CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 14-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1286 |
1.1253 |
-0.0033 |
-0.3% |
1.1215 |
| High |
1.1297 |
1.1298 |
0.0001 |
0.0% |
1.1297 |
| Low |
1.1225 |
1.1243 |
0.0018 |
0.2% |
1.1179 |
| Close |
1.1243 |
1.1264 |
0.0021 |
0.2% |
1.1243 |
| Range |
0.0072 |
0.0055 |
-0.0017 |
-23.6% |
0.0118 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
6,892 |
1,075 |
-5,817 |
-84.4% |
142,904 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1433 |
1.1404 |
1.1294 |
|
| R3 |
1.1378 |
1.1349 |
1.1279 |
|
| R2 |
1.1323 |
1.1323 |
1.1274 |
|
| R1 |
1.1294 |
1.1294 |
1.1269 |
1.1309 |
| PP |
1.1268 |
1.1268 |
1.1268 |
1.1276 |
| S1 |
1.1239 |
1.1239 |
1.1259 |
1.1254 |
| S2 |
1.1213 |
1.1213 |
1.1254 |
|
| S3 |
1.1158 |
1.1184 |
1.1249 |
|
| S4 |
1.1103 |
1.1129 |
1.1234 |
|
|
| 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 |
1.1298 |
1.1219 |
0.0079 |
0.7% |
0.0057 |
0.5% |
57% |
True |
False |
23,996 |
| 10 |
1.1298 |
1.1008 |
0.0290 |
2.6% |
0.0070 |
0.6% |
88% |
True |
False |
24,760 |
| 20 |
1.1298 |
1.0936 |
0.0362 |
3.2% |
0.0065 |
0.6% |
91% |
True |
False |
22,837 |
| 40 |
1.1298 |
1.0874 |
0.0424 |
3.8% |
0.0070 |
0.6% |
92% |
True |
False |
21,956 |
| 60 |
1.1298 |
1.0781 |
0.0517 |
4.6% |
0.0068 |
0.6% |
93% |
True |
False |
21,850 |
| 80 |
1.1298 |
1.0781 |
0.0517 |
4.6% |
0.0069 |
0.6% |
93% |
True |
False |
18,646 |
| 100 |
1.1298 |
1.0781 |
0.0517 |
4.6% |
0.0072 |
0.6% |
93% |
True |
False |
14,923 |
| 120 |
1.1298 |
1.0544 |
0.0754 |
6.7% |
0.0069 |
0.6% |
95% |
True |
False |
12,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1532 |
|
2.618 |
1.1442 |
|
1.618 |
1.1387 |
|
1.000 |
1.1353 |
|
0.618 |
1.1332 |
|
HIGH |
1.1298 |
|
0.618 |
1.1277 |
|
0.500 |
1.1271 |
|
0.382 |
1.1264 |
|
LOW |
1.1243 |
|
0.618 |
1.1209 |
|
1.000 |
1.1188 |
|
1.618 |
1.1154 |
|
2.618 |
1.1099 |
|
4.250 |
1.1009 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1271 |
1.1263 |
| PP |
1.1268 |
1.1262 |
| S1 |
1.1266 |
1.1262 |
|