CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 09-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1229 |
1.1251 |
0.0022 |
0.2% |
1.1059 |
| High |
1.1261 |
1.1274 |
0.0013 |
0.1% |
1.1257 |
| Low |
1.1220 |
1.1219 |
-0.0001 |
0.0% |
1.1002 |
| Close |
1.1245 |
1.1240 |
-0.0005 |
0.0% |
1.1233 |
| Range |
0.0041 |
0.0055 |
0.0014 |
34.1% |
0.0255 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
36,377 |
41,827 |
5,450 |
15.0% |
135,304 |
|
| Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1409 |
1.1380 |
1.1270 |
|
| R3 |
1.1354 |
1.1325 |
1.1255 |
|
| R2 |
1.1299 |
1.1299 |
1.1250 |
|
| R1 |
1.1270 |
1.1270 |
1.1245 |
1.1257 |
| PP |
1.1244 |
1.1244 |
1.1244 |
1.1238 |
| S1 |
1.1215 |
1.1215 |
1.1235 |
1.1202 |
| S2 |
1.1189 |
1.1189 |
1.1230 |
|
| S3 |
1.1134 |
1.1160 |
1.1225 |
|
| S4 |
1.1079 |
1.1105 |
1.1210 |
|
|
| 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 |
1.1274 |
1.1171 |
0.0103 |
0.9% |
0.0062 |
0.6% |
67% |
True |
False |
30,245 |
| 10 |
1.1274 |
1.0948 |
0.0326 |
2.9% |
0.0074 |
0.7% |
90% |
True |
False |
28,710 |
| 20 |
1.1274 |
1.0888 |
0.0386 |
3.4% |
0.0063 |
0.6% |
91% |
True |
False |
23,152 |
| 40 |
1.1274 |
1.0874 |
0.0400 |
3.6% |
0.0069 |
0.6% |
92% |
True |
False |
22,178 |
| 60 |
1.1274 |
1.0781 |
0.0493 |
4.4% |
0.0068 |
0.6% |
93% |
True |
False |
22,118 |
| 80 |
1.1274 |
1.0781 |
0.0493 |
4.4% |
0.0071 |
0.6% |
93% |
True |
False |
18,126 |
| 100 |
1.1274 |
1.0687 |
0.0587 |
5.2% |
0.0072 |
0.6% |
94% |
True |
False |
14,506 |
| 120 |
1.1274 |
1.0544 |
0.0730 |
6.5% |
0.0069 |
0.6% |
95% |
True |
False |
12,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1508 |
|
2.618 |
1.1418 |
|
1.618 |
1.1363 |
|
1.000 |
1.1329 |
|
0.618 |
1.1308 |
|
HIGH |
1.1274 |
|
0.618 |
1.1253 |
|
0.500 |
1.1247 |
|
0.382 |
1.1240 |
|
LOW |
1.1219 |
|
0.618 |
1.1185 |
|
1.000 |
1.1164 |
|
1.618 |
1.1130 |
|
2.618 |
1.1075 |
|
4.250 |
1.0985 |
|
|
| Fisher Pivots for day following 09-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1247 |
1.1236 |
| PP |
1.1244 |
1.1231 |
| S1 |
1.1242 |
1.1227 |
|