CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 03-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1119 |
1.1179 |
0.0060 |
0.5% |
1.0979 |
| High |
1.1185 |
1.1249 |
0.0064 |
0.6% |
1.1066 |
| Low |
1.1099 |
1.1171 |
0.0072 |
0.6% |
1.0937 |
| Close |
1.1163 |
1.1221 |
0.0058 |
0.5% |
1.1054 |
| Range |
0.0086 |
0.0078 |
-0.0008 |
-9.3% |
0.0129 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.3% |
0.0000 |
| Volume |
26,977 |
23,622 |
-3,355 |
-12.4% |
95,591 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1412 |
1.1264 |
|
| R3 |
1.1370 |
1.1334 |
1.1242 |
|
| R2 |
1.1292 |
1.1292 |
1.1235 |
|
| R1 |
1.1256 |
1.1256 |
1.1228 |
1.1274 |
| PP |
1.1214 |
1.1214 |
1.1214 |
1.1223 |
| S1 |
1.1178 |
1.1178 |
1.1214 |
1.1196 |
| S2 |
1.1136 |
1.1136 |
1.1207 |
|
| S3 |
1.1058 |
1.1100 |
1.1200 |
|
| S4 |
1.0980 |
1.1022 |
1.1178 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1406 |
1.1359 |
1.1125 |
|
| R3 |
1.1277 |
1.1230 |
1.1089 |
|
| R2 |
1.1148 |
1.1148 |
1.1078 |
|
| R1 |
1.1101 |
1.1101 |
1.1066 |
1.1125 |
| PP |
1.1019 |
1.1019 |
1.1019 |
1.1031 |
| S1 |
1.0972 |
1.0972 |
1.1042 |
1.0996 |
| S2 |
1.0890 |
1.0890 |
1.1030 |
|
| S3 |
1.0761 |
1.0843 |
1.1019 |
|
| S4 |
1.0632 |
1.0714 |
1.0983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1249 |
1.1002 |
0.0247 |
2.2% |
0.0086 |
0.8% |
89% |
True |
False |
27,221 |
| 10 |
1.1249 |
1.0937 |
0.0312 |
2.8% |
0.0073 |
0.6% |
91% |
True |
False |
23,773 |
| 20 |
1.1249 |
1.0888 |
0.0361 |
3.2% |
0.0075 |
0.7% |
92% |
True |
False |
22,454 |
| 40 |
1.1249 |
1.0874 |
0.0375 |
3.3% |
0.0070 |
0.6% |
93% |
True |
False |
20,595 |
| 60 |
1.1249 |
1.0781 |
0.0468 |
4.2% |
0.0068 |
0.6% |
94% |
True |
False |
21,308 |
| 80 |
1.1249 |
1.0781 |
0.0468 |
4.2% |
0.0071 |
0.6% |
94% |
True |
False |
16,533 |
| 100 |
1.1249 |
1.0608 |
0.0641 |
5.7% |
0.0072 |
0.6% |
96% |
True |
False |
13,230 |
| 120 |
1.1249 |
1.0544 |
0.0705 |
6.3% |
0.0069 |
0.6% |
96% |
True |
False |
11,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1581 |
|
2.618 |
1.1453 |
|
1.618 |
1.1375 |
|
1.000 |
1.1327 |
|
0.618 |
1.1297 |
|
HIGH |
1.1249 |
|
0.618 |
1.1219 |
|
0.500 |
1.1210 |
|
0.382 |
1.1201 |
|
LOW |
1.1171 |
|
0.618 |
1.1123 |
|
1.000 |
1.1093 |
|
1.618 |
1.1045 |
|
2.618 |
1.0967 |
|
4.250 |
1.0840 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1217 |
1.1190 |
| PP |
1.1214 |
1.1159 |
| S1 |
1.1210 |
1.1129 |
|