CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 01-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1096 |
1.1043 |
-0.0053 |
-0.5% |
1.1015 |
| High |
1.1124 |
1.1156 |
0.0032 |
0.3% |
1.1098 |
| Low |
1.1036 |
1.1043 |
0.0007 |
0.1% |
1.0972 |
| Close |
1.1071 |
1.1141 |
0.0070 |
0.6% |
1.1087 |
| Range |
0.0088 |
0.0113 |
0.0025 |
28.4% |
0.0126 |
| ATR |
0.0065 |
0.0069 |
0.0003 |
5.2% |
0.0000 |
| Volume |
329 |
723 |
394 |
119.8% |
342 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1452 |
1.1410 |
1.1203 |
|
| R3 |
1.1339 |
1.1297 |
1.1172 |
|
| R2 |
1.1226 |
1.1226 |
1.1162 |
|
| R1 |
1.1184 |
1.1184 |
1.1151 |
1.1205 |
| PP |
1.1113 |
1.1113 |
1.1113 |
1.1124 |
| S1 |
1.1071 |
1.1071 |
1.1131 |
1.1092 |
| S2 |
1.1000 |
1.1000 |
1.1120 |
|
| S3 |
1.0887 |
1.0958 |
1.1110 |
|
| S4 |
1.0774 |
1.0845 |
1.1079 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1430 |
1.1385 |
1.1156 |
|
| R3 |
1.1304 |
1.1259 |
1.1122 |
|
| R2 |
1.1178 |
1.1178 |
1.1110 |
|
| R1 |
1.1133 |
1.1133 |
1.1099 |
1.1156 |
| PP |
1.1052 |
1.1052 |
1.1052 |
1.1064 |
| S1 |
1.1007 |
1.1007 |
1.1075 |
1.1030 |
| S2 |
1.0926 |
1.0926 |
1.1064 |
|
| S3 |
1.0800 |
1.0881 |
1.1052 |
|
| S4 |
1.0674 |
1.0755 |
1.1018 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1636 |
|
2.618 |
1.1452 |
|
1.618 |
1.1339 |
|
1.000 |
1.1269 |
|
0.618 |
1.1226 |
|
HIGH |
1.1156 |
|
0.618 |
1.1113 |
|
0.500 |
1.1100 |
|
0.382 |
1.1086 |
|
LOW |
1.1043 |
|
0.618 |
1.0973 |
|
1.000 |
1.0930 |
|
1.618 |
1.0860 |
|
2.618 |
1.0747 |
|
4.250 |
1.0563 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1127 |
1.1126 |
| PP |
1.1113 |
1.1111 |
| S1 |
1.1100 |
1.1096 |
|