CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 31-Dec-2020
Day Change Summary
Previous Current
30-Dec-2020 31-Dec-2020 Change Change % Previous Week
Open 1.1342 1.1368 0.0026 0.2% 1.1342
High 1.1374 1.1395 0.0021 0.2% 1.1344
Low 1.1317 1.1311 -0.0006 -0.1% 1.1243
Close 1.1359 1.1322 -0.0037 -0.3% 1.1247
Range 0.0057 0.0084 0.0027 47.4% 0.0101
ATR 0.0067 0.0068 0.0001 1.8% 0.0000
Volume 22,909 23,410 501 2.2% 67,815
Daily Pivots for day following 31-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.1595 1.1542 1.1368
R3 1.1511 1.1458 1.1345
R2 1.1427 1.1427 1.1337
R1 1.1374 1.1374 1.1330 1.1359
PP 1.1343 1.1343 1.1343 1.1335
S1 1.1290 1.1290 1.1314 1.1275
S2 1.1259 1.1259 1.1307
S3 1.1175 1.1206 1.1299
S4 1.1091 1.1122 1.1276
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 1.1395 1.1241 0.0154 1.4% 0.0068 0.6% 53% True False 18,996
10 1.1395 1.1241 0.0154 1.4% 0.0067 0.6% 53% True False 19,375
20 1.1395 1.1206 0.0189 1.7% 0.0065 0.6% 61% True False 18,489
40 1.1395 1.0920 0.0475 4.2% 0.0069 0.6% 85% True False 9,334
60 1.1395 1.0911 0.0484 4.3% 0.0064 0.6% 85% True False 6,225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1752
2.618 1.1615
1.618 1.1531
1.000 1.1479
0.618 1.1447
HIGH 1.1395
0.618 1.1363
0.500 1.1353
0.382 1.1343
LOW 1.1311
0.618 1.1259
1.000 1.1227
1.618 1.1175
2.618 1.1091
4.250 1.0954
Fisher Pivots for day following 31-Dec-2020
Pivot 1 day 3 day
R1 1.1353 1.1335
PP 1.1343 1.1330
S1 1.1332 1.1326

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

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