CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 07-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1262 |
1.1262 |
0.0000 |
0.0% |
1.1096 |
| High |
1.1290 |
1.1305 |
0.0015 |
0.1% |
1.1290 |
| Low |
1.1244 |
1.1215 |
-0.0029 |
-0.3% |
1.1036 |
| Close |
1.1268 |
1.1271 |
0.0003 |
0.0% |
1.1268 |
| Range |
0.0046 |
0.0090 |
0.0044 |
95.7% |
0.0254 |
| ATR |
0.0069 |
0.0071 |
0.0001 |
2.1% |
0.0000 |
| Volume |
2,514 |
6,174 |
3,660 |
145.6% |
5,435 |
|
| Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1534 |
1.1492 |
1.1321 |
|
| R3 |
1.1444 |
1.1402 |
1.1296 |
|
| R2 |
1.1354 |
1.1354 |
1.1288 |
|
| R1 |
1.1312 |
1.1312 |
1.1279 |
1.1333 |
| PP |
1.1264 |
1.1264 |
1.1264 |
1.1274 |
| S1 |
1.1222 |
1.1222 |
1.1263 |
1.1243 |
| S2 |
1.1174 |
1.1174 |
1.1255 |
|
| S3 |
1.1084 |
1.1132 |
1.1246 |
|
| S4 |
1.0994 |
1.1042 |
1.1222 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1960 |
1.1868 |
1.1408 |
|
| R3 |
1.1706 |
1.1614 |
1.1338 |
|
| R2 |
1.1452 |
1.1452 |
1.1315 |
|
| R1 |
1.1360 |
1.1360 |
1.1291 |
1.1406 |
| PP |
1.1198 |
1.1198 |
1.1198 |
1.1221 |
| S1 |
1.1106 |
1.1106 |
1.1245 |
1.1152 |
| S2 |
1.0944 |
1.0944 |
1.1221 |
|
| S3 |
1.0690 |
1.0852 |
1.1198 |
|
| S4 |
1.0436 |
1.0598 |
1.1128 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1688 |
|
2.618 |
1.1541 |
|
1.618 |
1.1451 |
|
1.000 |
1.1395 |
|
0.618 |
1.1361 |
|
HIGH |
1.1305 |
|
0.618 |
1.1271 |
|
0.500 |
1.1260 |
|
0.382 |
1.1249 |
|
LOW |
1.1215 |
|
0.618 |
1.1159 |
|
1.000 |
1.1125 |
|
1.618 |
1.1069 |
|
2.618 |
1.0979 |
|
4.250 |
1.0833 |
|
|
| Fisher Pivots for day following 07-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1267 |
1.1266 |
| PP |
1.1264 |
1.1261 |
| S1 |
1.1260 |
1.1256 |
|