CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 08-Dec-2020
Day Change Summary
Previous Current
07-Dec-2020 08-Dec-2020 Change Change % Previous Week
Open 1.1262 1.1265 0.0003 0.0% 1.1096
High 1.1305 1.1298 -0.0007 -0.1% 1.1290
Low 1.1215 1.1257 0.0042 0.4% 1.1036
Close 1.1271 1.1282 0.0011 0.1% 1.1268
Range 0.0090 0.0041 -0.0049 -54.4% 0.0254
ATR 0.0071 0.0069 -0.0002 -3.0% 0.0000
Volume 6,174 21,937 15,763 255.3% 5,435
Daily Pivots for day following 08-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.1402 1.1383 1.1305
R3 1.1361 1.1342 1.1293
R2 1.1320 1.1320 1.1290
R1 1.1301 1.1301 1.1286 1.1311
PP 1.1279 1.1279 1.1279 1.1284
S1 1.1260 1.1260 1.1278 1.1270
S2 1.1238 1.1238 1.1274
S3 1.1197 1.1219 1.1271
S4 1.1156 1.1178 1.1259
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1305 1.1134 0.0171 1.5% 0.0068 0.6% 87% False False 6,498
10 1.1305 1.0982 0.0323 2.9% 0.0072 0.6% 93% False False 3,377
20 1.1305 1.0922 0.0383 3.4% 0.0061 0.5% 94% False False 1,744
40 1.1305 1.0911 0.0394 3.5% 0.0065 0.6% 94% False False 879
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1472
2.618 1.1405
1.618 1.1364
1.000 1.1339
0.618 1.1323
HIGH 1.1298
0.618 1.1282
0.500 1.1278
0.382 1.1273
LOW 1.1257
0.618 1.1232
1.000 1.1216
1.618 1.1191
2.618 1.1150
4.250 1.1083
Fisher Pivots for day following 08-Dec-2020
Pivot 1 day 3 day
R1 1.1281 1.1275
PP 1.1279 1.1267
S1 1.1278 1.1260

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

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