CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 17-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1323 |
1.1332 |
0.0009 |
0.1% |
1.1262 |
| High |
1.1365 |
1.1371 |
0.0006 |
0.1% |
1.1333 |
| Low |
1.1282 |
1.1325 |
0.0043 |
0.4% |
1.1215 |
| Close |
1.1306 |
1.1336 |
0.0030 |
0.3% |
1.1278 |
| Range |
0.0083 |
0.0046 |
-0.0037 |
-44.6% |
0.0118 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
27,597 |
21,424 |
-6,173 |
-22.4% |
110,117 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1482 |
1.1455 |
1.1361 |
|
| R3 |
1.1436 |
1.1409 |
1.1349 |
|
| R2 |
1.1390 |
1.1390 |
1.1344 |
|
| R1 |
1.1363 |
1.1363 |
1.1340 |
1.1377 |
| PP |
1.1344 |
1.1344 |
1.1344 |
1.1351 |
| S1 |
1.1317 |
1.1317 |
1.1332 |
1.1331 |
| S2 |
1.1298 |
1.1298 |
1.1328 |
|
| S3 |
1.1252 |
1.1271 |
1.1323 |
|
| S4 |
1.1206 |
1.1225 |
1.1311 |
|
|
| 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 |
1.1371 |
1.1260 |
0.0111 |
1.0% |
0.0060 |
0.5% |
68% |
True |
False |
21,497 |
| 10 |
1.1371 |
1.1215 |
0.0156 |
1.4% |
0.0059 |
0.5% |
78% |
True |
False |
19,663 |
| 20 |
1.1371 |
1.0972 |
0.0399 |
3.5% |
0.0065 |
0.6% |
91% |
True |
False |
10,000 |
| 40 |
1.1371 |
1.0911 |
0.0460 |
4.1% |
0.0065 |
0.6% |
92% |
True |
False |
5,027 |
| 60 |
1.1371 |
1.0816 |
0.0555 |
4.9% |
0.0062 |
0.6% |
94% |
True |
False |
3,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1567 |
|
2.618 |
1.1491 |
|
1.618 |
1.1445 |
|
1.000 |
1.1417 |
|
0.618 |
1.1399 |
|
HIGH |
1.1371 |
|
0.618 |
1.1353 |
|
0.500 |
1.1348 |
|
0.382 |
1.1343 |
|
LOW |
1.1325 |
|
0.618 |
1.1297 |
|
1.000 |
1.1279 |
|
1.618 |
1.1251 |
|
2.618 |
1.1205 |
|
4.250 |
1.1130 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1348 |
1.1333 |
| PP |
1.1344 |
1.1330 |
| S1 |
1.1340 |
1.1327 |
|