CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 31-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1342 |
1.1368 |
0.0026 |
0.2% |
1.1342 |
| High |
1.1374 |
1.1395 |
0.0021 |
0.2% |
1.1344 |
| Low |
1.1317 |
1.1311 |
-0.0006 |
-0.1% |
1.1243 |
| Close |
1.1359 |
1.1322 |
-0.0037 |
-0.3% |
1.1247 |
| Range |
0.0057 |
0.0084 |
0.0027 |
47.4% |
0.0101 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.8% |
0.0000 |
| Volume |
22,909 |
23,410 |
501 |
2.2% |
67,815 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1595 |
1.1542 |
1.1368 |
|
| R3 |
1.1511 |
1.1458 |
1.1345 |
|
| R2 |
1.1427 |
1.1427 |
1.1337 |
|
| R1 |
1.1374 |
1.1374 |
1.1330 |
1.1359 |
| PP |
1.1343 |
1.1343 |
1.1343 |
1.1335 |
| S1 |
1.1290 |
1.1290 |
1.1314 |
1.1275 |
| S2 |
1.1259 |
1.1259 |
1.1307 |
|
| S3 |
1.1175 |
1.1206 |
1.1299 |
|
| S4 |
1.1091 |
1.1122 |
1.1276 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1581 |
1.1515 |
1.1303 |
|
| R3 |
1.1480 |
1.1414 |
1.1275 |
|
| R2 |
1.1379 |
1.1379 |
1.1266 |
|
| R1 |
1.1313 |
1.1313 |
1.1256 |
1.1296 |
| PP |
1.1278 |
1.1278 |
1.1278 |
1.1269 |
| S1 |
1.1212 |
1.1212 |
1.1238 |
1.1195 |
| S2 |
1.1177 |
1.1177 |
1.1228 |
|
| S3 |
1.1076 |
1.1111 |
1.1219 |
|
| S4 |
1.0975 |
1.1010 |
1.1191 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1395 |
1.1241 |
0.0154 |
1.4% |
0.0068 |
0.6% |
53% |
True |
False |
18,996 |
| 10 |
1.1395 |
1.1241 |
0.0154 |
1.4% |
0.0067 |
0.6% |
53% |
True |
False |
19,375 |
| 20 |
1.1395 |
1.1206 |
0.0189 |
1.7% |
0.0065 |
0.6% |
61% |
True |
False |
18,489 |
| 40 |
1.1395 |
1.0920 |
0.0475 |
4.2% |
0.0069 |
0.6% |
85% |
True |
False |
9,334 |
| 60 |
1.1395 |
1.0911 |
0.0484 |
4.3% |
0.0064 |
0.6% |
85% |
True |
False |
6,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1752 |
|
2.618 |
1.1615 |
|
1.618 |
1.1531 |
|
1.000 |
1.1479 |
|
0.618 |
1.1447 |
|
HIGH |
1.1395 |
|
0.618 |
1.1363 |
|
0.500 |
1.1353 |
|
0.382 |
1.1343 |
|
LOW |
1.1311 |
|
0.618 |
1.1259 |
|
1.000 |
1.1227 |
|
1.618 |
1.1175 |
|
2.618 |
1.1091 |
|
4.250 |
1.0954 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1353 |
1.1335 |
| PP |
1.1343 |
1.1330 |
| S1 |
1.1332 |
1.1326 |
|