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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1282 1.1036 0.0246 2.2% 0.0085 0.8% 89% True False 613
10 1.1282 1.0972 0.0310 2.8% 0.0071 0.6% 91% True False 338
20 1.1282 1.0922 0.0360 3.2% 0.0072 0.6% 93% True False 221
40 1.1282 1.0911 0.0371 3.3% 0.0065 0.6% 93% True False 114
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 4 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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