CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 24-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1278 |
1.1293 |
0.0015 |
0.1% |
1.1289 |
| High |
1.1310 |
1.1308 |
-0.0002 |
0.0% |
1.1371 |
| Low |
1.1256 |
1.1243 |
-0.0013 |
-0.1% |
1.1277 |
| Close |
1.1285 |
1.1247 |
-0.0038 |
-0.3% |
1.1350 |
| Range |
0.0054 |
0.0065 |
0.0011 |
20.4% |
0.0094 |
| ATR |
0.0068 |
0.0067 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
15,375 |
8,357 |
-7,018 |
-45.6% |
101,896 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1461 |
1.1419 |
1.1283 |
|
| R3 |
1.1396 |
1.1354 |
1.1265 |
|
| R2 |
1.1331 |
1.1331 |
1.1259 |
|
| R1 |
1.1289 |
1.1289 |
1.1253 |
1.1278 |
| PP |
1.1266 |
1.1266 |
1.1266 |
1.1260 |
| S1 |
1.1224 |
1.1224 |
1.1241 |
1.1213 |
| S2 |
1.1201 |
1.1201 |
1.1235 |
|
| S3 |
1.1136 |
1.1159 |
1.1229 |
|
| S4 |
1.1071 |
1.1094 |
1.1211 |
|
|
| 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 |
1.1365 |
1.1243 |
0.0122 |
1.1% |
0.0069 |
0.6% |
3% |
False |
True |
17,142 |
| 10 |
1.1371 |
1.1243 |
0.0128 |
1.1% |
0.0065 |
0.6% |
3% |
False |
True |
19,320 |
| 20 |
1.1371 |
1.1036 |
0.0335 |
3.0% |
0.0068 |
0.6% |
63% |
False |
False |
14,270 |
| 40 |
1.1371 |
1.0911 |
0.0460 |
4.1% |
0.0069 |
0.6% |
73% |
False |
False |
7,169 |
| 60 |
1.1371 |
1.0902 |
0.0469 |
4.2% |
0.0063 |
0.6% |
74% |
False |
False |
4,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1584 |
|
2.618 |
1.1478 |
|
1.618 |
1.1413 |
|
1.000 |
1.1373 |
|
0.618 |
1.1348 |
|
HIGH |
1.1308 |
|
0.618 |
1.1283 |
|
0.500 |
1.1276 |
|
0.382 |
1.1268 |
|
LOW |
1.1243 |
|
0.618 |
1.1203 |
|
1.000 |
1.1178 |
|
1.618 |
1.1138 |
|
2.618 |
1.1073 |
|
4.250 |
1.0967 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1276 |
1.1292 |
| PP |
1.1266 |
1.1277 |
| S1 |
1.1257 |
1.1262 |
|