% |
89% |
True |
False |
19,794 |
| 20 |
1.1374 |
1.1134 |
0.0240 |
2.1% |
0.0065 |
0.6% |
94% |
True |
False |
17,371 |
| 40 |
1.1374 |
1.0920 |
0.0454 |
4.0% |
0.0069 |
0.6% |
97% |
True |
False |
8,750 |
| 60 |
1.1374 |
1.0911 |
0.0463 |
4.1% |
0.0063 |
0.6% |
97% |
True |
False |
5,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1616 |
|
2.618 |
1.1523 |
|
1.618 |
1.1466 |
|
1.000 |
1.1431 |
|
0.618 |
1.1409 |
|
HIGH |
1.1374 |
|
0.618 |
1.1352 |
|
0.500 |
1.1346 |
|
0.382 |
1.1339 |
|
LOW |
1.1317 |
|
0.618 |
1.1282 |
|
1.000 |
1.1260 |
|
1.618 |
1.1225 |
|
2.618 |
1.1168 |
|
4.250 |
1.1075 |
|
|
| Fisher Pivots for day following 30-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1355 |
1.1342 |
| PP |
1.1350 |
1.1325 |
| S1 |
1.1346 |
1.1308 |
|