CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 07-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1226 |
1.1215 |
-0.0011 |
-0.1% |
1.1059 |
| High |
1.1257 |
1.1270 |
0.0013 |
0.1% |
1.1257 |
| Low |
1.1210 |
1.1179 |
-0.0031 |
-0.3% |
1.1002 |
| Close |
1.1233 |
1.1235 |
0.0002 |
0.0% |
1.1233 |
| Range |
0.0047 |
0.0091 |
0.0044 |
93.6% |
0.0255 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.9% |
0.0000 |
| Volume |
25,402 |
23,998 |
-1,404 |
-5.5% |
135,304 |
|
| Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1501 |
1.1459 |
1.1285 |
|
| R3 |
1.1410 |
1.1368 |
1.1260 |
|
| R2 |
1.1319 |
1.1319 |
1.1252 |
|
| R1 |
1.1277 |
1.1277 |
1.1243 |
1.1298 |
| PP |
1.1228 |
1.1228 |
1.1228 |
1.1239 |
| S1 |
1.1186 |
1.1186 |
1.1227 |
1.1207 |
| S2 |
1.1137 |
1.1137 |
1.1218 |
|
| S3 |
1.1046 |
1.1095 |
1.1210 |
|
| S4 |
1.0955 |
1.1004 |
1.1185 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1929 |
1.1836 |
1.1373 |
|
| R3 |
1.1674 |
1.1581 |
1.1303 |
|
| R2 |
1.1419 |
1.1419 |
1.1280 |
|
| R1 |
1.1326 |
1.1326 |
1.1256 |
1.1373 |
| PP |
1.1164 |
1.1164 |
1.1164 |
1.1187 |
| S1 |
1.1071 |
1.1071 |
1.1210 |
1.1118 |
| S2 |
1.0909 |
1.0909 |
1.1186 |
|
| S3 |
1.0654 |
1.0816 |
1.1163 |
|
| S4 |
1.0399 |
1.0561 |
1.1093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1270 |
1.1008 |
0.0262 |
2.3% |
0.0083 |
0.7% |
87% |
True |
False |
25,524 |
| 10 |
1.1270 |
1.0937 |
0.0333 |
3.0% |
0.0078 |
0.7% |
89% |
True |
False |
25,489 |
| 20 |
1.1270 |
1.0888 |
0.0382 |
3.4% |
0.0072 |
0.6% |
91% |
True |
False |
22,611 |
| 40 |
1.1270 |
1.0874 |
0.0396 |
3.5% |
0.0069 |
0.6% |
91% |
True |
False |
21,059 |
| 60 |
1.1270 |
1.0781 |
0.0489 |
4.4% |
0.0068 |
0.6% |
93% |
True |
False |
21,319 |
| 80 |
1.1270 |
1.0781 |
0.0489 |
4.4% |
0.0071 |
0.6% |
93% |
True |
False |
17,150 |
| 100 |
1.1270 |
1.0619 |
0.0651 |
5.8% |
0.0072 |
0.6% |
95% |
True |
False |
13,724 |
| 120 |
1.1270 |
1.0544 |
0.0726 |
6.5% |
0.0069 |
0.6% |
95% |
True |
False |
11,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1657 |
|
2.618 |
1.1508 |
|
1.618 |
1.1417 |
|
1.000 |
1.1361 |
|
0.618 |
1.1326 |
|
HIGH |
1.1270 |
|
0.618 |
1.1235 |
|
0.500 |
1.1225 |
|
0.382 |
1.1214 |
|
LOW |
1.1179 |
|
0.618 |
1.1123 |
|
1.000 |
1.1088 |
|
1.618 |
1.1032 |
|
2.618 |
1.0941 |
|
4.250 |
1.0792 |
|
|
| Fisher Pivots for day following 07-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1232 |
1.1230 |
| PP |
1.1228 |
1.1225 |
| S1 |
1.1225 |
1.1221 |
|