CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 16-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1311 |
1.1323 |
0.0012 |
0.1% |
1.1262 |
| High |
1.1334 |
1.1365 |
0.0031 |
0.3% |
1.1333 |
| Low |
1.1293 |
1.1282 |
-0.0011 |
-0.1% |
1.1215 |
| Close |
1.1330 |
1.1306 |
-0.0024 |
-0.2% |
1.1278 |
| Range |
0.0041 |
0.0083 |
0.0042 |
102.4% |
0.0118 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
2.0% |
0.0000 |
| Volume |
16,123 |
27,597 |
11,474 |
71.2% |
110,117 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1567 |
1.1519 |
1.1352 |
|
| R3 |
1.1484 |
1.1436 |
1.1329 |
|
| R2 |
1.1401 |
1.1401 |
1.1321 |
|
| R1 |
1.1353 |
1.1353 |
1.1314 |
1.1336 |
| PP |
1.1318 |
1.1318 |
1.1318 |
1.1309 |
| S1 |
1.1270 |
1.1270 |
1.1298 |
1.1253 |
| S2 |
1.1235 |
1.1235 |
1.1291 |
|
| S3 |
1.1152 |
1.1187 |
1.1283 |
|
| S4 |
1.1069 |
1.1104 |
1.1260 |
|
|
| 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 |
1.1365 |
1.1260 |
0.0105 |
0.9% |
0.0063 |
0.6% |
44% |
True |
False |
23,123 |
| 10 |
1.1365 |
1.1206 |
0.0159 |
1.4% |
0.0062 |
0.6% |
63% |
True |
False |
17,603 |
| 20 |
1.1365 |
1.0972 |
0.0393 |
3.5% |
0.0065 |
0.6% |
85% |
True |
False |
8,930 |
| 40 |
1.1365 |
1.0911 |
0.0454 |
4.0% |
0.0065 |
0.6% |
87% |
True |
False |
4,492 |
| 60 |
1.1365 |
1.0816 |
0.0549 |
4.9% |
0.0063 |
0.6% |
89% |
True |
False |
2,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1718 |
|
2.618 |
1.1582 |
|
1.618 |
1.1499 |
|
1.000 |
1.1448 |
|
0.618 |
1.1416 |
|
HIGH |
1.1365 |
|
0.618 |
1.1333 |
|
0.500 |
1.1324 |
|
0.382 |
1.1314 |
|
LOW |
1.1282 |
|
0.618 |
1.1231 |
|
1.000 |
1.1199 |
|
1.618 |
1.1148 |
|
2.618 |
1.1065 |
|
4.250 |
1.0929 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1324 |
1.1321 |
| PP |
1.1318 |
1.1316 |
| S1 |
1.1312 |
1.1311 |
|