CME Swiss Franc Future March 2021
Trading Metrics calculated at close of trading on 03-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1.1154 |
1.1215 |
0.0061 |
0.5% |
1.1015 |
High |
1.1219 |
1.1282 |
0.0063 |
0.6% |
1.1098 |
Low |
1.1134 |
1.1206 |
0.0072 |
0.6% |
1.0972 |
Close |
1.1197 |
1.1255 |
0.0058 |
0.5% |
1.1087 |
Range |
0.0085 |
0.0076 |
-0.0009 |
-10.6% |
0.0126 |
ATR |
0.0070 |
0.0071 |
0.0001 |
1.5% |
0.0000 |
Volume |
1,040 |
829 |
-211 |
-20.3% |
342 |
|
Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1476 |
1.1441 |
1.1297 |
|
R3 |
1.1400 |
1.1365 |
1.1276 |
|
R2 |
1.1324 |
1.1324 |
1.1269 |
|
R1 |
1.1289 |
1.1289 |
1.1262 |
1.1307 |
PP |
1.1248 |
1.1248 |
1.1248 |
1.1256 |
S1 |
1.1213 |
1.1213 |
1.1248 |
1.1231 |
S2 |
1.1172 |
1.1172 |
1.1241 |
|
S3 |
1.1096 |
1.1137 |
1.1234 |
|
S4 |
1.1020 |
1.1061 |
1.1213 |
|
|
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 |
1.1605 |
2.618 |
1.1481 |
1.618 |
1.1405 |
1.000 |
1.1358 |
0.618 |
1.1329 |
HIGH |
1.1282 |
0.618 |
1.1253 |
0.500 |
1.1244 |
0.382 |
1.1235 |
LOW |
1.1206 |
0.618 |
1.1159 |
1.000 |
1.1130 |
1.618 |
1.1083 |
2.618 |
1.1007 |
4.250 |
1.0883 |
|
|
Fisher Pivots for day following 03-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1.1251 |
1.1224 |
PP |
1.1248 |
1.1193 |
S1 |
1.1244 |
1.1163 |
|