CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1346 |
1.1342 |
-0.0004 |
0.0% |
1.1289 |
| High |
1.1365 |
1.1344 |
-0.0021 |
-0.2% |
1.1371 |
| Low |
1.1311 |
1.1245 |
-0.0066 |
-0.6% |
1.1277 |
| Close |
1.1350 |
1.1340 |
-0.0010 |
-0.1% |
1.1350 |
| Range |
0.0054 |
0.0099 |
0.0045 |
83.3% |
0.0094 |
| ATR |
0.0065 |
0.0068 |
0.0003 |
4.3% |
0.0000 |
| Volume |
17,896 |
28,268 |
10,372 |
58.0% |
101,896 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1607 |
1.1572 |
1.1394 |
|
| R3 |
1.1508 |
1.1473 |
1.1367 |
|
| R2 |
1.1409 |
1.1409 |
1.1358 |
|
| R1 |
1.1374 |
1.1374 |
1.1349 |
1.1342 |
| PP |
1.1310 |
1.1310 |
1.1310 |
1.1294 |
| S1 |
1.1275 |
1.1275 |
1.1331 |
1.1243 |
| S2 |
1.1211 |
1.1211 |
1.1322 |
|
| S3 |
1.1112 |
1.1176 |
1.1313 |
|
| S4 |
1.1013 |
1.1077 |
1.1286 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1615 |
1.1576 |
1.1402 |
|
| R3 |
1.1521 |
1.1482 |
1.1376 |
|
| R2 |
1.1427 |
1.1427 |
1.1367 |
|
| R1 |
1.1388 |
1.1388 |
1.1359 |
1.1408 |
| PP |
1.1333 |
1.1333 |
1.1333 |
1.1342 |
| S1 |
1.1294 |
1.1294 |
1.1341 |
1.1314 |
| S2 |
1.1239 |
1.1239 |
1.1333 |
|
| S3 |
1.1145 |
1.1200 |
1.1324 |
|
| S4 |
1.1051 |
1.1106 |
1.1298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1371 |
1.1245 |
0.0126 |
1.1% |
0.0065 |
0.6% |
75% |
False |
True |
22,261 |
| 10 |
1.1371 |
1.1245 |
0.0126 |
1.1% |
0.0061 |
0.5% |
75% |
False |
True |
23,410 |
| 20 |
1.1371 |
1.0972 |
0.0399 |
3.5% |
0.0069 |
0.6% |
92% |
False |
False |
12,302 |
| 40 |
1.1371 |
1.0911 |
0.0460 |
4.1% |
0.0067 |
0.6% |
93% |
False |
False |
6,181 |
| 60 |
1.1371 |
1.0816 |
0.0555 |
4.9% |
0.0063 |
0.6% |
94% |
False |
False |
4,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1765 |
|
2.618 |
1.1603 |
|
1.618 |
1.1504 |
|
1.000 |
1.1443 |
|
0.618 |
1.1405 |
|
HIGH |
1.1344 |
|
0.618 |
1.1306 |
|
0.500 |
1.1295 |
|
0.382 |
1.1283 |
|
LOW |
1.1245 |
|
0.618 |
1.1184 |
|
1.000 |
1.1146 |
|
1.618 |
1.1085 |
|
2.618 |
1.0986 |
|
4.250 |
1.0824 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1325 |
1.1329 |
| PP |
1.1310 |
1.1319 |
| S1 |
1.1295 |
1.1308 |
|