CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 10-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2020 |
10-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1251 |
1.1243 |
-0.0008 |
-0.1% |
1.1059 |
| High |
1.1274 |
1.1297 |
0.0023 |
0.2% |
1.1257 |
| Low |
1.1219 |
1.1235 |
0.0016 |
0.1% |
1.1002 |
| Close |
1.1240 |
1.1273 |
0.0033 |
0.3% |
1.1233 |
| Range |
0.0055 |
0.0062 |
0.0007 |
12.7% |
0.0255 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
41,827 |
33,810 |
-8,017 |
-19.2% |
135,304 |
|
| Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1426 |
1.1307 |
|
| R3 |
1.1392 |
1.1364 |
1.1290 |
|
| R2 |
1.1330 |
1.1330 |
1.1284 |
|
| R1 |
1.1302 |
1.1302 |
1.1279 |
1.1316 |
| PP |
1.1268 |
1.1268 |
1.1268 |
1.1276 |
| S1 |
1.1240 |
1.1240 |
1.1267 |
1.1254 |
| S2 |
1.1206 |
1.1206 |
1.1262 |
|
| S3 |
1.1144 |
1.1178 |
1.1256 |
|
| S4 |
1.1082 |
1.1116 |
1.1239 |
|
|
| 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 |
1.1297 |
1.1179 |
0.0118 |
1.0% |
0.0059 |
0.5% |
80% |
True |
False |
32,282 |
| 10 |
1.1297 |
1.1002 |
0.0295 |
2.6% |
0.0073 |
0.6% |
92% |
True |
False |
29,752 |
| 20 |
1.1297 |
1.0913 |
0.0384 |
3.4% |
0.0063 |
0.6% |
94% |
True |
False |
23,903 |
| 40 |
1.1297 |
1.0874 |
0.0423 |
3.8% |
0.0069 |
0.6% |
94% |
True |
False |
22,593 |
| 60 |
1.1297 |
1.0781 |
0.0516 |
4.6% |
0.0068 |
0.6% |
95% |
True |
False |
22,315 |
| 80 |
1.1297 |
1.0781 |
0.0516 |
4.6% |
0.0071 |
0.6% |
95% |
True |
False |
18,549 |
| 100 |
1.1297 |
1.0739 |
0.0558 |
4.9% |
0.0072 |
0.6% |
96% |
True |
False |
14,844 |
| 120 |
1.1297 |
1.0544 |
0.0753 |
6.7% |
0.0069 |
0.6% |
97% |
True |
False |
12,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1561 |
|
2.618 |
1.1459 |
|
1.618 |
1.1397 |
|
1.000 |
1.1359 |
|
0.618 |
1.1335 |
|
HIGH |
1.1297 |
|
0.618 |
1.1273 |
|
0.500 |
1.1266 |
|
0.382 |
1.1259 |
|
LOW |
1.1235 |
|
0.618 |
1.1197 |
|
1.000 |
1.1173 |
|
1.618 |
1.1135 |
|
2.618 |
1.1073 |
|
4.250 |
1.0972 |
|
|
| Fisher Pivots for day following 10-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1271 |
1.1268 |
| PP |
1.1268 |
1.1263 |
| S1 |
1.1266 |
1.1258 |
|