CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1243 |
1.1286 |
0.0043 |
0.4% |
1.1215 |
| High |
1.1297 |
1.1297 |
0.0000 |
0.0% |
1.1297 |
| Low |
1.1235 |
1.1225 |
-0.0010 |
-0.1% |
1.1179 |
| Close |
1.1273 |
1.1243 |
-0.0030 |
-0.3% |
1.1243 |
| Range |
0.0062 |
0.0072 |
0.0010 |
16.1% |
0.0118 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.3% |
0.0000 |
| Volume |
33,810 |
6,892 |
-26,918 |
-79.6% |
142,904 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1471 |
1.1429 |
1.1283 |
|
| R3 |
1.1399 |
1.1357 |
1.1263 |
|
| R2 |
1.1327 |
1.1327 |
1.1256 |
|
| R1 |
1.1285 |
1.1285 |
1.1250 |
1.1270 |
| PP |
1.1255 |
1.1255 |
1.1255 |
1.1248 |
| S1 |
1.1213 |
1.1213 |
1.1236 |
1.1198 |
| S2 |
1.1183 |
1.1183 |
1.1230 |
|
| S3 |
1.1111 |
1.1141 |
1.1223 |
|
| S4 |
1.1039 |
1.1069 |
1.1203 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1594 |
1.1536 |
1.1308 |
|
| R3 |
1.1476 |
1.1418 |
1.1275 |
|
| R2 |
1.1358 |
1.1358 |
1.1265 |
|
| R1 |
1.1300 |
1.1300 |
1.1254 |
1.1329 |
| PP |
1.1240 |
1.1240 |
1.1240 |
1.1254 |
| S1 |
1.1182 |
1.1182 |
1.1232 |
1.1211 |
| S2 |
1.1122 |
1.1122 |
1.1221 |
|
| S3 |
1.1004 |
1.1064 |
1.1211 |
|
| S4 |
1.0886 |
1.0946 |
1.1178 |
|
|
| 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% |
0.0064 |
0.6% |
54% |
True |
False |
28,580 |
| 10 |
1.1297 |
1.1002 |
0.0295 |
2.6% |
0.0074 |
0.7% |
82% |
True |
False |
27,820 |
| 20 |
1.1297 |
1.0927 |
0.0370 |
3.3% |
0.0064 |
0.6% |
85% |
True |
False |
23,415 |
| 40 |
1.1297 |
1.0874 |
0.0423 |
3.8% |
0.0070 |
0.6% |
87% |
True |
False |
22,359 |
| 60 |
1.1297 |
1.0781 |
0.0516 |
4.6% |
0.0068 |
0.6% |
90% |
True |
False |
22,078 |
| 80 |
1.1297 |
1.0781 |
0.0516 |
4.6% |
0.0070 |
0.6% |
90% |
True |
False |
18,634 |
| 100 |
1.1297 |
1.0781 |
0.0516 |
4.6% |
0.0072 |
0.6% |
90% |
True |
False |
14,913 |
| 120 |
1.1297 |
1.0544 |
0.0753 |
6.7% |
0.0069 |
0.6% |
93% |
True |
False |
12,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1603 |
|
2.618 |
1.1485 |
|
1.618 |
1.1413 |
|
1.000 |
1.1369 |
|
0.618 |
1.1341 |
|
HIGH |
1.1297 |
|
0.618 |
1.1269 |
|
0.500 |
1.1261 |
|
0.382 |
1.1253 |
|
LOW |
1.1225 |
|
0.618 |
1.1181 |
|
1.000 |
1.1153 |
|
1.618 |
1.1109 |
|
2.618 |
1.1037 |
|
4.250 |
1.0919 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1261 |
1.1258 |
| PP |
1.1255 |
1.1253 |
| S1 |
1.1249 |
1.1248 |
|