CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 15-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1289 |
1.1311 |
0.0022 |
0.2% |
1.1262 |
| High |
1.1334 |
1.1334 |
0.0000 |
0.0% |
1.1333 |
| Low |
1.1277 |
1.1293 |
0.0016 |
0.1% |
1.1215 |
| Close |
1.1307 |
1.1330 |
0.0023 |
0.2% |
1.1278 |
| Range |
0.0057 |
0.0041 |
-0.0016 |
-28.1% |
0.0118 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
18,856 |
16,123 |
-2,733 |
-14.5% |
110,117 |
|
| Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1442 |
1.1427 |
1.1353 |
|
| R3 |
1.1401 |
1.1386 |
1.1341 |
|
| R2 |
1.1360 |
1.1360 |
1.1338 |
|
| R1 |
1.1345 |
1.1345 |
1.1334 |
1.1353 |
| PP |
1.1319 |
1.1319 |
1.1319 |
1.1323 |
| S1 |
1.1304 |
1.1304 |
1.1326 |
1.1312 |
| S2 |
1.1278 |
1.1278 |
1.1322 |
|
| S3 |
1.1237 |
1.1263 |
1.1319 |
|
| S4 |
1.1196 |
1.1222 |
1.1307 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1629 |
1.1572 |
1.1343 |
|
| R3 |
1.1511 |
1.1454 |
1.1310 |
|
| R2 |
1.1393 |
1.1393 |
1.1300 |
|
| R1 |
1.1336 |
1.1336 |
1.1289 |
1.1365 |
| PP |
1.1275 |
1.1275 |
1.1275 |
1.1290 |
| S1 |
1.1218 |
1.1218 |
1.1267 |
1.1247 |
| S2 |
1.1157 |
1.1157 |
1.1256 |
|
| S3 |
1.1039 |
1.1100 |
1.1246 |
|
| S4 |
1.0921 |
1.0982 |
1.1213 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1334 |
1.1255 |
0.0079 |
0.7% |
0.0058 |
0.5% |
95% |
True |
False |
23,397 |
| 10 |
1.1334 |
1.1134 |
0.0200 |
1.8% |
0.0063 |
0.6% |
98% |
True |
False |
14,947 |
| 20 |
1.1334 |
1.0972 |
0.0362 |
3.2% |
0.0062 |
0.5% |
99% |
True |
False |
7,552 |
| 40 |
1.1334 |
1.0911 |
0.0423 |
3.7% |
0.0065 |
0.6% |
99% |
True |
False |
3,804 |
| 60 |
1.1334 |
1.0816 |
0.0518 |
4.6% |
0.0063 |
0.6% |
99% |
True |
False |
2,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1508 |
|
2.618 |
1.1441 |
|
1.618 |
1.1400 |
|
1.000 |
1.1375 |
|
0.618 |
1.1359 |
|
HIGH |
1.1334 |
|
0.618 |
1.1318 |
|
0.500 |
1.1314 |
|
0.382 |
1.1309 |
|
LOW |
1.1293 |
|
0.618 |
1.1268 |
|
1.000 |
1.1252 |
|
1.618 |
1.1227 |
|
2.618 |
1.1186 |
|
4.250 |
1.1119 |
|
|
| Fisher Pivots for day following 15-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1325 |
1.1319 |
| PP |
1.1319 |
1.1308 |
| S1 |
1.1314 |
1.1297 |
|